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Pricing Portfolio Credit Derivatives by Means of Evolutionary Algorithms
Hager, Svenja (contributor) - 2008
Svenja Hager aims at pricing non-standard illiquid portfolio credit derivatives which are related to standard CDO tranches with the same underlying portfolio of obligors. Instead of assuming a homogeneous dependence structure between the default times of different obligors, as it is assumed in...
Persistent link: https://www.econbiz.de/10013521042
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Dynamic Fleet Management for International Truck Transportation : Focusing on Occasional Transportation Tasks
Schorpp, Steffen - 2011
Persistent link: https://www.econbiz.de/10013518424
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Dynamic Fleet Management for International Truck Transportation : Focusing on Occasional Transportation Tasks
Schorpp, Steffen - 2011
Recent developments in IC technologies have facilitated the practical application of dynamic vehicle routing systems. While most of the available dynamic approaches deal with urban area environments, the focus of this thesis is set to wide area dynamic freight transportation covering the entire...
Persistent link: https://www.econbiz.de/10014015313
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Agent-Based Modeling : The Santa Fe Institute Artificial Stock Market Model Revisited
Ehrentreich, Norman (contributor) - 2008
This book reconciles the existence of technical trading with the Efficient Market Hypothesis. By analyzing a well-known agent-based model, the Santa Fe Institute Artificial Stock Market (SFI-ASM), it finds that when selective forces are weak, financial evolution cannot guarantee that only the...
Persistent link: https://www.econbiz.de/10013520765
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Cooperative and Noncooperative Multi-Level Programming
Nishizaki, Ichirō (contributor);  … - 2009
Persistent link: https://www.econbiz.de/10013521190
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Artificial Economics : The Generative Method in Economics
Hernández, Cesáreo - 2009
Persistent link: https://www.econbiz.de/10013522772
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Multiple Criteria Decision Making for Sustainable Energy and Transportation Systems : Proceedings of the 19th International Conference on Multiple Criteria Decision Making, Aucklan...
Ehrgott, Matthias (ed.); Naujoks, Boris (ed.);  … - 2010
In the twenty-first century the sustainability of energy and transportation systems is on the top of the political agenda in many countries around the world. Environmental impacts of human economic activity necessitate the consideration of conflicting goals in decision making processes to...
Persistent link: https://www.econbiz.de/10014015108
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The Resource Transfer Problem : A Framework for Integrated Scheduling and Routing Problems
Weiss, Illa - 2019
Introduction -- Elements of Scheduling and Routing Theory -- The Resource Transfer Problem -- Modeling Power of the …
Persistent link: https://www.econbiz.de/10012396065
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Anticipatory Optimization for Dynamic Decision Making
Meisel, Stephan - 2011
Persistent link: https://www.econbiz.de/10013518432
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Tourenplanung im Straßengüterverkehr
Ohrt, Claudius (contributor) - 2008
Einführung -- Grundlagen der Tourenplanung -- Merkmale der Tourenplanung im Straßengüterverkehr -- Methoden und Modelle … zur Tourenplanung -- Modellierung von Tourenplanungsproblemen im Straßengüterverkehr -- Entwurf eines denEntwurfeines … Verfahrens zur Tourenplanung -- Anwendungsbeispiele aus dem Straßengüterverkehr -- Schlussbetrachtung und Ausblick. …
Persistent link: https://www.econbiz.de/10014014602