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121
Smart buildings, smart communities and demand response
Published 2021Table of Contents: “…Demand Response in Smart Zero Energy Buildings and Grids / Nikos Kampelis -- DR in Smart and Near-zero Energy Buildings: The Leaf Community / Nikos Kampelis, Konstantinos Gobakis, Vagias Vagias, Denia Kolokotsa, Laura Standardi, Daniela Isidori, Cristina Cristalli, Fabio Maria Montagnino, Filippo Paredes, Pietro Muratore, Luca Venezia, Marina Kyprianou Dracou, Alaric Montenon, Andri Pyrgou, Theoni Karlessi, Mattheos Santamouris -- Performance of Industrial and Residential Near-zero Energy Buildings / Nikos Kampelis, Konstantinos Gobakis, Vagias Vagias, Denia Kolokotsa, Laura Standardi, Daniela Isidori, Cristina Cristalli, Fabio Maria Montagnino, Filippo Paredes, Pietro Muratore, Luca Venezia, Marina Kyprianou Dracou, Alaric Montenon, Andri Pyrgou, Theoni Karlessi, Mattheos Santamouris -- HVAC Optimization Genetic Algorithm for Industrial Near-Zero Energy Building Demand Response / Nikos Kampelis, Nikolaos Sifakis, Denia Kolokotsa, Konstantinos Gobakis, Konstantinos Kalaitzakis, Daniela Isidori, Cristina Cristalli -- Smart Grid/Community Load Shifting GA Optimization Based on Day-ahead ANN Power Predictions / Nikos Kampelis, Elisavet Tsekeri, Denia Kolokotsa, Konstantinos Kalaitzakis, Daniela Isidori, Cristina Cristalli -- Conclusions and Recommendations.…”
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Discovering knowledge in data : an introduction to data mining
Published 2014Table of Contents: “…DISCOVERING KNOWLEDGE IN DATA -- Contents -- Preface -- 1 An Introduction to Data Mining -- 1.1 What is Data Mining? -- 1.2 Wanted: Data Miners -- 1.3 The Need for Human Direction of Data Mining -- 1.4 The Cross-Industry Standard Practice for Data Mining -- 1.4.1 Crisp-DM: The Six Phases -- 1.5 Fallacies of Data Mining -- 1.6 What Tasks Can Data Mining Accomplish? …”
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Applied Artificial Intelligence : Proceedings of the 7th International FLINS Conference.
Published 2006Table of Contents: “…Scheduling a flowshop problem with fuzzy processing times using ant colony optimization / S. Kilic and C. Kahraman. …”
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Artificial Neural Network Applications for Software Reliability Prediction.
Published 2017Full text (MFA users only)
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Artificial intelligent techniques for electric and hybrid electric vehicles
Published 2020Table of Contents: “…2.6 PID Controller -- 2.7 Fuzzy Control -- 2.8 Auto-Tuning Type Fuzzy PID Controller -- 2.9 Genetic Algorithm -- 2.10 Artificial Neural Network-Based Controller -- 2.11 BLDC Motor Speed Controller With ANN-Based PID Controller -- 2.11.1 PID Controller-Based on Neuro Action -- 2.11.2 ANN-Based on PID Controller -- 2.12 Analysis of Different Speed Controllers -- 2.13 Conclusion -- References -- Chapter 3 Optimization Techniques Used in Active Magnetic Bearing System for Electric Vehicles -- 3.1 Introduction -- 3.2 Basic Components of an Active Magnetic Bearing (AMB) -- 3.2.1 Electromagnet Actuator…”
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Numerical models for submerged breakwaters : coastal hydrodynamics and morphodynamics
Published 2016Table of Contents: “…3 Literature Review and BackgroundReferences; 4 Theories and Methodologies; 4.1 Introduction; 4.2 Traditional Models for Water Waves; 4.3 New Approaches; 4.3.1 Meshless Methods; 4.3.2 Artificial Intelligence Methods; MLP Networks; Back-Propagation Algorithm; Levenberg-Marquardt Algorithm; RBF Networks; References; 5 Mathematical Modeling and Algorithm Development; 5.1 Navier-Stokes Equations; 5.2 The Turbulent Model; 5.3 Initial and Boundary Conditions; 5.4 Shallow Waters; 5.5 The Extended Mild-Slope Equation; 5.6 Boussinesq Equations; 5.7 Smoothed Particles Hydrodynamics.…”
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Compressed sensing : theory and applications
Published 2012Full text (MFA users only)
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Rediscovering mathematics : you do the math
Published 2011Full text (MFA users only)
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Better living through economics
