Showing 131 - 140 of 11,549
The nearest correlation matrix problem is to find a valid (positive semidefinite) correlation matrix, R(m,m), that is nearest to a given invalid (non-positive semidefinite) or pseudo-correlation matrix, Q(m,m); m larger than 2. In the literature on this problem, 'nearest' is invariably defined...
Persistent link: https://www.econbiz.de/10014070326
In simulation we often have to generate correlated random variables by giving a reference intercorrelation matrix, R or Q. The matrix R is positive definite and a valid correlation matrix. The matrix Q may appear to be a correlation matrix but it may be invalid (negative definite). With R(m,m)...
Persistent link: https://www.econbiz.de/10014070425
The objective of this short paper is to provide an algorithm that generates X(n,m) with a desired intercorrelation matrix, R(m,m). In computer-based simulations (such as Monte Carlo experiments) that evaluate performance of competing estimators of regression coefficients (or evaluate the...
Persistent link: https://www.econbiz.de/10014070495
Agile software development is having a profound impact on the software industry. However, the Agent-Based Social Simulation (ABSS) community has not kept the same pace with the growing interest in agile methods. A review of the evidence available on the relation between agile and ABSS was...
Persistent link: https://www.econbiz.de/10014031732
The decision of lifting social restrictions is one of the most critical that public health authorities face to, during a pandemic like the COVID-19 one. This work focuses on the risk associated to such decision. We have called 'final epidemic phase' the period from the re-opening decision to...
Persistent link: https://www.econbiz.de/10014032202
The paper presents the results of some simulations of the effect of the invasion of non-cooperating subjects into a community adopting a cooperative convention. The convention is described by an indefinitely repeated prisoner-dilemma game. We check the effects on the robustness of the...
Persistent link: https://www.econbiz.de/10014120683
The study is focused on the geomorphological analysis of the Guatemala Trench, East Pacific Ocean. Research goal is to find geometric variations in western and eastern flanks of the trench and correlation of the submarine geomorphology with geologic settings and seismicity through numerical and...
Persistent link: https://www.econbiz.de/10014101168
The study area is focused on the Philippine Trench, a hadal trench located in the axe of the collision of the Philippine Sea Plate and Sunda Plate, west Pacific Ocean. The research is aimed at the analysis of the trench geomorphology by a correlation between changes in slope steepness and...
Persistent link: https://www.econbiz.de/10014102620
An agent-based model is a virtual world comprising distributed heterogeneous agents who interact over time. In a spatial agent-based model the agents are situated in a spatial environment and are typically assumed to be able to move in various ways across this environment. Some kinds of social...
Persistent link: https://www.econbiz.de/10014024374
This paper discusses issues related to GPU for economic problems. It highlights new methodologies and resources that are available for solving and estimating economic models and emphasizes situations when they are useful and others where they are impractical. Two examples illustrate the...
Persistent link: https://www.econbiz.de/10014025712