Recursos de colección
ePub-WU OAI Archive (Vienna Univ. of Econ. and B.A.) (5.084 recursos)
Repository of Vienna University of Economics and Business Administration.
Year = 2001
Repository of Vienna University of Economics and Business Administration.
Year = 2001
Jiraskova, Lucie
(kein Abstract vorhanden)
Hollerweger, Eva
(kein Abstract vorhanden)
Badelt, Christoph; Hollerweger, Eva
Series: Working Papers / Institut für Sozialpolitik
Hammer, Elisabeth; Österle, August
(no abstract available)
Leydold, Josef; Derflinger, Gerhard; Tirler, Günter; Hörmann, Wolfgang
There exists a vast literature on nonuniform random variate generators. Most of these generators are especially designed for a particular distribution. However in pratice only a few of these are available to practioners. Moreover for problems as (e.g.) sampling from the truncated normal distribution or sampling from fairly uncommon distributions there are often no algorithms available. In the last decade so called universal methods have been developed for these cases. The resulting algorithms are fast and have properties that make them attractive even for standard distributions. In this contribution we describe the concept of Automatic random variate generation where these...
Gleiss, Petra M.; Leydold, Josef; Stadler, Peter F.
Given an undirected graph G(V,E) and a vertex subset U\subseteq V the U-space is the vector space over GF(2) spanned by the paths with end-points in U and the cycles in G(V,E). We extend Vismara's algorithm to the computation of the union of all minimum length bases of the U-space. (author's abstract)
Gleiss, Petra M.; Leydold, Josef; Stadler, Peter F.
The cycle space of a strongly connected graph has a basis consisting of directed circuits. The concept of relevant circuits is introduced as a generalization of the relevant cycles in undirected graphs. A polynomial time algorithm for the computation of a minimum weight directed circuit basis is outlined. (author's abstract)
Hörmann, Wolfgang
This short note discusses performance bounds for "Ahrens" algorithm, that can generate random variates from continuous distributions with monotonically decreasing density. This rejection algorithms uses constant hat-functions and constant squeezes over many small intervals. The choice of these intervals is important. Ahrens has demonstrated that the equal area rule that uses strips of constant area leads to a very simple algorithm. We present bounds on the rejection constant of this algorithm depending only on the number of intervals. (author's abstract)
Hörmann, Wolfgang; Derflinger, Gerhard
Generating a single order statistic without generating the full sample can be an important task for simulations. If the density and the CDF of the distribution are given it is no problem to compute the density of the order statistic. In the main theorem it is shown that the concavity properties of that density depend directly on the distribution itself. Especially for log-concave distributions all order statistics have log-concave distributions themselves. So recently suggested automatic transformed density rejection algorithms can be used to generate single order statistics. This idea leads to very fast generators. For example for the normal and...
Leydold, Josef; Janka, Erich; Hörmann, Wolfgang
In this paper we present some variants of transformed density rejection (TDR) that provide more flexibility (including the possibility to halve the expected number of uniform random numbers) at the expense of slightly higher memory requirements. Using a synchronized first stream of uniform variates and a second auxiliary stream (as suggested by Schmeiser and Kachitvichyanukul (1990)) TDR is well suited for correlation induction. Thus high positive and negative correlation between two streams of random variates with same or different distributions can be induced. The software can be downloaded from the UNURAN project page. (author's abstract)
Mild, Andreas; Natter, Martin
The literature on recommendation systems indicates that the choice of the methodology significantly influences the quality of recommendations. The impact of the amount of available data on the performance of recommendation systems has not been systematically investigated. We study different approaches to recommendation systems using the publicly available EachMovie data set. In contrast to previous work on this data set, here a significantly higher subset is used. The effects caused by the number of customers and movies as well as their interaction with different methods are investigated. We compare two commonly used collaborative filtering approaches to several regression models using...
Meyer, David; Karatzoglou, Alexandros; Buchta, Christian; Leisch, Friedrich; Hornik, Kurt
When running agent-based simulations using ready-made components, one usually faces heterogenity problems both for the agents' implementation and for the underlying platform. To circumvent these kind of hindrances, we introduce a wrapper technique for mapping the functionality of agents living in an interpreter-based environment to a standardized CORBA interface, thus facilitating the task for any control mechanism (like a simulation manager) which just will need to handle one set of commands for all agents involved. This mapping is made by an XML-based definition file. We also have built a generic simulation manager which makes use of agents with homogeneous interfaces,...
