Search Results - subject:"approximation algorithm"

Deterministic modelling of implied volatility in cryptocurrency options with underlying multiple resolution momentum indicator and non-linear machine learning regression algorithm

Leung, F.; Law, M.; Djeng, S. K. - In: Financial innovation : FIN 10 (2024), pp. 1-25

Modeling implied volatility (IV) is important for option pricing, hedging, and risk management. Previous studies of deterministic implied volatility functions (DIVFs) propose two parameters, moneyness and time to maturity, to estimate implied volatility. Recent DIVF models have included factors...

Persistent link: https://www.econbiz.de/10015361594

Computational performance of deep reinforcement learning to find Nash equilibria

Graf, Christoph; Zobernig, Viktor; Schmidt, Johannes; … - In: Computational economics 63 (2024) 2, pp. 529-576

Persistent link: https://www.econbiz.de/10014472392

Algorithms in selection decisions : effective, but unappreciated

Rabinovitch, Hagai; Budescu, David V.; Bereby-Meyer, Yoella - In: Journal of behavioral decision making 37 (2024) 2, pp. 1-20

Persistent link: https://www.econbiz.de/10014473648

Discretisation of Langevin diffusion in the weak log-concave case

Crespo Navas, Marelys - 2024

Persistent link: https://www.econbiz.de/10014476111

An overview of statistical and neural-based line segmentation methods for offline handwriting recognition task

Yakovchuk, Oleg; Rogoza, Walery - In: Technology audit and production reserves 1 (2024) 2/75, pp. 14-19

Persistent link: https://www.econbiz.de/10014497327

Use of autoencoder and one-hot encoding for customer segmentation

Smutek, Tomasz; Sikora, Janusz W.; Bogacki, Sylwester; … - In: European research studies 27 (2024), pp. 72-82

Persistent link: https://www.econbiz.de/10014543578

Blinded by "algo economicus" : reflecting on the assumptions of algorithmic management research to move forward

Lamers, Laura; Meijerink, Jeroen; Rettagliata, Giorgio - In: Human resource management 63 (2024) 3, pp. 413-426

Persistent link: https://www.econbiz.de/10014543767

Product knowledge graphs : creating a knowledge system for customer support

Przysucha, Bartosz; Kaleta, Paweł; Dmowski, Artur; … - In: European research studies 27 (2024), pp. 150-159

Persistent link: https://www.econbiz.de/10014543778

A common due-date assignment problem with job rejection on parallel uniform machines

Mosheiov, Gur; Sarig, Assaf - In: International journal of production research 62 (2024) 6, pp. 2083-2092

Persistent link: https://www.econbiz.de/10014546358

A deep reinforcement learning based hyper-heuristic for modular production control

Panzer, Marcel; Bender, Benedict; Gronau, Norbert - In: International journal of production research 62 (2024) 8, pp. 2747-2768

Persistent link: https://www.econbiz.de/10014546488