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Un nuovo algoritmo di inversione della distribuzione normale standardizzata e sue applicazioni finanziarie
Bruno, Maria Giuseppina; Grande, Antonio - Dipartimento di Metodi e modelli per l'economia, il …
Nelle applicazioni finanziarie del metodo Montecarlo e Quasi–Montecarlo, uno dei problemi più comuni è il campionamento da una data distribuzione cumulata. In questo documento, tra i diversi approcci, ci riferiamo al metodo della “Trasformata inversa” e proponiamo un nuovo algoritmo per...
Persistent link: https://www.econbiz.de/10010928885
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The pentagon of vulnerability and resilience: A methodological proposal in development economics by using graph theory
Bates, Samuel; Angeon, Valérie; Ainouche, Ahmed - In: Economic Modelling 42 (2014) C, pp. 445-453
of the pentagon. We propose an algorithm to select the key variables useful in building a composite index that conforms …
Persistent link: https://www.econbiz.de/10010931044
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An Optimal Preemptive Algorithm for the Single-Server Parallel-Machine Scheduling with Loading and Unloading Times
Jiang, Yiwei; Wang, Huijuan; Zhou, Ping - In: Asia-Pacific Journal of Operational Research (APJOR) 31 (2014) 05, pp. 1450039-1
(n log n) solution algorithm for the preemptive variant of the problem. …
Persistent link: https://www.econbiz.de/10010940521
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A range reduction method for generating discrete random variables
Shmerling, Efraim - In: Statistics & Probability Letters 83 (2013) 4, pp. 1094-1099
A new general method for generating discrete random variables is presented. The method is based on reducing the problem of generating a discrete random variable with an extremely large range to that of generating a random variable with a small range consisting of a few possible values...
Persistent link: https://www.econbiz.de/10011039777
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Optimal multi-level supersaturated designs through integer programming
Mandal, B.N.; Koukouvinos, C. - In: Statistics & Probability Letters 84 (2014) C, pp. 183-191
This article proposes a novel approach to construct optimal balanced multi-level supersaturated designs using linear integer programming. We illustrate the approach with an example. Using the proposed approach, we construct and catalogue optimal balanced multi-level supersaturated designs in the...
Persistent link: https://www.econbiz.de/10011040060
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On the convergence of row-modification algorithm for matrix projections
Hu, Xiaomi; Hansohm, Jürgen; Hoffmann, Linda; Zohner, … - In: Journal of Multivariate Analysis 105 (2012) 1, pp. 216-221
This paper proposes an algorithm for matrix minimum-distance projection, with respect to a metric induced from an inner … closed convex sets. This algorithm produces a sequence of matrices by modifying a matrix row by row, over and over again. It … is shown that the sequence is convergent, and it converges to the desired projection. The implementation of the algorithm …
Persistent link: https://www.econbiz.de/10011042059
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Development of an algorithm for correction of specific gravity of biodiesel
Fernandes, David M.; Santos, Douglas Q.; Vieira, Daniela F. - In: Renewable Energy 63 (2014) C, pp. 507-510
This communication reports the development of an algorithm for correction of specific gravity of biodiesels. The … specific gravity of cottonseed oil biodiesels (for example) was measured at different temperatures and the algorithm was … biodiesel. The obtained algorithm differs from that reported in EN 14214 and suggests that individual algorithms should be …
Persistent link: https://www.econbiz.de/10011044358
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The Epistemology of Simulation, Computation and Dynamics in Economics
Velupillai, K. Vela - Dipartimento di Economia e Management, Università … - 2012
Computation and Simulation have always played a role in economics – whether it be pure economic theory or any variant of applied, especially policy oriented, macro and micro economics or what has increasingly come to be called empirical economics. This is a tradition that can, without too much...
Persistent link: https://www.econbiz.de/10010584026
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On the joint distribution of success runs of several lengths in the sequence of MBT and its applications
Kamalja, Kirtee - In: Statistical Papers 55 (2014) 4, pp. 1179-1206
>n</mi> </msub> </math> </EquationSource> </InlineEquation> is obtained in terms of matrix polynomial and an algorithm is developed …
Persistent link: https://www.econbiz.de/10010998626
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On the query complexity of Black-Peg AB-mastermind
Ouali, Mourad El; Glazik, Christian; Sauerland, Volkmar; … - In: Games 9 (2018) 1, pp. 1-12
Mastermind is a two players zero sum game of imperfect information. Starting with Erdos and Rényi (1963), its combinatorics have been studied to date by several authors, e.g., Knuth (1977), Chvátal (1983), Goodrich (2009). The first player, called 'codemaker', chooses a secret code and the...
Persistent link: https://www.econbiz.de/10011852720