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GECCO
2005
Springer
14 years 2 months ago
Interactive estimation of agent-based financial markets models: modularity and learning
Building upon the interactive inversion method introduced by Ashburn and Bonabeau (2004), we show how to dramatically improve the results by exploiting modularity and by letting t...
M. Ihsan Ecemis, Eric Bonabeau, Trent Ashburn
ISBI
2008
IEEE
14 years 9 months ago
A spline-based forward model for Optical Diffuse Tomography
Reconstruction algorithms for Optical Diffuse Tomography (ODT) rely heavily on fast and accurate forward models. Arbitrary geometries and boundary conditions need to be handled ri...
Jean-Charles Baritaux, S. Chandra Sekhar, Michael ...
WSC
2008
13 years 11 months ago
The mathematics of continuous-variable simulation optimization
Continuous-variable simulation optimization problems are those optimization problems where the objective function is computed through stochastic simulation and the decision variab...
Sujin Kim, Shane G. Henderson
SIAMNUM
2010
105views more  SIAMNUM 2010»
13 years 3 months ago
Quantization Based Filtering Method Using First Order Approximation
The quantization based filtering method (see [13], [14]) is a grid based approximation method to solve nonlinear filtering problems with discrete time observations. It relies on o...
Afef Sellami
WSC
2008
13 years 11 months ago
Discrete stochastic optimization using linear interpolation
We consider discrete stochastic optimization problems where the objective function can only be estimated by a simulation oracle; the oracle is defined only at the discrete points....
Honggang Wang, Bruce W. Schmeiser