VaR as the CVaR sensitivity : applications in risk optimization [PDF]
VaR minimization is a complex problem playing a critical role in many actuarial and financial applications of mathematical programming. The usual methods of convex programming do not apply due to the lack of sub-additivity.
Balbás, Alejandro +2 more
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Upon the Haskell support for the web applications development
Some of the most challenging directions in recent theoretical and practical research concern both the web science and the web applications development.
Vasilescu Anca
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Statistical applications of optimization methods and mathematical programming [PDF]
Abstract Optimization techniques perform an important role in different domains of statistic. Examples of parameter estimation of different distributions, correlation analysis (parametric and nonparametric), regression analysis, optimal allocation of resources in partial research, exploration of response surfaces, design of experiments ...
Daniela-Ioana Manea +3 more
openaire +1 more source
A Comparison of Functional and Imperative Programming Techniques for Mathematical Software Development [PDF]
Functional programming has traditionally been considered elegant and powerful, but also somewhat impractical for ordinary computing. Proponents of functional programming claim that the evolution of functional languages makes their use feasible in many ...
Scott Frame, John W. Coffey
doaj
Performance Analysis of Optimization Methods in PSE Applications. Mathematical Programming Versus Grid-based Multi-parametric Genetic Algorithms [PDF]
Due to their large variety of applications in the PSE area, complex optimisation problems are of high interest for the scientific community. As a consequence, a great effort is made for developing efficient solution techniques. The choice of the relevant
Azzaro-Pantel, Catherine +5 more
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A Genetic Programming Approach to Reconfigure a Morphological Image Processing Architecture
Mathematical morphology supplies powerful tools for low-level image analysis. Many applications in computer vision require dedicated hardware for real-time execution.
Emerson Carlos Pedrino +2 more
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The concept of leader-follower (or Stackelberg) equilibrium plays a central role in a number of real-world applications bordering on mathematical optimization and game theory.
Nicola Basilico +3 more
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The use of Grossone in Mathematical Programming and Operations Research
The concepts of infinity and infinitesimal in mathematics date back to anciens Greek and have always attracted great attention. Very recently, a new methodology has been proposed by Sergeyev for performing calculations with infinite and infinitesimal ...
De Cosmis, Sonia, De Leone, Renato
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Subtropical Real Root Finding [PDF]
We describe a new incomplete but terminating method for real root finding for large multivariate polynomials. We take an abstract view of the polynomial as the set of exponent vectors associated with sign information on the coefficients.
Dantzig G. B. +10 more
core +4 more sources
Optimization of production planning in Czech agricultural co-operative via linear programming
The production planning is one of the key managerial decisions in agricultural business, which must be done periodically every year. Correct decision must cover the agriculture demands of planting the crops such as crop rotation restrictions or water ...
Jitka Janová, Pavla Ambrožová
doaj +1 more source

