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  • Search: subject:"Bayesian optimization"
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Year of publication
Subject
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Bayesian optimization 36 Bayes-Statistik 31 Bayesian inference 31 Theorie 27 Theory 27 Forecasting model 16 Prognoseverfahren 16 Mathematical programming 12 Mathematische Optimierung 12 Artificial intelligence 11 Künstliche Intelligenz 11 Gaussian process regression 8 Algorithm 7 Algorithmus 7 Gaussian process 7 Stochastic process 6 Stochastischer Prozess 6 Bayesian Optimization 4 Estimation theory 4 Learning process 4 Lernprozess 4 Price forecasting 4 Regression analysis 4 Regressionsanalyse 4 Schätztheorie 4 Simulation 4 China 3 Coronavirus 3 Cross-validation 3 Gauß-Prozess 3 Machine learning 3 Portfolio selection 3 Portfolio-Management 3 Risiko 3 Risk 3 bayesian optimization 3 machine learning 3 Bayesian network 2 Bayesian optimization algorithm 2 Bootstrap approach 2
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Online availability
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Free 24 Undetermined 22 CC license 11
Type of publication
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Article 38 Book / Working Paper 8
Type of publication (narrower categories)
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Article in journal 32 Aufsatz in Zeitschrift 32 Arbeitspapier 8 Working Paper 8 Graue Literatur 7 Non-commercial literature 7 Article 4 research-article 1
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Language
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English 45 Undetermined 1
Author
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Jin, Bingzi 6 Xu, Xiaojie 6 Angün, Mevlüde Ebru 2 Bartoli, Nathalie 2 Bosse, Alexander 2 Boucher, Jean-Philippe 2 Fazelabdolabadi, Babak 2 Kleijnen, Jack P. C. 2 Manni, Emanuele 2 Mattfeld, Dirk C. 2 So, Banghee 2 Ulmer, Marlin Wolf 2 Valdez, Emiliano 2 Wang, Jianzhou 2 Al Theeb, Nader 1 Alban, Andres 1 Archetti, Francesco 1 Audet, Charles 1 Avdoulas, Christos 1 Bagudu, Aliyu 1 Baik, Seung Min 1 Bedoni, Marzia 1 Bekiros, Stelios 1 Bian, Bomin 1 Blomberg, Jeanette 1 Branke, Juergen 1 Burke, Richard 1 Bussemaker, Jasper H. 1 Candelieri, Antonio 1 Chen, An 1 Chen, Jingxu 1 Chen, Xuejun 1 Chen, Zhenni 1 Chick, Stephen E. 1 Chlebus, Marcin 1 Choi, Changhui 1 Clark, Scott C. 1 Coronado-Vaca, María 1 De Bock, Koen W. 1 Dew, Ryan 1
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Published in...
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European journal of operational research : EJOR 3 Operations research 3 Computational economics 2 Discussion paper / Center for Economic Research, Tilburg University 2 Journal of Global Optimization 2 Journal of forecasting 2 Les cahiers du GERAD 2 Mineral economics : raw materials report 2 ASTIN bulletin : the journal of the International Actuarial Association 1 Asian journal of economics and banking : AJEB 1 Computational management science 1 Energy policy : the international journal of the political, economic, planning, environmental and social aspects of energy 1 FFA Working Papers : FFA working paper 1 Faculty & research / Insead : working paper series 1 Financial Innovation 1 Financial innovation : FIN 1 Intelligent systems in accounting, finance & management 1 International journal of empirical economics 1 International journal of hospitality management 1 Journal of Modelling in Management 1 Journal of applied econometrics 1 Journal of business economics and management 1 Journal of derivatives and quantitative studies : Seonmul yeongu 1 Journal of industrial engineering and management : JIEM 1 Journal of management science and engineering 1 Journal of modelling in management 1 Management science : journal of the Institute for Operations Research and the Management Sciences 1 Optimization Letters 1 Risks 1 Risks : open access journal 1 Technological forecasting and social change : an international journal 1 Transportation research / E : an international journal 1 Working paper series 1 Working papers 1
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Source
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ECONIS (ZBW) 40 EconStor 4 RePEc 1 Other ZBW resources 1
Showing 1 - 10 of 46
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Predicting wholesale edible oil prices through Gaussian process regressions tuned with Bayesian optimization and cross-validation
Jin, Bingzi; Xu, Xiaojie - In: Asian journal of economics and banking : AJEB 9 (2025) 1, pp. 64-82
Purpose - Developing price forecasts for various agricultural commodities has long been a significant undertaking for a variety of agricultural market players. The weekly wholesale price of edible oil in the Chinese market over a ten-year period, from January 1, 2010 to January 3, 2020, is the...
Persistent link: https://www.econbiz.de/10015339298
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Small sample data pricing research based on Reptile algorithm
Shen, Junxin; Yang, Yi; Xiao, Fanghao - In: Journal of business economics and management 26 (2025) 3, pp. 555-575
Reasonably pricing data resources contributes to the development of the digital economy. However, in the early stage of the development of the data market, the data transaction volume is small, and the resulting small sample problem makes it difficult to accurately model and forecast the price...
Persistent link: https://www.econbiz.de/10015450643
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High-dimensional parameter calibration of interest rate model for the Korean insurance capital standard
Baik, Seung Min; Choi, Changhui; Jang, Bong-Gyu - In: Journal of derivatives and quantitative studies : … 33 (2025) 1, pp. 23-44
integrates a trust region-based Bayesian optimization technique with a parameter space decomposition method to solve the … high-dimensional parameters compared to conventional Bayesian optimization approaches. …
Persistent link: https://www.econbiz.de/10015397306
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Bayesian-optimized ensemble deep learning models for demand forecasting in the volatile situations : a case study of grocery demand during Covid-19 outbreaks
Al Theeb, Nader; Smadi, Hazem - In: Journal of industrial engineering and management : JIEM 18 (2025) 1, pp. 193-213
Purpose: Lockdown and movement restrictions that imposed by governments have significantly changed customers behavior, making the planning and decision-making processes more challenging. Providing accurate estimation of the demand, enable managers to take more successful decisions and allow...
Persistent link: https://www.econbiz.de/10015414985
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A robust support vector machine approach for Raman data classification
Piazza, Marco; Maggioni, Francesca; Bedoni, Marzia; … - 2025
Recent advances in healthcare technologies have led to the availability of large amounts of biological samples across several techniques and applications. In particular, in the last few years, Raman spectroscopy analysis of biological samples has been successfully applied for early-stage...
Persistent link: https://www.econbiz.de/10015506507
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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
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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
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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
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Bayesian optimization with hidden constraints for aircraft design
Tfaily, Ali; Diouane, Youssef; Bartoli, Nathalie; … - 2024
Persistent link: https://www.econbiz.de/10014483363
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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
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