Country: Netherlands

Found 18376 papers in total
Data mining with genetic algorithms on binary trees
Data mining with genetic algorithms on binary trees
2003,
This paper focuses on the automatic interaction detection (AID)-technique, which...
Financial transmission rights in convex pool markets
Financial transmission rights in convex pool markets
2004,
This paper studies financial transmission rights in electricity pool markets with...
The optimal portfolio problem with coherent risk measure constraints
The optimal portfolio problem with coherent risk measure constraints
2003,
One of the basic problems of applied finance is the optimal selection of stocks, with...
The practice of Delta–Gamma Value at Risk: Implementing the quadratic portfolio model
The practice of Delta–Gamma Value at Risk: Implementing the quadratic portfolio model
2003,
This paper intends to critically evaluate state-of-the-art methodologies for...
Value at risk calculation through autoregressive conditional heteroskedastic factor methodology: Proposal and comparative analysis
Value at risk calculation through autoregressive conditional heteroskedastic factor methodology: Proposal and comparative analysis
2003,
In this paper we put forward a new method to estimate value at risk (VaR),...
Discount pricing decisions in distribution channels with price-sensitive demand
Discount pricing decisions in distribution channels with price-sensitive demand
2003,
In this paper, we evaluate the effectiveness of quantity discounts and volume...
Complexity and approximability results for slicing floorplan designs
Complexity and approximability results for slicing floorplan designs
2003,
The first stage in hierarchical approaches to floorplan design determines certain...
Multi-level redundancy optimization in series systems
Multi-level redundancy optimization in series systems
2004,
Single-level systems have been considered in redundancy allocation problems. It may be...
Estimating design effort for GE hydro projects
Estimating design effort for GE hydro projects
2004,
Effort estimation is an essential process in determining the final cost, as well as...
A decision support system for multiattribute utility evaluation based on imprecise assignments
A decision support system for multiattribute utility evaluation based on imprecise assignments
2003,
This paper describes a decision support system based on an additive or multiplicative...
A simulation and test of OptiMark's electronic matching algorithm and its simple variations for institutional block trading
A simulation and test of OptiMark's electronic matching algorithm and its simple variations for institutional block trading
2004,
OptiMark, an automated crossing system that matches institutional buyers and sellers...
A two-stage decision procedure for monitoring processes with low fraction nonconforming
A two-stage decision procedure for monitoring processes with low fraction nonconforming
2003,
Decision procedures for monitoring industrial processes can be based on application of...
A simulation optimization based control policy for failure prone one-machine, two-product manufacturing systems
A simulation optimization based control policy for failure prone one-machine, two-product manufacturing systems
2004,
This paper presents the optimal flow control for a one-machine, two-product...
A framework for the constitution of modelling processes: A proposition
A framework for the constitution of modelling processes: A proposition
2003,
Given that the quality of models significantly affects the outcome of their...
Minimization subproblems and heuristics for an applied clustering problem
Minimization subproblems and heuristics for an applied clustering problem
2003,
A practical problem that requires the classification of a set of points of ℝ n...
Multiple neutral data fitting
Multiple neutral data fitting
2003,
A method is proposed for estimating the relationship between a number of variables;...
Some optimization problems in multivariate statistics
Some optimization problems in multivariate statistics
2004,
Interesting and important multivariate statistical problems containing principal...
A piecewise linear programming approach to the two-group discriminant problem – an adaptation to Fisher's linear discriminant function model
A piecewise linear programming approach to the two-group discriminant problem – an adaptation to Fisher's linear discriminant function model
2003,
Most existing linear programming (LP) models have optimization objectives that are...
Combining data envelopment analysis and stochastic frontier models: An empirical Bayes approach
Combining data envelopment analysis and stochastic frontier models: An empirical Bayes approach
2003,
The paper proposes to combine stochastic frontier models with linear programming...
A multivariate statistical approach to reducing the number of variables in data envelopment analysis
A multivariate statistical approach to reducing the number of variables in data envelopment analysis
2003,
The usefulness of data envelopment analysis (DEA) depends on its ability to calculate...
Efficiency evaluation with strong ordinal input and output measures
Efficiency evaluation with strong ordinal input and output measures
2003,
Data envelopment analysis (DEA) evaluates the relative efficiency of decision making...
Data envelopment analysis models for identifying critical performance measures
Data envelopment analysis models for identifying critical performance measures
2003,
In performance evaluation, it is important to identify both the efficient frontier and...
Small response surface designs for metamodel estimations
Small response surface designs for metamodel estimations
2003,
The primary objective of this study is to provide the novice researchers in simulation...
A probabilistic solution-generator for simulation
A probabilistic solution-generator for simulation
2003,
In a discrete-event simulation study, we are usually faced with dealing with an...
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