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Continuous-Time Mean-Variance Portfolio Selection Under Non-Markovian Regime-Switching Model with Random Horizon
This paper considers a continuous-time mean-variance portfolio selection with regime-switching and random horizon. Unlike previous works, the dynamic...
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Stochastic Gradient Descent with Noise of Machine Learning Type Part II: Continuous Time Analysis
The representation of functions by artificial neural networks depends on a large number of parameters in a non-linear fashion. Suitable parameters...
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Integrating supplier selection decisions into an inventory location problem for designing the supply chain network
This paper proposes a novel Inventory-Location problem that integrates supplier selection decisions to design a three-echelon supply chain network,...
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Bayesian Variable Selection with Genome-wide Association Studies
AbstractGenome Wide Association Studies (GWAS) are a type of experiment that aim to detect genetic variation that may be linked to a type of disease....
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Enhancing cut selection through reinforcement learning
With the rapid development of artificial intelligence in recent years, applying various learning techniques to solve mixed-integer linear programming...
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On consistency for time series model selection
We consider the model selection problem for a large class of time series models, including, multivariate count processes, causal processes with...
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Node selection through upper bounding local search methods in branch & bound solvers for NCOPs
Interval-based branch & bound solvers are commonly used for solving Nonlinear Continuous global Optimization Problems (NCOPs). In each iteration, the...
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Continuous-Time Markowitz’s Mean-Variance Model Under Different Borrowing and Saving Rates
We study Markowitz’s mean-variance portfolio selection problem in a continuous-time Black–Scholes market with different borrowing and saving rates....
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Selection-Mutation Models
In this chapter,we discuss the class of selection-mutation models. This class of models describe populations that are structured by, in addition to...
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Threshold Selection and Resource Allocation for Quantized Identification
This paper is concerned with the optimal threshold selection and resource allocation problems of quantized identification, whose aims are improving...
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Variable Selection for Generalized Linear Model with Highly Correlated Covariates
The penalized variable selection methods are often used to select the relevant covariates and estimate the unknown regression coefficients...
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Assortment by Group Founders Always Promotes the Evolution of Cooperation Under Global Selection But Can Oppose it Under Local Selection
We consider assortment of cooperators or defectors within groups by assuming that group founders express a preference for other group members that...
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Strong Measurable Continuous Modifications of Stochastic Flows
We consider stochastic flows of measurable map**s in a locally compact separable metric space ( M , ρ ) and propose a new construction that produces...
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Structural Spectral Methods for Solving Continuous Lyapunov Equations
AbstractFor linear multivariable continuous stationary stable control systems with a simple spectrum, presented in the form of a canonical diagonal...
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Lebedev–Skalskaya Transform Related Continuous Wavelet Transform
We define the wavelet and the continuous wavelet transform in the framework of the Lebedev–Skalskaya transform (LSCWT) and discuss some operational...
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Absolutely continuous and BV-curves in 1-Wasserstein spaces
We extend the result of Lisini (Calc Var Partial Differ Equ 28:85–120, 2007) on the superposition principle for absolutely continuous curves in p -Wass...
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Endogenous Threshold Selection with Two-Interval Restricted Tests
We continue to study the endogenous threshold selection game. Two firms have interchangeable products with qualities that are drawn i.i.d. from a...
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Continuous Twin-Screw Granulation Processing
Twin-screw granulation (TSG) is a pharmaceutical process that has gained increased interest for the development of oral dosage forms. The technology...
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Forecasting, interventions and selection: the benefits of a causal mortality model
Integrating epidemiological information into mortality models has the potential to improve forecasting accuracy and facilitate the assessment of...
