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» Some Notes on Models and Modelling
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KES
2009
Springer
15 years 9 months ago
Domain Modeling Based on Engineering Standards
In this paper we present a new methodology for the Domain modeling based on Engineering Standards. We discuss some benefits of standards as guidelines for a Knowledge Based Domain ...
Carlos Toro, Manuel Graña, Jorge Posada, Ja...
GECCO
2003
Springer
118views Optimization» more  GECCO 2003»
15 years 8 months ago
Distributed Probabilistic Model-Building Genetic Algorithm
In this paper, a new model of Probabilistic Model-Building Genetic Algorithms (PMBGAs), Distributed PMBGA (DPMBGA), is proposed. In the DPMBGA, the correlation among the design var...
Tomoyuki Hiroyasu, Mitsunori Miki, Masaki Sano, Hi...
WSC
2004
15 years 4 months ago
Exact Simulation of Option Greeks under Stochastic Volatility and Jump Diffusion Models
This paper derives Monte Carlo simulation estimators to compute option price derivatives, i.e., the `Greeks,' under Heston's stochastic volatility model and some variant...
Mark Broadie, Özgür Kaya
BMCBI
2010
110views more  BMCBI 2010»
15 years 3 months ago
A random effect multiplicative heteroscedastic model for bacterial growth
Background: Predictive microbiology develops mathematical models that can predict the growth rate of a microorganism population under a set of environmental conditions. Many prima...
Ricardo Cao, Mario Francisco-Fernández, Emi...
CSDA
2008
89views more  CSDA 2008»
15 years 3 months ago
Projection density estimation under a m-sample semiparametric model
An m-sample semiparametric model in which the ratio of m - 1 probability density functions with respect to the mth is of a known parametric form without reference to any parametri...
Jean-Baptiste Aubin, Samuela Leoni-Aubin