Search results for "computation"

showing 10 items of 7362 documents

Interactive Multiple Criteria Decision Making based on preference driven Evolutionary Multiobjective Optimization with controllable accuracy

2012

Abstract We present an approach to interactive Multiple Criteria Decision Making based on preference driven Evolutionary Multiobjective Optimization with controllable accuracy. The approach relies on formulae for lower and upper bounds on coordinates of the outcome of an arbitrary efficient variant corresponding to preference information expressed by the Decision Maker. In contrast to earlier works on that subject, here lower and upper bounds can be calculated and their accuracy controlled entirely within evolutionary computation framework. This is made possible by exploration of not only the region of feasible variants – a standard within evolutionary optimization, but also the region of i…

ta113Mathematical optimizationInformation Systems and ManagementGeneral Computer ScienceComputationta111Contrast (statistics)Interactive evolutionary computationManagement Science and Operations ResearchMulti-objective optimizationOutcome (game theory)Industrial and Manufacturing EngineeringEvolutionary computationModeling and SimulationPreference (economics)Evolutionary programmingMathematicsEuropean Journal of Operational Research
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Ensemble strategies in Compact Differential Evolution

2011

Differential Evolution is a population based stochastic algorithm with less number of parameters to tune. However, the performance of DE is sensitive to the mutation and crossover strategies and their associated parameters. To obtain optimal performance, DE requires time consuming trial and error parameter tuning. To overcome the computationally expensive parameter tuning different adaptive/self-adaptive techniques have been proposed. Recently the idea of ensemble strategies in DE has been proposed and favorably compared with some of the state-of-the-art self-adaptive techniques. Compact Differential Evolution (cDE) is modified version of DE algorithm which can be effectively used to solve …

ta113Mathematical optimizationStochastic processComputer scienceDifferential evolutionCrossoverGlobal optimizationEvolutionary computation2011 IEEE Congress of Evolutionary Computation (CEC)
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Reduced Order Models for Pricing American Options under Stochastic Volatility and Jump-diffusion Models

2016

American options can be priced by solving linear complementary problems (LCPs) with parabolic partial(-integro) differential operators under stochastic volatility and jump-diffusion models like Heston, Merton, and Bates models. These operators are discretized using finite difference methods leading to a so-called full order model (FOM). Here reduced order models (ROMs) are derived employing proper orthogonal decomposition (POD) and non negative matrix factorization (NNMF) in order to make pricing much faster within a given model parameter variation range. The numerical experiments demonstrate orders of magnitude faster pricing with ROMs. peerReviewed

ta113Mathematical optimizationStochastic volatilityDiscretizationComputer scienceJump diffusionFinite difference method010103 numerical & computational mathematics01 natural sciencesNon-negative matrix factorization010101 applied mathematicsValuation of optionslinear complementary problemRange (statistics)General Earth and Planetary SciencesApplied mathematicsreduced order modelFinite difference methods for option pricing0101 mathematicsAmerican optionoption pricingGeneral Environmental ScienceProcedia Computer Science
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Potku – New analysis software for heavy ion elastic recoil detection analysis

2014

Time-of-flight elastic recoil detection (ToF-ERD) analysis software has been developed. The software combines a Python-language graphical front-end with a C code computing back-end in a user-friendly way. The software uses a list of coincident time-of- flight–energy (ToF–E) events as an input. The ToF calibration can be determined with a simple graphical procedure. The graphical interface allows the user to select different elements and isotopes from a ToF–E histogram and to convert the selections to individual elemental energy and depth profiles. The resulting sample composition can be presented as relative or absolute concentrations by integrating the depth profiles over user-defined rang…

ta113Nuclear and High Energy PhysicsIon beam analysista114business.industryComputer scienceEvent (computing)Reference data (financial markets)ion beam analysisERDelastic recoil detectionComputational scienceTOF-ERDElastic recoil detectionSoftwareCoincidentHistogramgraphical open source softwarebusinessInstrumentationGraphical user interfaceNuclear Instruments and Methods in Physics Research Section B: Beam Interactions with Materials and Atoms
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IMEX schemes for pricing options under jump–diffusion models

2014

We propose families of IMEX time discretization schemes for the partial integro-differential equation derived for the pricing of options under a jump-diffusion process. The schemes include the families of IMEX-midpoint, IMEX-CNAB and IMEX-BDF2 schemes. Each family is defined by a convex combination parameter [email protected]?[0,1], which divides the zeroth-order term due to the jumps between the implicit and explicit parts in the time discretization. These IMEX schemes lead to tridiagonal systems, which can be solved extremely efficiently. The schemes are studied through Fourier stability analysis and numerical experiments. It is found that, under suitable assumptions and time step restric…

ta113Numerical AnalysisMathematical optimizationTridiagonal matrixDiscretizationApplied MathematicsJump diffusionStability (probability)Term (time)Computational MathematicsValuation of optionsConvex combinationLinear multistep methodMathematicsApplied Numerical Mathematics
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Customer Feedback System : Evolution Towards Semantically-enchanced Systems

