Narrow search
Showing 1 - 10 of 3,421
Cover Image
A tale of two debt crises: a stochastic optimal control analysis
Stein, Jerome L. - 2009
Banks should evaluate whether a borrower is likely to default. The author applies several techniques in the extensive mathematical literature of stochastic optimal control/dynamic programming to derive an optimal debt in an environment where there are risks on both the asset and liabilities...
Persistent link: https://www.econbiz.de/10010299187
Cover Image
A tale of two debt crises: a stochastic optimal control analysis
Stein, Jerome L. - In: Economics: The Open-Access, Open-Assessment E-Journal 4 (2010) 2010-3, pp. 1-24
Creditors, banks and bank regulators should evaluate whether a borrower is likely to default. I apply several techniques in the extensive mathematical literature of stochastic optimal control/dynamic programming to derive an optimal debt in an environment where there are risks on both the asset...
Persistent link: https://www.econbiz.de/10010299829
Cover Image
Approximation properties of the neuro-fuzzy minimum function
Gottschling, Andreas; Kreuter, Christof - 1999
function that allows fast optimization and function approximation with neuro-fuzzy networks. …
Persistent link: https://www.econbiz.de/10010301773
Cover Image
Modified Mutation in Asynchronous Differential Evolution
Vaishali; Sharma, Tarun K. - In: International Journal of Applied Evolutionary … 9 (2018) 1, pp. 52-63
optimization problems. The proposed algorithm uses the mean of two randomly chosen variables as a third variable to perform a …
Persistent link: https://www.econbiz.de/10012042728
Cover Image
Virtual Machine Placement Using Statistical Mechanism in Cloud Computing Environment
Kumar, Narander; Kumar, Surendra - In: International Journal of Applied Evolutionary … 9 (2018) 3, pp. 23-31
resources to maintain the load on the virtual machine. Further, they also make comparisons between various optimization …
Persistent link: https://www.econbiz.de/10012042738
Cover Image
An Ant Colony Optimization and Hybrid Metaheuristics Algorithm to Solve the Split Delivery Vehicle Routing Problem
Rajappa, Gautham Puttur; Wilck, Joseph H.; Bell, John E. - In: International Journal of Applied Industrial Engineering … 3 (2016) 1, pp. 55-73
allows the same customer to be served by more than one vehicle. Existing literature has applied Ant Colony Optimization (ACO …
Persistent link: https://www.econbiz.de/10012042857
Cover Image
Maximizing Clicks in Email Marketing Campaigns for a Retail Company
Wilck, Joseph H.; Mackintosh, Patrick; Brantley, Luke; … - In: International Journal of Applied Industrial Engineering … 4 (2017) 2, pp. 33-46
Retailers rely on strong marketing programs to make sales in a competitive environment. One of the biggest sectors of marketing is email loyalty programs. The industry uses Click Through Rate to measure the effectiveness of an email marketing campaign. Click Through Rate measures the ratio...
Persistent link: https://www.econbiz.de/10012042869
Cover Image
Missing Value Imputation Using ANN Optimized by Genetic Algorithm
Mishra, Anjana; Naik, Bighnaraj; Srichandan, Suresh Kumar - In: International Journal of Applied Industrial Engineering … 5 (2018) 2, pp. 41-57
Missing value arises in almost all serious statistical analyses and creates numerous problems in processing data in databases. In real world applications, information may be missing due to instrumental errors, optional fields and non-response to some questions in surveys, data entry errors, etc....
Persistent link: https://www.econbiz.de/10012042879
Cover Image
Optimization of Small Wind Turbines using Genetic Algorithms
Hamdan, Mohammad; Abderrazzaq, Mohammad Hassan - In: International Journal of Applied Metaheuristic … 7 (2016) 4, pp. 50-65
This paper presents a detailed optimization analysis of tower height and rotor diameter for a wide range of small wind … turbines using Genetic Algorithm (GA). In comparison with classical, calculus-based optimization techniques, the GA approach is … known by its reasonable flexibilities and capability to solve complex optimization problems. Here, the values of rotor …
Persistent link: https://www.econbiz.de/10012042938
Cover Image
Empirical Evaluation of Hill Climbing Algorithm
Khari, Manju; Kumar, Prabhat - In: International Journal of Applied Metaheuristic … 8 (2017) 4, pp. 27-40
verified on the basis of three parameters comprising of optimized test cases, time is taken during the optimization process …, and the percentage of optimization achieved. The results suggest that proposed Stochastic HCA is significantly average … percentage better than Steepest Ascent HCA in reducing the number of test cases in order to accomplish the optimization target. …
Persistent link: https://www.econbiz.de/10012042952