Search Results - Mathematical Methods and Programming: General
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Irregular packing problems: A review of mathematical models
ISSN: 0377-2217, 1872-6860Published: Elsevier B.V 01.05.2020Published in European journal of operational research (01.05.2020)“…•We review and categorize mathematical models for nesting problems.•Linear, non-linear, integer, and constraint programming models are described…”
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Review and Implementation of Credit Risk Models of the Financial Sector Assessment Program (FSAP)
ISBN: 9781451863949, 9781451909159, 1451909152, 9781452765280, 1451863942, 1452765286Published: Washington International Monetary Fund 01.05.2006“…The paper presents the basic Credit Risk+ model, and proposes some modifications. This model could be useful in the stress-testing financial sector assessments…”
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Fifty years of multiple criteria decision analysis: From classical methods to robust ordinal regression
ISSN: 0377-2217Published: Elsevier B.V 01.06.2025Published in European journal of operational research (01.06.2025)“…) in the decision-making process through mathematical models and computational procedures. In this perspective, MCDA employs structured and traceable protocols to identify potential actions and the criteria for evaluating…”
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4
A random forest guided tour
ISSN: 1133-0686, 1863-8260Published: Berlin/Heidelberg Springer Berlin Heidelberg 01.06.2016Published in Test (Madrid, Spain) (01.06.2016)“…The random forest algorithm, proposed by L. Breiman in 2001, has been extremely successful as a general-purpose classification and regression method…”
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5
Remaining useful life prediction for two-phase degradation model based on reparameterized inverse Gaussian process
ISSN: 0377-2217Published: Elsevier B.V 16.12.2024Published in European journal of operational research (16.12.2024)“…Two-phase degradation is a prevalent degradation mechanism observed in modern systems, typically characterized by a change in the degradation rate or trend of…”
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6
On time-inconsistent stochastic control in continuous time
ISSN: 0949-2984, 1432-1122Published: Berlin/Heidelberg Springer Berlin Heidelberg 01.04.2017Published in Finance and stochastics (01.04.2017)“… For a general controlled continuous-time Markov process and a fairly general objective functional, we derive an extension of the standard Hamilton–Jacobi…”
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Projected estimation for large-dimensional matrix factor models
ISSN: 0304-4076, 1872-6895Published: Amsterdam Elsevier B.V 01.07.2022Published in Journal of econometrics (01.07.2022)“…In this study, we propose a projection estimation method for large-dimensional matrix factor models with cross-sectionally spiked eigenvalues…”
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Invariant Causal Prediction for Sequential Data
ISSN: 0162-1459, 1537-274X, 1537-274XPublished: Alexandria Taylor & Francis 03.07.2019Published in Journal of the American Statistical Association (03.07.2019)“…We investigate the problem of inferring the causal predictors of a response Y from a set of d explanatory variables (X 1 , ..., X d ). Classical ordinary…”
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A statistical interpretation of spectral embedding: The generalised random dot product graph
ISSN: 1369-7412, 1467-9868Published: Oxford Oxford University Press 01.09.2022Published in Journal of the Royal Statistical Society. Series B, Statistical methodology (01.09.2022)“…Spectral embedding is a procedure which can be used to obtain vector representations of the nodes of a graph. This paper proposes a generalisation of the…”
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10
Statistical Inference for High-Dimensional Matrix-Variate Factor Models
ISSN: 0162-1459, 1537-274X, 1537-274XPublished: Alexandria Taylor & Francis 03.04.2023Published in Journal of the American Statistical Association (03.04.2023)“…) is comparable to or greater than the number of observations (T). We propose an estimation method called α…”
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11
Single-item dynamic lot-sizing problems: An updated survey
ISSN: 0377-2217, 1872-6860Published: Elsevier B.V 16.12.2017Published in European journal of operational research (16.12.2017)“…•Almost 300 papers on the single item lot sizing problem are surveyed.•A structured classification is presented for solution approaches and different…”
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12
Comparing implementations of global and local indicators of spatial association
ISSN: 1133-0686, 1863-8260Published: Berlin/Heidelberg Springer Berlin Heidelberg 01.09.2018Published in Test (Madrid, Spain) (01.09.2018)“… Methods of statistical inference may also be provided, but these will, like the measures themselves, depend on the support of the observations, chosen assumptions, and the way in which spatial…”
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13
Factor models with local factors — Determining the number of relevant factors
ISSN: 0304-4076, 1872-6895Published: Amsterdam Elsevier B.V 01.07.2022Published in Journal of econometrics (01.07.2022)“…We extend the theory on factor models by incorporating “local” factors into the model. Local factors affect only an unknown subset of the observed variables…”
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14
Random Forests for Spatially Dependent Data
ISSN: 0162-1459, 1537-274X, 1537-274XPublished: Alexandria Taylor & Francis 02.01.2023Published in Journal of the American Statistical Association (02.01.2023)“…Spatial linear mixed-models, consisting of a linear covariate effect and a Gaussian process (GP) distributed spatial random effect, are widely used for…”
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15
One-way or two-way factor model for matrix sequences?
ISSN: 0304-4076, 1872-6895Published: Elsevier B.V 01.08.2023Published in Journal of econometrics (01.08.2023)“…This paper investigates the issue of determining the dimensions of row and column factor spaces in matrix-valued data. Exploiting the eigen-gap in the spectrum…”
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Covariate-Adjusted Tensor Classification in High Dimensions
ISSN: 0162-1459, 1537-274X, 1537-274XPublished: Alexandria Taylor & Francis 03.07.2019Published in Journal of the American Statistical Association (03.07.2019)“…In contemporary scientific research, it is often of great interest to predict a categorical response based on a high-dimensional tensor (i.e.,…”
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Distributed model predictive control approach for cooperative car-following with guaranteed local and string stability
ISSN: 0191-2615, 1879-2367Published: Oxford Elsevier Ltd 01.10.2019Published in Transportation research. Part B: methodological (01.10.2019)“…•A new serial distributed model predictive control (MPC) strategy for connected automated vehicles (CAVs).•A CAV car-following MPC strategy with guaranteed…”
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First-order methods for the convex hull membership problem
ISSN: 0377-2217Published: Elsevier B.V 01.04.2023Published in European journal of operational research (01.04.2023)“… with important applications in computational geometry and in foundations of linear programming. In this study, we review, compare and analyze first-order methods for CHMP…”
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19
The generalized minimum spanning tree problem: An overview of formulations, solution procedures and latest advances
ISSN: 0377-2217, 1872-6860Published: Elsevier B.V 16.05.2020Published in European journal of operational research (16.05.2020)“…•We focus on the generalized minimum spanning tree problem.•Some of the main known results relative to this problem are surveyed.•The paper is structured…”
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A characterization of the Logarithmic Least Squares Method
ISSN: 0377-2217, 1872-6860Published: Elsevier B.V 01.07.2019Published in European journal of operational research (01.07.2019)“…•We provide an axiomatic characterization of the Logarithmic Least Squares Method.•It is the only reasonable weight vector invariant to a transformation of triads…”
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