Showing 1 - 10 of 17
Casella and Robert (1996) presented a general Rao--Blackwellisation principle for accept-reject and Metropolis-Hastings schemes that leads to significant decreases in the variance of the resulting estimators, but at a high cost in computing and storage. Adopting a completely different...
Persistent link: https://www.econbiz.de/10010861432
This paper analyzes the special features of electricity spot prices derived from the physics of this commodity and from the economics of supply and demand in a market pool. Besides mean-reversion, a property they share with other commodities, power prices exhibit the unique feature of spikes in...
Persistent link: https://www.econbiz.de/10011166403
Islamic and conventional investment funds have the same purpose. However, unlike conventional funds, Islamic funds offer different investment contracts and have to invest in accordance with a set of selection rules. This dissertation focuses on developing theoretical and empirical analysis...
Persistent link: https://www.econbiz.de/10011212048
This Bayesian modeling book is intended for practitioners and applied statisticians looking for a self-contained entry to computational Bayesian statistics. Focusing on standard statistical models and backed up by discussed real datasets available from the book website, it provides an...
Persistent link: https://www.econbiz.de/10010861445
Based on evolutionist theories and project management knowledge, a connectionist model based on genetic algorithm is built to simulate innovation process in organizations. Transformation and selection produce micro dynamics to create macro behavior in the agents' population. Results clarify...
Persistent link: https://www.econbiz.de/10010905187
Persistent link: https://www.econbiz.de/10010960511
Analyse les conséquences de l'introduction des nouvelles technologies auprès des industries, des services et des produits : entrée de nouveaux concurrents, changement des positions concurrentielles, redéfinition du métier et transformation des actifs valorisés.
Persistent link: https://www.econbiz.de/10010960557
Si Dooley (2002, p. 829) considère que « la simulation a une popularité croissante en tant qu’approche méthodologique … ; Rouse et Boff, 2005 ; Brabazon et O’Neill, 2006). Par ce dossier, que la Revue française de gestion consacre à la simulation … simulation. Il s’agit en effet d’une méthode de recherche puissante et originale mais encore largement sous-exploitée. Le …
Persistent link: https://www.econbiz.de/10011072183
construire un modèle de simulation informatique à travers un automate cellulaire. Notre modèle est, dans un second temps …
Persistent link: https://www.econbiz.de/10011072472
aux conditions initiales, émergence, changement brutal d’équilibre et coévolution. Ensuite, la simulation, à partir de …
Persistent link: https://www.econbiz.de/10011072936