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The two-dimensional Kolmogorov-Smirnov test
Lopes, R H C; Reid, I; Hobson, P R - 2007
computes inO(n2); Cooke’s test that computes in O(n2).We prove that Cooke’s algorithm runs in O(n2), contrary to his claims …
Persistent link: https://www.econbiz.de/10009465493
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Bandwidth Selection for Local Linear Quantile Regression with Applications to Financial Market Data
Attar, Hoda E. El- - 2008
distribution. We generalize the iterative Plug-in algorithm for local linear quantile regression with double kernel smoothing in … section (4.5). In section (4.6), we present an iterative-Plug-in algorithm for the local linear quantile regression. In … section (4.7), we discuss the consistency and the asymptotic normality of the plug-in algorithm. In chapter 5, we apply the …
Persistent link: https://www.econbiz.de/10009471892
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System-dynamics-based modeling of business simulation algorithms
Gold, Steven - 2005
economic theory of the firm and the expansive body of prior research on the design of business simulations. The focus is on the …
Persistent link: https://www.econbiz.de/10009459196
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The Role of Information Technology in the Airport Business: A Retail-Weighted Resource Management Approach for Capacity-Constrained Airports
Klann, Dirk - 2009
tested in different scenarios. For this purpose anadequate gate allocation algorithm has been developed and implemented in a …
Persistent link: https://www.econbiz.de/10009463199
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Modelling South African currency crises as structural changes in the volatility of the rand
Duncan A.S.; Liu G.D. - 2009
This study tests the theory that currency crises are associated with sudden large changes in the structure of foreign … periods with a high degree of precision. We use the iterative cumulative sum of squares algorithm to detect multiple shifts in …
Persistent link: https://www.econbiz.de/10009480480
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A variable initialization approach to the EM algorithm for better estimation of the parameters of hidden Markov Model based acoustic modeling of speech signals
Huda, Shamsul; Ghosh, Ranadhir; Yearwood, John - 2006
uses the Expectation-Maximization (EM) algorithm. The EM algorithm is sensitive to initial values of HMM parameters and is …
Persistent link: https://www.econbiz.de/10009484594
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Artificial intelligence in financial services
Fernández Bedoya, Ana
Artículo de revista ; The use of artificial intelligence tools has escalated recently in all sectors of the economy owing, among other factors, to the growing volume of digital data and higher computational capacity. Major benefits may be reaped from applying these tools to the provision of...
Persistent link: https://www.econbiz.de/10012532407
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Evaluating the efficiency of a N-input tax under different policy scenarios at different scales
Petsakos, Athanasios; Jayet, Pierre-Alain - 2010
Nitrate pollution from agriculture is an important environmental problem, caused bythe excessive use of inorganic fertilizers. The internalization of this externality, via a tax onmineral nitrogen, could lead to a second best solution, reducing nitrate emissions. Severalauthors suggest that a...
Persistent link: https://www.econbiz.de/10009442765
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Crop insurance market development in a transition economy: The case of Kazakhstan
Heidelbach, Olaf; Bokusheva, Raushan - 2009
We analyze the current state and future requirements of an agricultural income stabilization mechanism in a transition country – namely, the crop insurance system in Kazakhstan. Three objectives will be pursued: First, factors influencing the development of the crop insurance market will be...
Persistent link: https://www.econbiz.de/10009444834
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Spatially explicit farming system modelling for an efficient agri-environmental policy design
Havlik, Petr; Bamiere, Laure; Jacquet, Florence; Millet, Guy - 2008
A mathematical programming model is developed and associated to a spatial pattern index (Ripley L function) to analyse the optimal reserve design and implementation for the Little Bustard conservation in Plaine de Niort. The model structure corresponds to three spatial levels, fields, farm and...
Persistent link: https://www.econbiz.de/10009445725