Search Results - subject:"computation time"

When to stop computing and start investing

Aguilar, Sean R.; Kosheleva, Olga - In: Asian journal of economics and banking : AJEB 5 (2021) 2, pp. 111-115

an algorithm that enables us to decide the computation time that leads to the largest possible gain. Originality … investors to select the computation time for which the resulting gain is the largest possible. …

Persistent link: https://www.econbiz.de/10012694810

When to stop computing and start investing

Aguilar, Sean R.; Kosheleva, Olga - In: Asian Journal of Economics and Banking (AJEB) 5 (2021) 2, pp. 111-115

Persistent link: https://www.econbiz.de/10015557648

Gradient boosting for quantitative finance

Davis, Jesse; Devos, Laurens; Reyners, Sofie; Schoutens, Wim - In: The journal of computational finance 24 (2021) 4, pp. 1-40

Persistent link: https://www.econbiz.de/10012544161

Fast fractional differencing in modeling long memory of conditional variance for high-frequency data

Klein, Tony; Walther, Thomas - In: Finance research letters 22 (2017), pp. 274-279

Persistent link: https://www.econbiz.de/10011808179

Flexible job shop scheduling with sequence-dependent setup and transportation times by ant colony with reinforced pheromone relationships

Rossi, Andrea - In: International journal of production economics 153 (2014), pp. 253-267

Persistent link: https://www.econbiz.de/10010385210

Flexible job shop scheduling with sequence-dependent setup and transportation times by ant colony with reinforced pheromone relationships

Rossi, Andrea - In: International Journal of Production Economics 153 (2014) C, pp. 253-267

This paper proposes a swarm intelligence approach based on a disjunctive graph model in order to schedule a manufacturing system with resource flexibility and separable setup times. Resource flexibility assigns each operation to one of the alternative resources (assigning sub-problem) and,...

Persistent link: https://www.econbiz.de/10010776679

Sliding mode for detection and accommodation of computation time delay fault

Garcia, José Paulo F.; Garcia, Lizete Maria C.F.; … - In: Mathematics and Computers in Simulation (MATCOM) 80 (2009) 2, pp. 449-465

Computation time delay in digital control systems reduces its robustness as well as degrades its performance. In this … paper, the computation time delay is assumed to be constant and smaller than the sampling time and is treated as a fault to … improves the systems’ performance when a computation time delay fault is found is proposed herein. A robust sliding mode …

Persistent link: https://www.econbiz.de/10011051068