2015

The digital economy requires services be created in nearly real time – while continuously listening to the customer. Managing and analysing the data collected about products and customers become very critical. Successful companies must collect data regarding customer behaviour in a sensible manner, understand their customers and engage in constant interaction with them. Nowadays, having a huge data storage capacity, everyone collects data and hopes that it will be useful someday. But, it is frustrating when you do not know whether something useful will come out of it. It is not a problem to collect data, but it is very difficult to analyse it. To utilize the data they collect and analyse cu…

ta113Process managementbusiness.industryComputer scienceProcess (engineering)Computationsemantic customer feedbackProvisioningAutomationConstant (computer programming)semantic user profileComputer data storageautomated customer feedback processingsemantic personalizationActive listeningDigital economybusiness
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Evaluating the performance of artificial neural networks for the classification of freshwater benthic macroinvertebrates

2014

Abstract Macroinvertebrates form an important functional component of aquatic ecosystems. Their ability to indicate various types of anthropogenic stressors is widely recognized which has made them an integral component of freshwater biomonitoring. The use of macroinvertebrates in biomonitoring is dependent on manual taxa identification which is currently a time-consuming and cost-intensive process conducted by highly trained taxonomical experts. Automated taxa identification of macroinvertebrates is a relatively recent research development. Previous studies have displayed great potential for solutions to this demanding data mining application. In this research we have a collection of 1350 …

ta113Radial basis function networkEcologyArtificial neural networkComputer sciencebusiness.industryApplied MathematicsEcological Modelingta1172PerceptronMachine learningcomputer.software_genreBackpropagationComputer Science ApplicationsProbabilistic neural networkIdentification (information)Computational Theory and MathematicsModeling and SimulationMultilayer perceptronConjugate gradient methodta1181Artificial intelligencebusinesscomputerEcology Evolution Behavior and SystematicsEcological Informatics
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BioImageXD: an open, general-purpose and high-throughput image-processing platform

2012

BioImageXD puts open-source computer science tools for three-dimensional visualization and analysis into the hands of all researchers, through a user-friendly graphical interface tuned to the needs of biologists. BioImageXD has no restrictive licenses or undisclosed algorithms and enables publication of precise, reproducible and modifiable workflows. It allows simple construction of processing pipelines and should enable biologists to perform challenging analyses of complex processes. We demonstrate its performance in a study of integrin clustering in response to selected inhibitors.

ta113SIMPLE (military communications protocol)Computer sciencebusiness.industryta1182Computational BiologyImage processingCell BiologyBioinformaticsBiochemistryVisualizationHigh-Throughput Screening AssaysUser-Computer InterfaceSoftwareWorkflowImaging Three-DimensionalHuman–computer interactionbusinessCluster analysisMolecular BiologyThroughput (business)AlgorithmsSoftwareBiotechnologyGraphical user interfaceNATURE METHODS
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Selection of the Proper Revenue and Pricing Model for SaaS

2014

Recent research on software revenue and pricing models has revealed important ways in which firms can benefit from software renting. However, it is still unclear how SaaS providers select a proper revenue and pricing model to make their services attractive for customers. Based on 32 interviews with software professionals from four case firms, this study reveals how different factors impacted on the selection of a revenue and pricing model. It can be concluded that customers’ needs were the main driving force to the selection of the most appropriate pricing and revenue model in the market. peerReviewed

ta113TheoryofComputation_MISCELLANEOUSbusiness.industryComputer scienceSoftware as a servicecloud computingCloud computingSaaSRentingSoftwareRevenue modelrevenue modelsRevenueYield managementbusinesssoftware pricingSelection (genetic algorithm)Industrial organization2014 IEEE 6th International Conference on Cloud Computing Technology and Science
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Visualization in the integrated SimPhoNy multiscale simulation framework

2018

Abstract We describe three distinct approaches to visualization for multiscale materials modelling research. These have been developed with the framework of the SimPhoNy FP7 EU-project, and complement each other in their requirements and possibilities. All have been integrated via wrappers to one or more of the simulation approaches within the SimPhoNy project. In this manuscript we describe and contrast their features. Together they cover visualization needs from electronic to macroscopic scales and are suited to simulations made on personal computers, workstations or advanced High Performance parallel computers. Examples as well as recommendations for future calculations are presented.

ta113Workstation010308 nuclear & particles physicsComputer scienceGeneral Physics and AstronomyElectronic charge density01 natural scienceselectronic charge densityComputational scienceVisualizationComplement (complexity)law.inventionatomisticHardware and Architecturelaw0103 physical sciencesCover (algebra)010306 general physicsvisualizationfluidComputer Physics Communications
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