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This is a proceedings volume of a workshop on "Computationally intensive methods in Simulation and Optimization". The … purpose of the meeting was to review and evaluate newly developed methods for combining simulation andoptimization. These … too complex for being modeled in an analytic way. A simulation model for such a system is the basis for an efficient use …
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A new algorithm for calibrating agent-based models is proposed, which employs a popular gradient boosting framework. Machine learning techniques are not used to develop a surrogate model, but rather assist in narrowing down the parameter space during the search for optimal parameters. Our...
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successfully adopted to credibility theory in the actuarial literature. The objective of this work is to develop robust and …
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