Showing 91 - 100 of 1,545
We study graphs with spectral radius at most $\frac{3}{2}\sqrt{2}$ and refine results by Woo and Neumaier [On graphs whose spectral radius is bounded by $\frac{3}{2}\sqrt{2}$, Graphs Combinatorics 23 (2007), 713-726]. We study the limit points of the spectral radii of certain families of graphs,...
Persistent link: https://www.econbiz.de/10012723278
Design Of Experiments (DOE) is needed for experiments with real-life systems, and with either deterministic or random simulation models. This contribution discusses the different types of DOE for these three domains, but focusses on random simulation. DOE may have two goals: sensitivity analysis...
Persistent link: https://www.econbiz.de/10012723285
Optimization of simulated systems is tackled by many methods, but most methods assume known environments. This article, however, develops a 'robust' methodology for uncertain environments. This methodology uses Taguchi's view of the uncertain world, but replaces his statistical techniques by...
Persistent link: https://www.econbiz.de/10012723330
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When building a Kriging model, the general intuition is that using more data will always result in a better model. However, we show that when we have a large non-uniform dataset, using a uniform subset can have several advantages. Reducing the time necessary to fit the model, avoiding numerical...
Persistent link: https://www.econbiz.de/10012725146
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The stochastic simulation model suggested by Bolder (2003) for the analysis of the federal government's debt-management strategy provides a wide variety of useful information. It does not, however, assist in determining an optimal debt-management strategy for the government in its current form....
Persistent link: https://www.econbiz.de/10012725872
This paper continues the work started by Bolder and Streacute;liski (1999) and considers two alternative classes of models for extracting zero-coupon and forward rates from a set of observed Government of Canada bond and treasury-bill prices. The first class of term-structure estimation methods...
Persistent link: https://www.econbiz.de/10012725873
Zero-coupon interest rates are the fundamental building block of fixed-income mathematics, and as such have an extensive number of applications in both finance and economics. The risk-free government zero-coupon term structure is, however, not directly observable and needs to be generated from...
Persistent link: https://www.econbiz.de/10012725874