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Selection procedure of the approximation methods for deriving priorities: A case of inconsistent pairwise comparisons

Čančer, Vesna - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015408744

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Selection procedure of the approximation methods for deriving priorities : a case of inconsistent pairwise comparisons

Čančer, Vesna - 2024

Article

Iterative scheme generation method for contraction type mappings in banach spaces

Kondo, Atsumasa - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015446427

Solving the stochastic team orienteering problem : comparing simheuristics with the sample average approximation method

Panadero, Javier; Juan, Angel A.; Ghorbani, Elnaz; … - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014533499

An empirical approximation of the effects of trade sanctions with an application to Russia

Imbs, Jean; Pauwels, Laurent - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014526049

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An Empirical Approximation of the Effects of Trade Sanctions with an Application to Russia

Imbs, Jean; Pauwels, Laurent L. - 2023

Book / Working Paper

The effect of few historical data on the performance of sample average approximation method for operating room scheduling

Coban, Elvin; Kayış, Enis; Dexter, Franklin - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013415885

The fallacy in productivity decomposition

Bruhn, Simon; Grebel, Thomas; Nesta, Lionel - 2023 - Updated June 2023

This paper argues that the typical practice of performing growth decompositions based on log-transformed productivity values induces fallacious conclusions: using logs may lead to an inaccurate aggregate growth rate, an inaccurate description of the microsources of aggregate growth, or both. We...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014307294

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The fallacy in productivity decomposition

Bruhn, Simon; Grebel, Thomas; Nesta, Lionel - 2021

Book / Working Paper

An augmented Lagrangian-type stochastic approximation method for convex stochastic semidefinite programming defined by expectations

Zhang, Yule; Wu, Jia; Zhang, Liwei - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015358604

Tractable continuous approximations for constraint selection via cardinality minimization

Ahn, Miju; Gangammanavar, Harsha; Troxell, David - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015448101

Soft Computing for Problem Solving : Proceedings of 12th International Conference on Soft Computing for Problem Solving (SocProS 2023), IIT Roorkee, India, August 11-13, Vol. 3

2025

IoT Based Smartbin for Smart Campus -- Aspect of Artificial Intelligence in Dealing with Mental Health Disorders in Adolescents -- Mathematical Modeling and Analysis of Spread of Crime in a Society -- Approximate Solution of Kawahara KdV and modified Kawahara KdV Equation by using RDTM -- Dental...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015492419

A fitted l-multi-point flux approximation method for pricing options

Koffi, Rock Stephane; Tambue, Antoine - 2022

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013380800

Effective implementation of knowledge management systems (KMS) in government schemes/programs of selected sectors using soft computing

Chanda, Mriganka Mohan; Banerjee, Neelotpaul; … - 2022

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014307030

A simple four-moment approximation to the distribution of a positive definite quadratic form, with applications to testing

Hillier, Grant H.; O'Brien, Raymond J. - 2022 - This version: December 2021

The exact distribution of a quadratic form in n standard normal variables, Q; say, (or, equivalently, a linear combination of independent chi-squared variates) is, except in special cases, quite complicated. This has led to many proposals for approximating the distribution by a more tractable...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012800783

How active is active learning : value function method vs an approximation method

Amman, Hans M.; Tucci, Marco Paolo - 2018

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011921036

The fusion of artificial intelligence and soft computing techniques for cybersecurity

2024 - First edition

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015068750

Special issue on exact and approximation methods for mixed-integer multi-objective optimization

Henggeler Antunes, Carlos; Fonseca, Carlos M. da; … - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015126883

Special issue on exact and approximation methods for mixed-integer multi-objective optimization

2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015126942

AI-driven financial forecasting : the power of soft computing

Kumar, Nitendra; Agarwal, Priyanka; Gupta, Gauri; … - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014578616

Deep Asymptotic Expansion : Application to Financial Mathematics

Iguchi, Yuga; Naito, Riu; Takahashi, Akihiko; Yamada, … - 2021 - Revised in February 2022

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013339086

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Deep asymptotic expansion : application to financial mathematics

Iguchi, Yuga; Naito, Riu; Okano, Yusuke; Takahashi, Akihiko - 2021 - First version: 1 November, 2021

Edition: First version: 1 November, 2021

Book / Working Paper

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Demystifying the math of the Coronavirus

