This paper addresses the influence of actuator noise on the steady state behavior of multirecombinant evolution strategies (ES) on general quadratic fitness functions. Actuator n...
This paper describes two experiments exploring the potential of the Kriging methodology for constrained simulation optimization. Both experiments study an (s, S) inventory system ...
William E. Biles, Jack P. C. Kleijnen, Wim C. M. V...
Reputation reporting systems have emerged as an important risk management mechanism in online trading communities. However, the predictive value of these systems can be compromise...
Predicting the "Value at Risk" of a portfolio of stocks is of great significance in quantitative finance. We introduce a new class models, "dynamical products of ex...
The PAKDD Competition 2007 involved the problem of predicting customers'propensity to take up a home loanwhenacollectionofdatafromcreditcardusersareprovided.Itisratherdifficu...