Search Results - subject:"Fast algorithm"

A fast algorithm for quadratic resource allocation problems with nested constraints

Schoot Uiterkamp, Martijn H. H.; Hurink, Johann L.; … - In: Computers & operations research : and their … 135 (2021), pp. 1-19

Persistent link: https://www.econbiz.de/10012649730

A faster algorithm for the continuous bilevel knapsack problem

Fischer, Dennis; Woeginger, Gerhard J. - In: Operations research letters 48 (2020) 6, pp. 784-786

Persistent link: https://www.econbiz.de/10012430132

МОДИФИКАЦИЯ МНОГОМЕРНОГО АЛГОРИТМА ЛЕВИНСОНА

ВЛАДИМИРОВИЧ, КЛИМЧЕНКО … - In: Проблемы управления (2009) 3, pp. 2-7

Исследованы зависимости между ковариационными матрицами, вычисляемыми в процессе многомерной рекурсии Левинсона. Показано, что учет выявленных взаимосвязей...

Persistent link: https://www.econbiz.de/10011238351

Accurate Tree-based Missing Data Imputation and Data Fusion within the Statistical Learning Paradigm

Antonio D’Ambrosio; Aria, Massimo; Siciliano, Roberta - In: Journal of Classification 29 (2012) 2, pp. 227-258

Persistent link: https://www.econbiz.de/10010558351

A Generalized Fast Algorithm for BDS-Type Statistics

Mayer-Foulkes, David - In: Studies in Nonlinear Dynamics & Econometrics 4 (2007) 1, pp. 45-50

We provide a fast algorithm to calculate the m-dimensional distance histogram on which Brock, Dechert, and Sheinkman …'s (1987) BDS-type statistics are based. The algorithm generalizes a fast algorithm due to LeBaron by calculating the histogram …

Persistent link: https://www.econbiz.de/10004966222

Fast Computation of the Economic Capital, the Value at Risk and the Greeks of a Loan Portfolio in the Gaussian Factor Model

Okunev, Pavel - EconWPA - 2005

We propose a fast algorithm for computing the economic capital, Value at Risk and Greeks in the Gaussian factor model …

Persistent link: https://www.econbiz.de/10005126114

Resampling-based multiple testing for microarray data analysis

Ge, Youngchao; Dudoit, Sandrine; Speed, Terence - In: TEST: An Official Journal of the Spanish Society of … 12 (2003) 1, pp. 1-77

Persistent link: https://www.econbiz.de/10005613266

A Generalized Fast Algorithm for BDS-Type Statistics

Mayer-Foulkes, David - In: Studies in Nonlinear Dynamics & Econometrics 4 (2000) 1

Persistent link: https://www.econbiz.de/10014620826

A Generalized Fast Algorithm for BDS-Type Statistics

Mayer-Foulkes, David - In: Studies in Nonlinear Dynamics & Econometrics 4 (2000) 1, pp. 45-50

Persistent link: https://www.econbiz.de/10005584891