Published 2010Table of Contents: “…Introduction / John J Siegfried -- Overview: Highlights of the benefits of basic science in economics / Charles R Plott -- Comment / Daniel S Hamermesh -- Comment / Daniel Newlon -- 1: Evolution of emissions trading / Thomas H Tietenberg -- Comment / Wallace E Oates -- 2: Better living through improved price indexes / Michael J Boskin -- Comment / Jerry Hausman -- 3: Economics and the earned income tax credit / Robert A Moffitt -- Comment / V Joseph Hotz -- 4: Trade liberalization and growth in developing countries / Anne O Krueger -- Comment / Douglas A Irwin -- 5: Role of economics in the welfare-to-work reforms of the 1990s / Rebecca M Blank -- Comment / Nancy Folbre -- 6: Better living through monetary economics / John B Taylor -- Comment Laurence H Meyer -- 7: Greatest auction in history / R Preston McAfee, John McMillan, Simon Wilkie -- Comment / Jeremy Bulow -- 8: Air-transportation deregulation / Elizabeth E Bailey -- Comment / Nancy L Rose -- 9: Deferred-acceptance algorithms: history, theory, practice / Alvin E Roth -- Comment / Peter Cramton -- 9: Economics, economists, and antitrust: a tale of growing influence / Lawrence J White -- Comment / Kenneth G Elzinga -- 11: Economics and the all-volunteer military force / Beth J Asch, James C Miller III, John T Warner -- Comment / Walter Y Oi -- 12: Public policy and saving for retirement: the autosave features of the Pension Protection Act of 2006 / John Beshears [and others] -- Comment / Robert J Shiller -- Contributors -- Index.…”
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Credit securitizations and derivatives : challenges for the global markets
Published 2013Table of Contents: “…Market Credit Risk Pricing -- Regulation -- Developments in Structured Finance Markets -- Impairments of Asset-Backed Securities and Outstanding Ratings -- Issuance of Asset-backed Securities and Outstanding Volume -- Global CDO Issuance and Outstanding Volume -- PART II CREDIT PORTFOLIO RISK MEASUREMENT -- Mortgage Credit Risk -- Five C's of Credit and Mortgage Credit Risk -- Determinants of Mortgage Default, Loss Given Default and Exposure at Default -- Determinants of Mortgage Default -- Determinants of Mortgage LGD -- Determinants of Mortgage EAD -- Modeling Methods for Default, LGD and EAD -- Model Risk Management -- Credit Portfolio Correlations and Uncertainty -- Introduction -- Gaussian and Semi-Gaussian Single Risk Factor Model -- Individual and Simultaneous Confidence Bounds and Intervals -- Confidence Intervals for Asset Correlations -- Confidence Intervals for Default and Survival Time Correlations -- Confidence Intervals for Default Correlations -- Confidence Intervals for Survival Time Correlations -- Credit Portfolio Correlations with Dynamic Leverage Ratios -- The Hui et al. (2007) Model -- The Method of Images for Constant Coefficients -- The Method of Images for Time-Varying Coefficients -- Modelling Default Correlations in a Two-Firm Model -- Default Correlations -- A Two-Firm Model with Dynamic Leverage Ratios -- Method of Images for Constant Coefficients -- Method of Images for Time-Varying Coefficients -- Alternative Methodologies for General Values -- Numerical Results -- Accuracy -- The Impact of Correlation between Two Firms -- The Impact of Different Credit Quality Paired Firms -- The Impact of Volatilities -- The Impact of Drift Levels -- The Impact of Initial Value of Leverage Ratio Levels -- Impact of Correlation between Firms and Interest Rates -- The Price of Credit-Linked Notes -- A Hierarchical Model of Tail-Dependent Asset Returns -- The Variance Compound Gamma Model -- Multivariate Process for Logarithmic Asset Returns -- Dependence Structure -- Sampling -- Copula Properties -- An Application Example -- Portfolio Setup -- Test Portfolios -- Parameter Setup -- Simulation Results -- Importance Sampling Algorithm -- Conclusions -- Appendix A: The VCG Probability Distribution Function Appendix B: HAC Representation for the VCG Framework -- Monte Carlo Methods for Portfolio Credit Risk -- Modeling Credit Portfolio Losses -- Risk Measures -- Modeling Dependency -- Estimating Risk Measures via Monte Carlo -- Crude Monte Carlo Estimators -- Importance Sampling -- Specific Models -- The Bernoulli Mixture Model -- Factor Models -- Copula Models -- Intensity Models -- An Example Point Process Model -- Appendix A: A Primer on Rare-event Simulation -- Efficiency -- Importance Sampling -- The Choice of g -- Adaptive Importance Sampling -- Importance Sampling for Stochastic Processes -- Credit Portfolio Risk and Diversification -- Introduction -- Model Setup -- Independent Asset Values -- Correlated Asset Values -- Large Portfolio Limit -- Correlated Diffusion -- Correlated GARCH Process -- Applications of the Structural Recovery Rate -- Conclusions -- PART III CREDIT PORTFOLIO RISK SECURITIZATION AND TRANCHING -- Differences in Tranching Methods: Some Results and Implications -- Defining a Tranche -- The Mathematics of Tranching -- PD-based Tranching -- EL-based Tranching -- The EL of a Tranche Necessarily Increases When Either the Attachment Point or the Detachment Point is Decreased -- Upper Bound on Tranche Expected LGD (LGDt) Assumption Given EL-based Tranches -- Skipping of Some Tranches in the EL-based Approach -- Global Structured Finance Rating -- Asset-Backed Securities -- The ABS Structure for the Experiment -- Cash Flow Modeling -- Modeling and Simulating Defaults -- Expected Loss Rating -- Global Sensitivity Analysis -- Elementary Effects -- Variance-based Method -- Global Sensitivity Analysis Results -- Uncertainty Analysis -- Sensitivity Analysis -- Global Rating -- PART IV CREDIT DERIVATIVES -- Analytic Dynamic Factor Copula Model -- Pricing Equations -- One-factor Copula Model -- Multi-period Factor Copula Models -- Calibration -- Dynamic Modeling of Credit Derivatives -- General Model Choice -- Modeling Option Prices -- Modeling Credit Risk -- Portfolio Credit Derivatives -- Modeling Asset Dynamics -- The Market Model -- The Asset-value Model -- Empirical Analysis -- Elementary Data -- Implied Dividends -- Market Dynamics -- Asset Value Model -- Tranche Pricing -- Out-of-time Application -- Pricing and Calibration in Market Models -- Basic notions -- The model -- Modeling Assumptions -- Absence of Arbitrage -- An affine specification -- Pricing -- Calibration -- Calibration Procedure -- Calibration Results -- Appendix A: Computations -- Counterparty Credit Risk and Clearing of Derivatives -- From the Perspective of an Industrial Corporate with a Focus on Commodity Markets -- Credit exposures in commodity business -- Settlement Exposure -- Performance Exposure -- Example of Fixed Price Deal with Performance Exposure -- Example of a Floating Price Deal with Performance Exposure -- General Remarks on Credit Exposure Concepts -- Ex Ante exposure-reducing techniques -- Payment Terms -- Material Adverse Change Clauses -- Master Agreements -- Netting -- Margining -- Close Out Exposure and Threshold -- Ex Ante risk-reducing techniques -- Credit Enhancements in General -- Parent Company Guarantees -- Letters of Credit -- Credit Insurance -- Clearing via a Central Counterparty -- Ex Post risk-reducing techniques -- Factoring -- Novation -- Risk-reducing Trades -- Hedging with CDS -- Hedging with Contingent-CDS -- Hedging with Puts on Equity -- Ex Post work out considerations -- Practical credit risk management and pricing Peculiarities of commodity markets -- Peculiarities of commodity related credit portfolios -- Credit Risk Capital for a commodity related portfolio measured with an extension of CreditMetrics -- CreditRisk+ study: applied to a commodity related credit portfolio -- CDS Industrial Sector Indices, Credit and Liquidity Risk -- The Data -- Methodology and Results -- Preliminary Analysis -- Common Factor Analysis -- Stability of Relations -- Risk Transfer and Pricing of Illiquid Assets with Loan CDS -- Shipping Market -- Loan Credit Default Swaps -- LCDS Pricing -- Modeling LCDS Under the Intensity-based Model -- Valuation Framework for LCDS -- The Structural Approach -- Credit Risk in Shipping Loans -- Valuation of LCDS on Shipping Loans -- Simulation Model -- Numerical Results -- Appendix A: Monte Carlo Parameterization PART V REGULATION -- Regulatory Capital Requirements for Securitizations -- Regulatory Approaches for Securitizations -- Ratings Based Approach (RBA) -- Supervisory Formula Approach (SFA) -- Standardized Approach (SA) -- Post-crisis Revisions to the Basel Framework -- Regulating OTC Derivatives -- The Wall Street Transparency and Accountability Part of the Dodd-Frank Act of 2010 -- Which Derivatives Will Be Affected? …”
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Numerical Methods for Eigenvalue Problems.
Published 2012Full text (MFA users only)
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Microbiological sensors for the drinking water industry
Published 2018Full text (MFA users only)
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138
Stochastic filtering with applications in finance
Published 2010Table of Contents: “…Economic convergence in a filtering framework. 3.3. Ex-ante equity risk premium. 3.4. Concluding remarks -- 4. …”
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