Displaying similar documents to “Modelling stock returns with AR-GARCH processes.”

CAPS in Z(2,n)

Kurz, Sascha (2009)

Serdica Journal of Computing

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We consider point sets in (Z^2,n) where no three points are on a line – also called caps or arcs. For the determination of caps with maximum cardinality and complete caps with minimum cardinality we provide integer linear programming formulations and identify some values for small n.

Knowledge discovery in data using formal concept analysis and random projections

Cherukuri Aswani Kumar (2011)

International Journal of Applied Mathematics and Computer Science

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In this paper our objective is to propose a random projections based formal concept analysis for knowledge discovery in data. We demonstrate the implementation of the proposed method on two real world healthcare datasets. Formal Concept Analysis (FCA) is a mathematical framework that offers a conceptual knowledge representation through hierarchical conceptual structures called concept lattices. However, during the design of a concept lattice, complexity plays a major role.

Solving the Task Assignment Problem with a Variable Neighborhood Search

Kratica, Jozef, Savić, Aleksandar, Filipović, Vladimir, Milanović, Marija (2010)

Serdica Journal of Computing

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In this paper a variable neighborhood search (VNS) approach for the task assignment problem (TAP) is considered. An appropriate neighborhood scheme along with a shaking operator and local search procedure are constructed specifically for this problem. The computational results are presented for the instances from the literature, and compared to optimal solutions obtained by the CPLEX solver and heuristic solutions generated by the genetic algorithm. It can be seen that the proposed...

Genetic Algorithm Approach for Solving the Task Assignment Problem

Savić, Aleksandar, Tošić, Dušan, Marić, Miroslav, Kratica, Jozef (2008)

Serdica Journal of Computing

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This research was partially supported by the Serbian Ministry of Science and Ecology under project 144007. The authors are grateful to Ivana Ljubić for help in testing and to Vladimir Filipović for useful suggestions and comments. In this paper a genetic algorithm (GA) for the task assignment problem (TAP) is considered.An integer representation with standard genetic operators is used. Computational results are presented for instances from the literature, and compared to...

Synthesis of finite state machines for CPLDs

Robert Czerwiński, Dariusz Kania (2009)

International Journal of Applied Mathematics and Computer Science

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The paper presents a new two-step approach to FSM synthesis for PAL-based CPLDs that strives to find an optimum fit of an FSM to the structure of the CPLD. The first step, the original state assignment method, includes techniques of twolevel minimization and aims at area minimization. The second step, PAL-oriented multi-level optimization, is a search for implicants that can be shared by several functions. It is based on the graph of outputs. Results of experiments prove that the presented...

Simple large sample estimators of scale and location parameters based on blocks of order statistics.

Peter Kubat (1982)

Trabajos de Estadística e Investigación Operativa

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In this paper quite efficient large sample estimation procedures are derived for jointly estimating the parameters of the location-scale family of distributions. These estimators are linear combinations of the means of suitably chosen blocks of order statistics. For specific distributions, such as the extreme-value, normal, and logistic, little is to be gained by using more than three blocks. For these distributions we can obtain joint relative asymptotic efficiencies of 97-98% using...