Displaying similar documents to “Financial applications of a tabu search variable selection model.”

Selection of variables in Discrete Discriminant Analysis

Anabela Marques, Ana Sousa Ferreira, Margarida G.M.S. Cardoso (2013)

Biometrical Letters

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In Discrete Discriminant Analysis one often has to deal with dimensionality problems. In fact, even a moderate number of explanatory variables leads to an enormous number of possible states (outcomes) when compared to the number of objects under study, as occurs particularly in the social sciences, humanities and health-related elds. As a consequence, classi cation or discriminant models may exhibit poor performance due to the large number of parameters to be estimated. In the present...

Goodness-of-fit test for the accelerated failure time model based on martingale residuals

Petr Novák (2013)

Kybernetika

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The Accelerated Failure Time model presents a way to easily describe survival regression data. It is assumed that each observed unit ages internally faster or slower, depending on the covariate values. To use the model properly, we want to check if observed data fit the model assumptions. In present work we introduce a goodness-of-fit testing procedure based on modern martingale theory. On simulated data we study empirical properties of the test for various situations.

Improved interval DEA models with common weight

Jiasen Sun, Yajun Miao, Jie Wu, Lianbiao Cui, Runyang Zhong (2014)

Kybernetika

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The traditional data envelopment analysis (DEA) model can evaluate the relative efficiencies of a set of decision making units (DMUs) with exact values. But it cannot handle imprecise data. Imprecise data, for example, can be expressed in the form of the interval data or mixtures of interval data and exact data. In order to solve this problem, this study proposes three new interval DEA models from different points of view. Two examples are presented to illustrate and validate these models. ...

Finding target units in FDH model by least-distance measure model

Ali Ebrahimnejad, Reza Shahverdi, Farzad Rezaee Balf, Maryam Hatefi (2013)

Kybernetika

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Recently, some authors used the Least-Distance Measure model in order to obtain the shortest distance between the evaluated Decision Making Unit (DMU) and the strongly efficient production frontier. But, their model is not applicable for situation in which the production possibility set satisfies free disposability property. In this paper, we propose a new approach to this end in FDH model which improves the application potential of the Least-Distance Measure and overcomes the mentioned...

Algorithm for turnpike policies in the dynamic lot size model

Stanisław Bylka (1996)

Applicationes Mathematicae

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This article considers optimization problems in a capacitated lot sizing model with limited backlogging. Nothing is assumed about the cost function in the case of finite restrictions of the size on the stock and backlogs. The holding and backlogging costs are functions assumed to be stationary or nearly stationary in time. In both cases, it is shown that there exists an optimal infinite inverse policy and a periodical turnpike policy. Some forward and backward procedures are adopted...