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An Algorithm for Computing the Nucleolus of Disjunctive Additive Games with An Acyclic Permission Structure
van den Brink, René; Katsev, Ilya; van der Laan, Gerard - 2008
-called peer group games being non-negative additive games on a permission tree. We provide a polynomial time algorithm for …
Persistent link: https://www.econbiz.de/10010325798
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Cointegration analysis with state space models
Wagner, Martin - 2010
This paper presents and exemplifies results developed for cointegration analysis with state space models by Bauer and Wagner in a series of papers. Unit root processes, cointegration and polynomial cointegration are defined. Based upon these definitions the major part of the paper discusses how...
Persistent link: https://www.econbiz.de/10010294007
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Asymmetric time aggregation and its potential benefits for forecasting annual data
Kunst, Robert M.; Franses, Philip Hans - 2010
or quarters containing more information than others). We suggest an algorithm that performs an approximate inversion of …
Persistent link: https://www.econbiz.de/10010294045
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Optimisation algorithms for the charge dispatch of plug-in vehicles based on variable tariffs
Link, Jochen; Büttner, Markus; Dallinger, David; … - 2010
. Therefore a combinatorial optimisation algorithm is developed and an algorithm based on graph search is used and customised … correctness of the quick combinatorial algorithm are proved within this paper. For vehicle to grid (V2G) concepts, battery … been used to include degradation costs for different Li-Ion batteries into the graph search algorithm. An application of …
Persistent link: https://www.econbiz.de/10010300726
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Policy responses to a dark side of the integration of regions and nations
Stark, Oded - 2012
In this paper I study policy responses to an increase in post-merger distress. I consider the integration of regions and nations as a merger of populations which I view as a revision of social space, and I identify the effect of the merger on aggregate distress. The paper is based on the premise...
Persistent link: https://www.econbiz.de/10010323689
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A Class of Adaptive EM-based Importance Sampling Algorithms for Efficient and Robust Posterior and Predictive Simulation
Hoogerheide, Lennart; Opschoor, Anne; van Dijk, Herman K. - 2011
A class of adaptive sampling methods is introduced for efficient posterior and predictive simulation. The proposed methods are robust in the sense that they can handle target distributions that exhibit non-elliptical shapes such as multimodality and skewness. The basic method makes use of...
Persistent link: https://www.econbiz.de/10010325702
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Solving Discrete Systems of Nonlinear Equations
van der Laan, Gerard; Talman, Dolf; Yang, Zaifu - 2009
prove this we use a simplicial algorithm that terminates with a zero point within a finite number of iterations. The …
Persistent link: https://www.econbiz.de/10010325776
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Counting with Combined Splitting and Capture-Recapture Methods
Dupuis, Paul; Kaynar, Bahar; Ridder, Ad; Rubinstein, Reuven - 2011
We apply the splitting method to three well-known counting problems, namely 3-SAT, random graphs with prescribed degrees, and binary contingency tables. We present an enhanced version of the splitting method based on the capture-recapture technique, and show by experiments the superiority of...
Persistent link: https://www.econbiz.de/10010325899
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To Bridge, to Warp or to Wrap? A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihoods
Ardia, David; Hoogerheide, Lennart; van Dijk, Herman K. - 2009
importance sampling or the independence chain Metropolis-Hastings algorithm for posterior analysis. A comparative analysis is …
Persistent link: https://www.econbiz.de/10010325939
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Stochastic Dominance Efficiency Analysis of Diversified Portfolios: Classification, Comparison and Refinements
Lizyayev, Andrey - 2010
For more than three decades, empirical analysis of stochastic dominance was restricted to settings with mutually exclusive choice alternatives. In recent years, a number of methods for testing efficiency of diversified portfolios have emerged, which can be classified into three main categories:...
Persistent link: https://www.econbiz.de/10010325987