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» Some Notes on Models and Modelling
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KES
2009
Springer
15 years 4 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 3 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
14 years 11 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»
14 years 10 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»
14 years 10 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