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Wendel, Stephen; Dibble, Catherine - In: Journal of Artificial Societies and Social Simulation 10 (2007) 2, pp. 9-9

We introduce a new method for processing agents in agent-based models that significantly improves the efficiency of certain models. Dynamic Agent Compression allows agents to shift in and out of a compressed state based on their changing levels of heterogeneity. Sets of homogeneous agents are...

Persistent link: https://www.econbiz.de/10005518660

Some Statistical Investigations on the Nature and Dynamics of Electricity Prices

Bottazzi, Giulio; Sapio, Sandro; Secchi, Angelo - Laboratory of Economics and Management (LEM), Scuola … - 2004

fluctuations in electricity markets are additive in nature. We do this by exploiting a scaling relationship between price level and …

Persistent link: https://www.econbiz.de/10005518710

A needs-based methodology for classifying construction clients and selecting contractors

Chinyio, Ezekiel; Olomolaiye, Paul; Kometa, Simon; … - In: Construction Management and Economics 16 (1998) 1, pp. 91-98

optimally; relying on 'multidimensional scaling' and 'cluster analysis' techniques. The investigations suggest that clients …

Persistent link: https://www.econbiz.de/10005482418

Non-parametric estimation of a multiscale CHARN model using SVR

Safari, Amir; Seese, Detlef - In: Quantitative Finance 9 (2009) 1, pp. 105-121

The present paper studies the non-parametric estimation of volatility in financial time series. Support Vector Regression (SVR) is applied and compared with alternative techniques for estimating a Conditional Heteroskedastic AutoRegressive Nonlinear (CHARN) model. A multiscale decomposition...

Persistent link: https://www.econbiz.de/10005495795

Scaling a conditional proximity matrix to symmetry

Levin, Joseph; Brown, Morton - In: Psychometrika 44 (1979) 2, pp. 239-243

Persistent link: https://www.econbiz.de/10005381839

An entropy approach to the scaling of ordinal categorical data

Jefferson, T.; May, J.; Ravi, N. - In: Psychometrika 54 (1989) 2, pp. 203-215

Persistent link: https://www.econbiz.de/10005381863

Scaling transformation and probability distributions for financial time series

BRACHET, Marc-Etienne; TAFLIN, Erik; TCHEOU, Jean Marcel - EconWPA - 1999

sequence of random variables, i.e a stochastic process. Sharp scaling exponents or unifractal behavior of such processes has … been reported in several works. In this letter we investigate the question of scaling transformation of price processes by … physics. Using two sets of financial chronological time series, we show that the scaling transformation is a non-linear group …

Persistent link: https://www.econbiz.de/10005408269

Statistical analysis of fixed income market

Bernaschi, Massimo; Grilli, Luca; Vergni, Davide - Dipartimento di Scienze Economiche, Matematiche e … - 2002

We present cross and time series analysis of price fluctuations in the U.S. Treasury fixed income market. Bonds have been classified according to a suitable metric based on the correlation among them. The classification shows how the correlation among fixed income securities depends strongly on...

Persistent link: https://www.econbiz.de/10005465200

Basic Procedures of Statistical Quality Control in Education

Milnikova, Irina - In: IBSU Scientific Journal 5 (2011) 2, pp. 83-92

two stages: 1. elaboration of unitary scaling systems for student’s grades and 2. clear definition of quality standards …

Persistent link: https://www.econbiz.de/10011141041

A Monte Carlo Evaluation of Maximum Likelihood Multidimensional Scaling Methods

Bijmolt, T.H.A.; Wedel, M. - Tilburg University, School of Economics and Management - 1996

We compare three alternative Maximum Likelihood Multidimensional Scaling methods for pairwise dissimilarity ratings …

Persistent link: https://www.econbiz.de/10011086951