Kohlberg, Elon; Neyman, Abraham - 2021

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013364412

Computing Time-Consistent Equilibria : A Perturbation Approach

Dennis, Richard J. - 2021

Time-consistency is a key feature of many important policy problems, such as those relating to optimal fiscal policy and optimal monetary policy. It is also important for private-sector decision-making through mechanisms such as quasi-geometric discounting. These problems are generally solved...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013220658

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Computing Time-Consistent Equilibria : A Perturbation Approach

Dennis, Richard J. - 2020

Book / Working Paper

Computing time-consistent equilibria : a perturbation approach

Dennis, Richard J. - 2020

Book / Working Paper

Nearly optimal central limit theorem and bootstrap approximations in high dimensions

Chernozhukov, Victor; Četverikov, Denis N.; Koike, Yuta - 2021

In this paper, we derive new, nearly optimal bounds for the Gaussian approximation to scaled averages of n independent high-dimensional centered random vectors X1, . . . , Xn over the class of rectangles in the case when the covariance matrix of the scaled average is non-degenerate. In the case...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012482915

Convex optimization based on global lower second-order models

Doikov, Nikita; Nesterov, Jurij Evgenʹevič - 2020

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012286409

Welfare Consequences of Approximation Methods in a Nonlinear Model

Mineyama, Tomohide - 2020

In this paper, I examine the welfare consequences of conventional approximation methods in business cycle analysis: the log-linear approximation of model dynamics and the second-order approximation of social welfare. In a canonical New Keynesian model, the approximation around the deterministic...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012828152

FiPIt : a simple, fast global method for solving models with two endogenous states & occasionally binding constraints

Mendoza, Enrique G.; Villalvazo, Sergio - 2020

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012299265

CDS approximation accuracy improvement with cart and random forest algorithms based on a time span including the COVID-19 pandemic period

Mercadier, Mathieu - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013462187

Approximate Methods for Bayesian Computation

Craiu, Radu V.; Levi, Evgeny - 2023

Rich data generating mechanisms are ubiquitous in this age of information and require complex statistical models to draw meaningful inference. While Bayesian analysis has seen enormous development in the last 30 years, benefitting from the impetus given by the successful application of Markov...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014259418

Approximate variational estimation for a model of network formation

Mele, Angelo; Zhu, Lingjiong - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014293245

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Approximate Variational Estimation for a Model of Network Formation

Mele, Angelo - 2019

Book / Working Paper

A soft computing view for the scientific categorization of vegetable supply chain issues

Abbas, Rizwan; Amran, Gehad Abdullah; Hussain, Irshad; … - 2022

Over the most recent couple of years, the Internet of Things and other empowering innovations have been logically utilized for digitizing the vegetable supply chain (VSC). Background: The unpredictable examples and complexity inserted in enormous data dimensions present a test for an orderly...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013287767

Tractable approximations for the distributionally robust conditional vertex p-center problem : application to the location of high-speed railway emergency rescue stations

Wang, Weiqiao; Yang, Kai; Yang, Lixing; Gao, Ziyou - 2022

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013170160

A stochastic approximation method for simulation-based quantile optimization

Hu, Jiaqiao; Peng, Yijie; Zhang, Gongbo; Zhang, Qi - 2022

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014326308

Approximation Methods for Inhomogeneous Geometric Brownian Motion

Capriotti, Luca - 2018

We present an accurate and easy-to-compute approximation of the transition probabilities and the associated Arrow-Debreu (AD) prices for the Inhomogeneous Geometric Brownian Motion (IGBM) model for interest rates, default intensities or volatilities. Through this procedure, dubbed exponent...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012911419

A nonlinear certainty equivalent approximation method for dynamic stochastic problems

Cai, Yongyang; Judd, Kenneth L.; Steinbuks, Jevgenijs - 2017

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011804831

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A nonlinear certainty equivalent approximation method for dynamic stochastic problems

Cai, Yongyang; Judd, Kenneth L.; Steinbuks, Jevgenijs - 2017

Article

A Nonlinear Certainty Equivalent Approximation Method for Dynamic Stochastic Problems

Cai, Yongyang - 2018

Book / Working Paper

A Nonlinear Certainty Equivalent Approximation Method for Dynamic Stochastic Problems

Cai, Yongyang - 2015

Book / Working Paper

A Research of Approximation Methods with Non-Linear Parameters

Tolstykh, V. - 2018

A principal distinction of neural network based methods of approximation from conventional methods is a hidden inside algorithmic function, which is defined by the neural network topology and is enough sophisticated to make appropriate fitting process. There is a new construction named...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012922337

The DUAL approach in an infinite horizon model

Amman, Hans M.; Tucci, Marco Paolo - 2017

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011853036

Approximation methods for multiobjective optimization problems : a survey

Herzel, Arne; Ruzika, Stefan; Thielen, Clemens - 2021

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012796696

Soft Computing in Inventory Management

2021 - 1st ed. 2021.

