Many monetary and fiscal policy measures have aimed at mitigating the effects of the financial market meltdown that started in the U. S. subprime sector in 2008 and has subsequently spread world wide as a great recession. ...
Empirical evidence has suggested that, facing different trading strategies and complicated decision, the proportions of agents relying on particular strategies may stay at constant level or vary over time. This paper ...
Ormerod, J.; Padoan, S.; Fruhwirth, R.; Wand, Matt(International Society for Bayesian Analysis, 2011)
We develop strategies for mean eld variational Bayes approximate inference for Bayesian hierarchical models containing elaborate distributions. We loosely de ne elaborate distributions to be those having more complicated ...
A novel optimization technique known as the microparticle swarm optimizer (muPSO) is proposed for high-dimensional microwave image reconstruction. With the proposed muPSO, good optimization performance can be obtained ...
Sim K; Li Jinyan; Gopalkrishnan V; Liu Gm(John Wiley and Sons Inc, 2009)
Several real-world applications require mining of bicliques, as they represent correlated pairs of data clusters. However, the mining quality is adversely affected by missing and noisy data. Moreover, some applications ...
The curse of dimensionality hinders the effectiveness of density estimation in high dimensional spaces. Many techniques have been proposed in the past to discover embedded, locally linear manifolds of lower dimensionality, ...
When multiple followers are involved in a bilevel decision problem, the leader's decision will be affected, not only by the reactions of these followers, but also by the relationships among these followers. One of the ...
In this paper we describe a Monte Carlo simulation of imperfections in photonic crystals, a new class of materials with optical properties that offer promise in a range of potential applications in the areas of information ...
The Fibonacci identity belongs to a family of identities where each identity contains only one product on the right side. In this paper we give this family together with two other such families. We also state two ...
Despite the pervasiveness of the efficient markets paradigm in the academic finance literature, the use of various moving average (MA) trading rules remains popular with financial market practitioners. This paper proposes ...
This paper examines two distinct ways in which hard and soft operational research (OR) methodologies can be combined, in series and in parallel. Multimethodology in series is acknowledged as the simpler and more common ...
Chiarella, Carl; Szidarovsky, Ferenc(Universidad de la Frontera, 2009)
It is assumed that in an n-firm single-product oligopoly without product differentiation the firms face an uncertain price function, which is considered random by the firms. At each time period each firm simultaneously ...
We propose a Newton-GMRES?type algorithm to solve the discrete von Karman problem. We show that this algorithm is efficient both in memory andcomputation time and robust in the neighborhood of the singular points of the ...
A number n > 1 is harmonic if sigma(n) vertical bar n tau(n), where tau(n) and sigma(n) are the number of positive divisors of n and their sum, respectively. It is known that there are no odd harmonic numbers up to 10(16). ...
There are many Fibonacci identities to be found in short informal articles in the early editions of The Fibonacci Quarterly. See, for example, (1) and (2). The aim of the authoprs was to gather Fibonacci identities from ...