Search Results - subject:"algorithms"

Sectorial portfolio analysis with genetic algorithms: case applied to the Mexican Stock Exchange

Pilar, Rodríguez García Martha del; Aimer, Cortez … - In: Contaduría y Administración 60 (2015) 1, pp. 87-112

different sectors under study. Due to a nonlinear programming problem, genetic algorithms are used to obtain the optimal …

Persistent link: https://www.econbiz.de/10011096712

Low Carbon Footprint Routes for Bird Watching

Fang, Wei-Ta; Huang, Chin-Wei; Chou, Jui-Yu; Cheng, Bai-You - In: Sustainability 7 (2015) 3, pp. 3290-3310

simulated annealing (SA) and genetic algorithms (GA). We applied two algorithms in our simulation research to detect which one … is an appropriate algorithm for running carbon-routing algorithms at the regional scale. SA, which is superior to GA, is …

Persistent link: https://www.econbiz.de/10011206954

Regret bound for Narendra-Shapiro bandit algorithms

Gadat, Sébastien; Panloup, F.; Saadane, Sofiane - Toulouse School of Economics (TSE) - 2015

Narendra-Shapiro (NS) algorithms are bandit-type algorithms that have been introduced in the sixties (with a view to … literature. In this paper, we adress the following question: are the Narendra-Shapiro (NS) bandit algorithms competitive from a … regret point of view? In our main result, we show that some competitive bounds can be obtained for such algorithms in their …

Persistent link: https://www.econbiz.de/10011189153

Inference and Testing Breaks in Large Dynamic Panels with Strong Cross Sectional Dependence

Hidalgo, Javier; Schafgans, Marcia M - Suntory and Toyota International Centres for Economics … - 2015

This paper is concerned with various issues related to inference in large dynamic panel data models (where both n and T increase without bound) in the presence of, possibly, strong cross-sectional dependence. Our first aim is to provide a Central Limit Theorem for estimators of the slope...

Persistent link: https://www.econbiz.de/10011240549

Modeling and Solving Alternative Financial Solutions Seeking

Frenod, Emmanuel; Gouigoux, Jean-Philippe; Touré, Landry - HAL - 2015

In this paper we build a method to optimize Multi-Year Prospective Budgets. First we present a systemic model of Local Community Finances. Then, from two acceptable Multi-Year Prospective Budgets the method implements a Genetic Algorithm to generate a collection of admissible Multi-Year...

Persistent link: https://www.econbiz.de/10010821009

Maximizing the nurses' preferences in nurse scheduling problem: Mathematical modeling and a meta-heuristic algorithm

Jafari, Hamed; Salmasi, Nasser - In: Journal of Industrial Engineering International 11 (2015), pp. 439-458

The nurse scheduling problem (NSP) has received a great amount of attention in recent years. In the NSP, the goal is to assign shifts to the nurses in order to satisfy the hospital's demand during the planning horizon by considering different objective functions. In this research, we focus on...

Persistent link: https://www.econbiz.de/10011640855

Using genetic algorithm in dynamic model of speculative attack

Gawronska-Nowak, Bogna; Grabowski, Wojciech - Instytut Badañ Gospodarczych (IBG) - 2015

Evolution of speculative attack models show certain progress in developing idea of the role of expectations in the crisis mechanism. Obstfeld (1996) defined expectations as fully exogenous. Morris and Shin (1998) endogenised the expectations with respect to noise leaving information significance...

Persistent link: https://www.econbiz.de/10011245974

The formation of European inflation expectations: One learning rule does not fit all

Strobach, Christina; Cruijsen, Carin van der - de Nederlandsche Bank - 2015

findings suggest that least squares based algorithms significantly outperform their stochastic gradient counterparts, not only …

Persistent link: https://www.econbiz.de/10011272316

Application of periodic autoregressive process to the modeling of the Garonne river ﬂows

Jean-Christophe, PEREAU; Eugen, URSU - Groupe de Recherche en Économie Théorique et … - 2015

Accurate forecasting of river flows is one of the most important applications in hydrology, especially for the management of reservoir systems. To capture the seasonal variations in river flow statistics, this paper develops a robust modeling approach to identify and estimate periodic...

Persistent link: https://www.econbiz.de/10011273097

The formation of European inflation expectations : one learning rule does not fit all

Strobach, Christina; Cruijsen, Carin van der - 2015

Persistent link: https://www.econbiz.de/10010519184