Meyer, David; Karatzoglou, Alexandros; Buchta, Christian; Leisch, Friedrich; Hornik, Kurt
When running agent-based simulations using ready-made components, one usually faces heterogenity problems both for the agents' implementation and for the underlying platform. To circumvent these kind of hindrances, we introduce a wrapper technique for mapping the functionality of agents living in an interpreter-based environment to a standardized CORBA interface, thus facilitating the task for any control mechanism (like a simulation manager) which just will need to handle one set of commands for all agents involved. This mapping is made by an XML-based definition file. We also have built a generic simulation manager which makes use of agents with homogeneous interfaces,...
Buchta, Christian; Mazanec, Josef
The ACM-Artificial Consumer Market is part of the integrated simulation endeavor named the "Ar-tificial Economy". Complementing and extending the concepts developed in the SIMSEG simulation environment of Working Paper No. 60 this report proceeds in two steps. (1) it outlines the basic con-structs and consumer behavior phenomena implemented in the ACM in a nontechnical manner. (2) it elaborates the formal structure and relationships in full detail. The ACM was never headed for mimicking any real consumer market. However, it is ambitious enough to capture a number of behavioral mechanisms that are deemed crucial for exposing the Artificial Firms' analytical and...
Geyer-Schulz, Andreas; Hahsler, Michael
The purpose of this article is twofold, first to promote the use of patterns in the analysis phase of the software life-cycle by proposing an outline template for analysis patterns that strongly supports the whole analysis process from the requirements analysis to the analysis model and further on to its transformation into a flexible design. Second we present, as an example, a family of analysis patterns that deal with a series of pressing problems in cooperative work, collaborative information filtering and sharing, and knowledge management. We present the step-by-step evolution of the analysis pattern virtual library with active agents starting...
Janko, Wolfgang
Wir sehen an diesem Beispiel, daß die Theorie der Wartung in ihren einfachsten Modellen bereits vorzüglich einsetzbar ist, um das Aktualisierungsproblem von Datenbeständen - seien dies nun Web-Pages im e-business, Datenbanken oder andere Formen - zu behandeln. Zu einer derartigen Vorgangsweise benötigt man allerdings in erster Linie auch Vorstellungen über die veränderte Ertragssituation bei mangelnder Aktualisierung. (Hier ausgedrückt durch g(t). c(t) ist meist leichter zu bestimmen.) Eine stochastische Analyse der "Alterung" von Datenbanken, von Web-Seiten bzw. anderen Datenbeständen und deren Einfluß auf g(t) könnte einen nächsten Schritt darstellen. Die Analyse bei mehr als einer Überalterungskomponente, sowie eine Bestimmung eines optimalen...
Kramkov, Dimitrij O.; Schachermayer, Walter
Following [10] we continue the study of the problem of expected utility maximization in incomplete markets. Our goal is to find minimal conditions on a model and a utility function for the validity of several key assertions of the theory to hold true. In [10] we proved that a minimal condition on the utility function alone, i.e. a minimal market independent condition, is that the asymptotic elasticity of the utility function is strictly less than 1. In this paper we show that a necessary and sufficient condition on both, the utility function and the model, is that the value function...
Duffie, D.; Filipovic, D.; Schachermayer, Walter
We provide the definition and a complete characterization of regular affine processes. This type of process unifies the concepts of continuous-state branching processes with immigration and Ornstein-Uhlenbeck type processes. We show, and provide foundations for, a wide range of financial applications for regular affine processes. (author's abstract)
Badinger, Harald; Breuss, Fritz; Mahlberg, Bernhard
The objective of this paper is to analyze the welfare effects of the European Banana Market Policy. Until 1993, EU countries had a wide variety of separate national policies, ranging from free trade (e.g. Germany) to heavily regulated markets (e.g. Spain, France). On 1 July 1993, the EU's common organization of the market in bananas came into force and established a combined quota-tariff regime with preferential access for ACP and EU suppliers. We estimate the resulting changes in the welfare of consumers, traders and the national governments for all member states of the European Union to identify the winners and...
Breuss, Fritz
Since its inception in 1995, more than 200 disputes have been raised under the WTO Dispute Settlement Understanding (DSU). In spite of the obvious numerical success of the DS system of the WTO, in practice several shortcomings call for institutional and/or procedural change. This analysis deals with the economic aspects of the DS system. First, it turns out that the WTO DS system seems to be "biased". The larger and richer trading nations (USA, EU) are the main users of this system, either because of the larger involvement in world trade, or because the LDCs simply lack the legal resources....