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WSC
2007
15 years 7 months ago
Efficient Monte Carlo methods for convex risk measures in portfolio credit risk models
We discuss efficient Monte Carlo (MC) methods for the estimation of convex risk measures within the portfolio credit risk model CreditMetrics. Our focus lies on the Utilitybased ...
Jörn Dunkel, Stefan Weber
ICONIP
2008
15 years 6 months ago
Neurocognitive Approach to Creativity in the Domain of Word-Invention
One of the simplest creative act is the invention of a new word that captures some characteristics of objects or processes, for example industrial or software products, activity of...
Maciej Pilichowski, Wlodzislaw Duch
CORR
2010
Springer
72views Education» more  CORR 2010»
15 years 5 months ago
Porting Decision Tree Algorithms to Multicore using FastFlow
The whole computer hardware industry embraced multicores. For these machines, the extreme optimisation of sequential algorithms is no longer sufficient to squeeze the real machine ...
Marco Aldinucci, Salvatore Ruggieri, Massimo Torqu...
ENDM
2010
100views more  ENDM 2010»
15 years 5 months ago
Large-scale multi-period precedence constrained knapsack problem: A mining application
We study an extension of the precedence constrained knapsack problem where the knapsack can be filled in multiple periods. This problem is known in the mining industry as the open...
Eduardo Moreno, Daniel G. Espinoza, Marcos Goycool...
CACM
2006
97views more  CACM 2006»
15 years 5 months ago
Software frameworks for advanced procurement auction markets
Traditional auctions such as the English and first-price sealed-bid auctions have been adopted as another tool for procurement negotiations. Throughout the past decade many new auc...
Martin Bichler, Jayant Kalagnanam