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CG
2006
Springer
15 years 6 months ago
From spline to Class-A curves through multi-scale analysis filtering
This paper reports the work on a novel wavelet-based multi-scale filtering application used to generate very smooth subset of profiles known as Class-A curves. The multi-scale rep...
Giancarlo Amati, Alfredo Liverani, Gianni Caligian...
CORR
2006
Springer
70views Education» more  CORR 2006»
15 years 6 months ago
Scalable Algorithms for Aggregating Disparate Forecasts of Probability
- In this paper, computational aspects of the panel aggregation problem are addressed. Motivated primarily by applications of risk assessment, an algorithm is developed for aggrega...
Joel B. Predd, Sanjeev R. Kulkarni, Daniel N. Oshe...
ENVSOFT
2006
76views more  ENVSOFT 2006»
15 years 6 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
EOR
2006
91views more  EOR 2006»
15 years 6 months ago
Solving Irregular Strip Packing problems by hybridising simulated annealing and linear programming
In this paper a hybrid algorithm to solve Irregular Strip Packing problems is presented. The metaheuristic simulated annealing is used to guide the search over the solution space ...
A. Miguel Gomes, José F. Oliveira
EOR
2006
134views more  EOR 2006»
15 years 6 months ago
A smoothing heuristic for a bilevel pricing problem
In this paper, we provide a heuristic procedure, that performs well from a global optimality point of view, for an important and difficult class of bilevel programs. The algorithm...
Jean-Pierre Dussault, Patrice Marcotte, Séb...