This paper analyzes the dynamics of an explicit random process of prices and price expectations of finitely many assets in an economy with overlapping generations of heterogeneous consumers. They maximize expected utility ...
A simple and powerful micro-particle swarm optimizer (μPSO) is presented. For high dimensional optimization problems, the proposed μPSO needs only a small population to outperform the standard particle swarm optimizer (PSO) ...
Sim, K; Li, J; Gopalkrishnan, V; Liu, G(John Wiley and Sons Inc, 2009-01)
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 ...
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 ...
Structural health monitoring is a vital part in the management of bridges, particulary as the structures begin to age. Detecting structural faults through the use of sensors is an emerging field that has seen considerable ...
New efficient methods are developed for the optimal maximum-likelihood (ML) decoding of an arbitrary binary linear code based on data received from any discrete Gaussian channel. The decoding algorithm is based on monotonic ...
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 conjectures ...
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 ...
The focus of this paper is concentrated on multi-disciplinary and multi-objective optimization for thin walled beam systems considering safety, normal mode, static loading-bearing and weight, in which the uncertainties of ...
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 ...
We consider sums over the square lattice which depend only on radial distance, and provide formulas which enable sums of functions with Neumann series to be reexpressed as combinations of hypergeometric series. We illustrate ...
This paper presents a nonlinear in-plane elastic buckling analysis of circular shallow arches that are subjected both to a uniform temperature field and to a uniform radial load field. A virtual work method is used to ...