Showing 1 - 10 of 34
In this paper, I first prove an integral representation theorem: Every quasi-integral on a Stone lattice can be represented by a unique upper-continuous capacity. I then apply this representation theorem to study the topological structure of the space of all upper-continuous capacities on a...
Persistent link: https://www.econbiz.de/10005779425
This paper explains how the Gibbs sampler can be used to perform Bayesian inference on GARCH models. Although the Gibbs … available in regression models with GARCH errors. We show that the Gibbs sampler can be combined with a unidimensional …
Persistent link: https://www.econbiz.de/10005779429
Persistent link: https://www.econbiz.de/10005779438
Persistent link: https://www.econbiz.de/10005779464
In this paper we decribe a hybrid strategy for solving combinatorial optimisation problemms, obtained by coupling a local search method to an evolutionary algorithm, and we provide an application to the Manhattan newspaper problem. The local search method has been devised specifically for this...
Persistent link: https://www.econbiz.de/10005779467
Persistent link: https://www.econbiz.de/10005779469
Persistent link: https://www.econbiz.de/10005779500
Persistent link: https://www.econbiz.de/10005779504
Persistent link: https://www.econbiz.de/10005779559
A branch-and-cut mixed integer programming system, called bc-opt, is described, incorporating most of the valid inequalities that have been used or suggested for such systems, namely lifted 0-1 knpsack inequalities, 0-1 gub knapsack and integer knapsack inequalities, flow-cover and continuous...
Persistent link: https://www.econbiz.de/10005779563