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The convergence property of Iri-Imai's algorithm for some smooth convex programming problems

Zhang, Shuzhong - 1992

Persistent link: https://www.econbiz.de/10000841983

On the fastest Vickrey algorithm

Grigorieva, Elena; Herings, Peter Jean-Jacques; … - 2007

Persistent link: https://www.econbiz.de/10003647458

An algorithm for computing the nucleolus of disjunctive additive games with an acyclic permission structure

Brink, René van den; Katsev, Ilya; Laan, Gerard van der - 2008

Persistent link: https://www.econbiz.de/10003787144

Time-adaptive versus history-adaptive strategies for multicriterion routing in stochastic time-dependent networks

Pretolani, Daniel; Nielsen, Lars Relund; Andersen, Kim Allan - 2008

Persistent link: https://www.econbiz.de/10003778258

Metropolis-Hastings prefetching algorithms

Strid, Ingvar (contributor) - 2008 - Rev. December 2, 2009

Prefetching is a simple and general method for single-chain parallelisation of the Metropolis-Hastings algorithm based … random walk Metropolis-Hastings algorithm is obtained for a special case and it is shown to decrease in the number of …

Persistent link: https://www.econbiz.de/10003779724

A new bidirectional algorithm for shortest paths

Pijls, Wim (contributor); Post, Henk (contributor) - 2008

Persistent link: https://www.econbiz.de/10003780785

Efficient pricing algorithms for exotic derivatives

Lord, Roger - 2008

Persistent link: https://www.econbiz.de/10003775897

Update formulas for split-plot and block designs

Arnouts, Heidi; Goos, Peter - 2008

Persistent link: https://www.econbiz.de/10003834791

Regression methods for stochastic control problems and their convergence analysis

Belomestny, Denis; Kolodko, Anastasia; Schoenmakers, John - 2009

In this paper we develop several regression algorithms for solving general stochastic optimal control problems via Monte Carlo. This type of algorithms is particularly useful for problems with a highdimensional state space and complex dependence structure of the underlying Markov process with...

Persistent link: https://www.econbiz.de/10003835132

Clustering techniques applied to outlier detection of financial market series using a moving window filtering algorithm

Puigvert Gutiérrez, Josep Maria; Gregori, Josep Fortiana - 2008

In this study we combine clustering techniques with a moving window algorithm in order to filter financial market data … outliers. We apply the algorithm to a set of financial market data which consists of 25 series selected from a larger dataset … of a cluster that represents a different segment of the market. We set up a framework of possible algorithm parameter …

Persistent link: https://www.econbiz.de/10003794031