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ORPIT : a matlab toolbox for option replication and portfolio insurance in incomplete markets

Katsikis, Vasilios N.; Mourtas, Spyridon D. - In: Computational economics 56 (2020) 4, pp. 711-721

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012390445

Sums of Hermitian squares decomposition of non-commutative polynomials in non-symmetric variables using NCSOStools

Cafuta, Kristijan - In: Central European journal of operations research : CEJOR … 27 (2019) 2, pp. 397-413

Persistent link: https://ebvufind01.dmz1.zbw.eu/10011994349

Influence of ensemble surrogate models and sampling strategy on the solution quality of algorithms for computationally expensive black-box global optimization problems

Müller, Juliane; Shoemaker, Christine - In: Journal of Global Optimization 60 (2014) 2, pp. 123-144

FEI perform for most problems worse than SO-M-s and SO-M-c. Within the scope of this study a Matlab toolbox has been …

Persistent link: https://ebvufind01.dmz1.zbw.eu/10010994095

Algorithmic aspects of sums of Hermitian squares of noncommutative polynomials

Burgdorf, Sabine; Cafuta, Kristijan; Klep, Igor; Povh, Janez - In: Computational Optimization and Applications 55 (2013) 1, pp. 137-153

This paper presents an algorithm and its implementation in the software package <ExternalRef> <RefSource> <Emphasis FontCategory="NonProportional">NCSOStools </RefSource> <RefTarget Address="http://ncsostools.fis.unm.si/" TargetType="URL"/> </ExternalRef> for finding sums of Hermitian squares and commutators decompositions for polynomials in noncommuting variables. The algorithm is based on noncommutative analogs of the classical Gram matrix method and...</emphasis></refsource></externalref>

Persistent link: https://ebvufind01.dmz1.zbw.eu/10010998373

Analysis of wind power generation and prediction using ANN: A case study

Carolin Mabel, M.; Fernandez, E. - In: Renewable Energy 33 (2008) 5, pp. 986-992

humidity and generation hours and one output variable-energy output of wind farms. The modeling is done using MATLAB toolbox …

Persistent link: https://ebvufind01.dmz1.zbw.eu/10011046338