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Using automated algorithm configuration to improve the optimization of decentralized energy systems modeled as large-scale, two-stage stochastic programs

Kotthoff, Lars; Hoos, Holger H.; Fichtner, Wolf; … - 2017

, using a stateof-the-art automated algorithm configuration method. We apply this procedure to a well-known example of a …

Persistent link: https://www.econbiz.de/10011841897

SV mixture : classification using EM algorithm

Hachicha, Ahmed; Hachicha, Fatma; Masmoudi, Afif - 2013

with MCMC algorithm” cited, Rev Quant Finan Acc (2012) 38:479-493 DOI 10.1007/s11156-011-0236-1 where we propose initially … estimate the parameter of a mixture stochastic volatility model, we first use the Expectation-Maximisation (EM) algorithm. The …

Persistent link: https://www.econbiz.de/10009755511

Analysis of stochastic technical trading algorithms

Höchstötter, Markus; Safarian, Mher M.; Krumetsadik, Anna - 2016

Brodsky-Darkovsky algorithm as trading strategies involving only mutually exclusive long positions in cash and the DAX at …

Persistent link: https://www.econbiz.de/10011483715

A parallelizable algorithmic framework for solving large scale multi-stage stochastic mixed 0-1 problems under uncertainty

Escudero, Laureano F.; Garín, María Araceli; Merino, … - 2011

Persistent link: https://www.econbiz.de/10008934723

A Mixture of Gaussians Approach to Mathematical Portfolio Oversight : The EF3M Algorithm

Lopez de Prado, Marcos - 2013

An analogue can be made between: (a) the slow pace at which species adapt to an environment, which often results in the emergence of a new distinct species out of a once homogeneous genetic pool, and (b) the slow changes that take place over time within a fund, mutating its investment style. A...

Persistent link: https://www.econbiz.de/10013092381