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Bartlett, P. L.; Boucheron, S.; Lugosi, G. - 2002

We study model selection strategies based on penalized empirical loss minimization. We point out a tight relationship between error estimation and data-based complexity penalization: any good error estimate may be converted into a data-based penalty function and the performance of the estimate...

Persistent link: https://www.econbiz.de/10009438376

Theoretical Results and Applications Related to Dimension Reduction

Chen, Jie - 2007

To overcome the curse of dimensionality, dimension reduction is important andnecessary for understanding the underlying phenomena in a variety of fields.Dimension reduction is the transformation of high-dimensional data into ameaningful representation in the low-dimensional space. It can be...

Persistent link: https://www.econbiz.de/10009475737

System-dynamics-based modeling of business simulation algorithms

Gold, Steven - 2005

economic theory of the firm and the expansive body of prior research on the design of business simulations. The focus is on the …

Persistent link: https://www.econbiz.de/10009459196

The Role of Information Technology in the Airport Business: A Retail-Weighted Resource Management Approach for Capacity-Constrained Airports

Klann, Dirk - 2009

tested in different scenarios. For this purpose anadequate gate allocation algorithm has been developed and implemented in a …

Persistent link: https://www.econbiz.de/10009463199

The two-dimensional Kolmogorov-Smirnov test

Lopes, R H C; Reid, I; Hobson, P R - 2007

computes inO(n2); Cooke’s test that computes in O(n2).We prove that Cooke’s algorithm runs in O(n2), contrary to his claims …

Persistent link: https://www.econbiz.de/10009465493

Bandwidth Selection for Local Linear Quantile Regression with Applications to Financial Market Data

Attar, Hoda E. El- - 2008

distribution. We generalize the iterative Plug-in algorithm for local linear quantile regression with double kernel smoothing in … section (4.5). In section (4.6), we present an iterative-Plug-in algorithm for the local linear quantile regression. In … section (4.7), we discuss the consistency and the asymptotic normality of the plug-in algorithm. In chapter 5, we apply the …

Persistent link: https://www.econbiz.de/10009471892

Modelling South African currency crises as structural changes in the volatility of the rand

Duncan A.S.; Liu G.D. - 2009

This study tests the theory that currency crises are associated with sudden large changes in the structure of foreign … periods with a high degree of precision. We use the iterative cumulative sum of squares algorithm to detect multiple shifts in …

Persistent link: https://www.econbiz.de/10009480480

A variable initialization approach to the EM algorithm for better estimation of the parameters of hidden Markov Model based acoustic modeling of speech signals

Huda, Shamsul; Ghosh, Ranadhir; Yearwood, John - 2006

uses the Expectation-Maximization (EM) algorithm. The EM algorithm is sensitive to initial values of HMM parameters and is …

Persistent link: https://www.econbiz.de/10009484594

Artificial intelligence in financial services

Fernández Bedoya, Ana

Artículo de revista ; The use of artificial intelligence tools has escalated recently in all sectors of the economy owing, among other factors, to the growing volume of digital data and higher computational capacity. Major benefits may be reaped from applying these tools to the provision of...

Persistent link: https://www.econbiz.de/10012532407

Evaluating the efficiency of a N-input tax under different policy scenarios at different scales

Petsakos, Athanasios; Jayet, Pierre-Alain - 2010

Nitrate pollution from agriculture is an important environmental problem, caused bythe excessive use of inorganic fertilizers. The internalization of this externality, via a tax onmineral nitrogen, could lead to a second best solution, reducing nitrate emissions. Severalauthors suggest that a...

Persistent link: https://www.econbiz.de/10009442765