Chapter 1. Retailer’s Optimal Ordering Policy under Supplier Credits when Demand is Fuzzy and Cloud Fuzzy -- Chapter 2. An Application of PSO to Study joint policies of an Inventory Model with Demand Sensitive to Trade credit and Selling price while Deterioration of item being controlled using...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012615750

Partial ex-post verifiability and unique implementation of social choice functions

Matsushima, Hitoshi - 2021

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012500098

A New Improvement Scheme on Approximation Methods for Probability Density Functions

Takahashi, Akihiko - 2016

This paper develops a new scheme for improving an approximation method of a probability density function, which is inspired by the idea in best approximation in an inner product space. Moreover, we applies “Dykstra's cyclic projections algorithm” for its implementation. Numerical examples...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013007719

Improved Approximation Methods for Tied Data in Continuous-Time Cox Regressions

Hurtado Rodriguez, Jose Eduardo - 2016

The Breslow (1974) and Efron (1977) approximations are two of the most widely-used methods for calculating the computationally-intensive partial likelihood function of continuous-time Cox (1972)-type proportional hazards regressions in the presence of tied data. This article develops analytical...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012992464

Valuation of American Options : Monte-Carlo Simulation and Mathematical Approximation Methods

Animante, David - 2016

The use of American style equity options as hedging instrument has gained currency in recent times. This phenomenon devolves from the ever-expanding need by individuals, corporations and governments to hedge away their financial risks and the clarion call for derivative securities that give the...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012993420

Heterogeneous Basket Options Pricing Using Analytical Approximations

Dionne, Georges - 2016

This paper proposes the use of analytical approximations to price an heterogeneous basket option combining commodity prices, foreign currencies and zero-coupon bonds. The performance of three moment matching approximations is examined: inverse gamma, Edgeworth expansion around the lognormal and...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013004475

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Heterogeneous Basket Options Pricing Using Analytical Approximations

Dionne, Georges - 2016

Book / Working Paper

Log-linear approximation versus an exact solution at the ZLB in the New Keynesian model

Eggertsson, Gauti B.; Singh, Sanjay R. - 2016

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011570946

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Log-linear Approximation versus an Exact Solution at the ZLB in the New Keynesian Model

Eggertsson, Gauti B. - 2016

Book / Working Paper

Log-Linear Approximation Versus an Exact Solution at the ZLB in the New Keynesian Model

Eggertsson, Gauti B. - 2016

Book / Working Paper

A New Approximation Method for the Shapley Value Applied to the WTC 9/11 Attack

Campen, Tjeerd - 2016

The Shapley value (Shapley (1953)) is one of the most prominent one-point solution concepts in cooperative game theory that divides revenues (or cost, power) that can be obtained by cooperation of players in the game. The Shapley value is mathematically characterized by properties that have...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012978680

A new approximation method for the Shapley value applied to the WTC 9/11 terrorist attack

Campen, Tjeerd van; Hamers, Herbert; Husslage, Hamers; … - 2016

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011574928

Ferdinando Galiani's Newtonian social mathematics

Patalano, Rosario - 2020

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012307607

Approximating the value function for optimal experimentation

Amman, Hans M.; Kendrick, David A.; Tucci, Marco Paolo - 2020

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012241293

A fitted multi-point flux approximation method for pricing two options

Koffi, Rock Stephane; Tambue, Antoine - 2020

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012223652

How active is active learning : value function method versus an approximation method

Amman, Hans M.; Tucci, Marco Paolo - 2020

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012390421

On the Applicability of Global Approximation Methods for Models with Jump Discontinuities in Policy Functions

Görtz, Christoph G. - 2014

We show that the standard Value Function Iteration (VFI) algorithm has difficulties approximating models with jump discontinuities in policy functions. We find that VFI fails to accurately identify the location and size of jump discontinuities while other methods - such as the Endogenous Grid...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013051605

An approximate consumption function

Padula, Mario - 2010

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10003966445

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An approximate consumption function

Padula, Mario - 2008

Book / Working Paper

An Approximate Consumption Function

Padula, Mario - 2014

Book / Working Paper