Search Results - subject:"Bayesian optimization"

Efficient global optimization and the zero-gradient condition, in expensive simulation

Angün, Mevlüde Ebru; Kleijnen, Jack P. C. - 2024

Persistent link: https://www.econbiz.de/10015101609

Bayesian optimization with hidden constraints for aircraft design

Tfaily, Ali; Diouane, Youssef; Bartoli, Nathalie; … - 2024

Persistent link: https://www.econbiz.de/10014483363

Machine learning-based scrap steel price forecasting for the Northeast Chinese market

Jin, Bingzi; Xu, Xiaojie - In: International journal of empirical economics 3 (2024) 4, pp. 1-21

Throughout history, governments and investors have relied on predictions of prices for a broad spectrum of commodities. Using time-series data covering 08/23/2013-04/15/2021, this study investigates the challenging problem of predicting scrap steel prices, which are issued daily for the...

Persistent link: https://www.econbiz.de/10015194297

System architecture optimization strategies: dealing with expensive hierarchical problems

Bussemaker, Jasper H.; Saves, Paul; Bartoli, Nathalie; … - In: Journal of Global Optimization 91 (2024) 4, pp. 851-895

-objective evolutionary algorithms such as NSGA-II, and Bayesian optimization (BO) algorithms. A new Gaussian process kernel is presented that …

Persistent link: https://www.econbiz.de/10015437023

A comparative assessment of machine learning methods for predicting housing prices using Bayesian optimization

Lahmiri, Salim; Bekiros, Stelios; Avdoulas, Christos - 2023

regression, and Gaussian process regression. Bayesian optimization is implemented in a ten-fold cross-validation framework to …

Persistent link: https://www.econbiz.de/10014505865

Bayesian optimization of hyperparameters from noisy marginal likelihood estimates

Gustafsson, Oskar; Villani, Mattias; Stockhammar, Pär - In: Journal of applied econometrics 38 (2023) 4, pp. 577-595

Persistent link: https://www.econbiz.de/10014288027

Optimization of system dynamics models : a novel methodology

Angün, Mevlüde Ebru; Kleijnen, Jack P. C.; Smits, Martin - 2023

Persistent link: https://www.econbiz.de/10014439377

Dependence in constrained Bayesian optimization

Zhang, Shiqiang; Lee, Robert M.; Shafei, Behrang; Walz, … - In: Optimization Letters 18 (2023) 6, pp. 1457-1473

Constrained Bayesian optimization optimizes a black-box objective function subject to black-box constraints. For … totally unknown and (ii) experiments are so expensive that any slightly better Bayesian optimization procedure is preferred …

Persistent link: https://www.econbiz.de/10015404680

Multi-objective Bayesian optimization of deep reinforcement learning for environmental, social, and governance (ESG) financial portfolio management

Garrido-Merchán, Eduardo C.; Mora-Figueroa, Sol; … - In: Intelligent systems in accounting, finance & management 32 (2025) 2, pp. 1-15

Persistent link: https://www.econbiz.de/10015455145

Partition and prosper : design and pricing of single bundle

Sun, Hailong; Li, Xiaobo; Teo, Chung-Piaw - In: Operations research 73 (2025) 4, pp. 1983-2001

Persistent link: https://www.econbiz.de/10015445889