Random Forests were introduced by Breiman for feature (variable) selection and improved predictions for decision tree models. The resulting model is often superior to AdaBoost and ...
Long Han, Mark J. Embrechts, Boleslaw K. Szymanski...
Bio-terror events are accompanied by severe uncertainty: great disparity between the best available data and models, and the actual course of events. We model this uncertainty with...
This paper analyzes the performance of a genetic algorithm that utilizes tournament selection, one-point crossover, and a reordering operator. A model is proposed to describe the c...
We consider the effect of common random numbers (CRNs) among simulated systems in two different multinomial selection procedures; the classical procedure BEM (Bechhofer, Elmaghr...
This paper formulates and studies a general continuous-time behavioral portfolio selection model under Kahneman and Tversky's (cumulative) prospect theory, featuring S-shaped...