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» Simulation Optimization: Methods and Applications
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108
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ENVSOFT
2006
76views more  ENVSOFT 2006»
15 years 3 months ago
Hedgers, speculators and forward markets: Evidence from currency markets
: Since Keynes (1930) and Hicks (1939) propounded their theory of normal backwardation, the issue of whether hedgers must pay speculators an insurance premium has remained controve...
K. F. Radalj
120
Voted
EOR
2007
70views more  EOR 2007»
15 years 3 months ago
Solving the maximum edge weight clique problem via unconstrained quadratic programming
The unconstrained quadratic binary program (UQP) is proving to be a successful modeling and solution framework for a variety of combinatorial optimization problems. Experience rep...
Bahram Alidaee, Fred Glover, Gary A. Kochenberger,...
121
Voted
ANOR
2005
72views more  ANOR 2005»
15 years 3 months ago
An Unconstrained Quadratic Binary Programming Approach to the Vertex Coloring Problem
: The vertex coloring problem has been the subject of extensive research for many years. Driven by application potential as well as computational challenge, a variety of methods ha...
Gary A. Kochenberger, Fred Glover, Bahram Alidaee,...
126
Voted
TEC
2008
98views more  TEC 2008»
15 years 3 months ago
Opposition-Based Differential Evolution
Evolutionary Algorithms (EAs) are well-known optimization approaches to cope with non-linear, complex problems. These population-based algorithms, however, suffer from a general we...
Shahryar Rahnamayan, Hamid R. Tizhoosh, Magdy M. A...
122
Voted
PE
2000
Springer
95views Optimization» more  PE 2000»
15 years 3 months ago
Compositional performance modelling with the TIPPtool
Stochastic process algebras have been proposed as compositional specification formalisms for performance models. In this paper, we describe a tool which aims at realising all bene...
Holger Hermanns, Ulrich Herzog, Ulrich Klehmet, Va...