Mostrando recursos 1 - 20 de 25

  1. Targeting North Carolina Manufacturing: Understanding A State Economy Through National Industrial Cluster Analysis

    Bergman, Edward; Feser, Edward; Sweeney , Stuart
    Series: IIR-Discussion Papers

  2. Satzung der ungarischen Aktiengesellschaft - Articles of Association of the Hungarian Stock Company

    Doralt, Peter; Török, Gabor
    Series: Arbeitspapiere des Forschungsinstituts für mittel- und osteuropäisches Wirtschaftsrecht

  3. Slowenisches Takeover - Gesetz

    Bruckmüller, Markus
    (kein Abstract vorhanden)

  4. Slowenisches Insolvenzrecht

    Kocbek, Marijan; Prelic, Sasa; Knez, Rajko; Thurner, Mario
    (kein Abstract vorhanden)

  5. Data Compression by Unsupervised Classification

    Pötzelberger, Klaus; Strasser, Helmut
    This paper deals with a general class of classification methods which are related both to vector quantization in the sense of Pollard, [12], as well as to competitive learning in the sense of Kohonen, [10]. The basic duality of minimum variance partitioning and vector quantization known from statistical cluster analysis is shown to be true for this whole class of classification problems. The paper contains theoretical results like existence of optima, consistency of approximate optima and characterization of local optima as fixpoints of a fix point algorithm. A fix point algorithm is proposed and its termination after finite time is...

  6. Optimal Design for Variogram Estimation

    Müller, Werner; Zimmerman, Dale L.
    The variogram plays a central role in the analysis of geostatistical data. A valid variogram model is selected and the parameters of that model are estimated before kriging (spatial prediction) is performed. These inference procedures are generally based upon examination of the empirical variogram, which consists of average squared differences of data taken at sites lagged the same distance apart in the same direction. The ability of the analyst to estimate variogram parameters efficiently is affected significantly by the sampling design, i.e., the spatial configuration of sites where measurements are taken. In this paper, we propose design criteria that, in...

  7. On Least Squares Variogram Fitting

    Müller, Werner
    Series: Forschungsberichte / Institut für Statistik

  8. The Automatic Generation of One- and Multi-dimensional Distributions with Transformed Density Rejection

    Leydold, Josef; Hörmann, Wolfgang
    A rejection algorithm, called ``transformed density rejection", is presented. It uses a new method for constructing simple hat functions for a unimodal density $f$. It is based on the idea of transforming $f$ with a suitable transformation $T$ such that $T(f(x))$ is concave. The hat function is then constructed by taking the pointwise minimum of tangents which are transformed back to the original scale. The resulting algorithm works very well for a large class of distributions and is fast. The method is also extended to the two- and multidimensional case. (author's abstract)

  9. An Automatic Generator for a Large Class of Unimodal Discrete Distributions

    Hörmann, Wolfgang; Derflinger, Gerhard
    The automatic Algorithm ARI developed in this paper can generate variates from a large class of unimodal discrete distributions. It is only necessary to know the mode of the distribution and to have a subprogram available that can evaluate the probabilities. In a set up step the algorithm constructs a table mountain shaped hat function. Then rejection inversion, a new variant of the rejection method for discrete distributions that needs only one uniform random number per iteration, is used to sample from the desired distribution. It is shown that the expeceted number of iterations is uniformly bounded for all T-concave...

  10. A Sweep-Plane Algorithm for Generating Random Tuples in Simple Polytopes

    Leydold, Josef; Hörmann, Wolfgang
    A sweep-plane algorithm by Lawrence for convex polytope computation is adapted to generate random tuples on simple polytopes. In our method an affine hyperplane is swept through the given polytope until a random fraction (sampled from a proper univariate distribution) of the volume of the polytope is covered. Then the intersection of the plane with the polytope is a simple polytope with smaller dimension. In the second part we apply this method to construct a black-box algorithm for log-concave and T-concave multivariate distributions by means of transformed density rejection. (author's abstract)

  11. The Generation of Stationary Gaussian Time Series

    Hauser, Michael A.; Hörmann, Wolfgang
    Three different algorithms for the generation of stationary Gaussian time series with given autocorrelation function are presented in this paper. The algorithms have already been suggested in the literature but are not well known and have never been compared before. Interrelations between the different methods, advantages and disadvantages with respect to speed and memory requirements and the range of autocorrelation functions for which the different methods are stable are discussed. The time-complexity of the algorithms and the comparisons of their implementations show that the method twice using the Fourier transform is by far the most efficient if time series of...

  12. Semiparametric and Nonparametric Testing for Long Memory. A Monte Carlo Study.

    Hauser, Michael A.
    The finite sample properties of three semiparametric estimators, several versions of the modified rescaled range, MMR, and three versions of the GHURST estimator are investigated. Their power and size for testing for long memory under short-run effects, joint short and long-run effects, heteroscedasticity and t-distributions are given using Monte Carlo methods. The MMR with the Barlett window is generally robust with the disadvantage of a relatively small power. The trimmed Whittle likelihood has high power in general and is robust expect for large short-run effects. The tests are applied to chandes in exchange rate series (daily data) of 6 major...

  13. On a Lemma of Schachermayr

    Strasser, Helmut
    In this paper we prove a topological lemma on real valued random variables which implies the basic ingredients for the proof of the Fundamental Theorem of Asset Pricing in the two period case. In particular, previous results of Stricker and of Schachermayer are special cases of our result. Our proof is considerably shorter and more transparent than previous proofs of related special cases.

  14. Die Kosten eines Beitritts Ungarns zur Europäischen Union

    Petsche, Alexander
    Als Hauptargument gegen eine Osterweiterung der Europäischen Union werden oft die damit verbundenen Kosten angeführt. Unter Kosten wird in diesem Zusammenhang die Mehrbelastung des EU-Budgets durch den Beitritt der ehemals kommunistischen Staaten verstanden. Diese Mehrkosten würden vor allem aufgrund der Transfers aus der Gemeinsamen Agrarpolitik (GAP) und der Strukturfonds an die neuen mittel- und osteuropäischen Mitgliedstaaten entstehen. Bis dato wurden nur einige wenige Untersuchungen von namhaften Ökonomen durchgeführt. Diese Arbeit versucht, eine Lücke für den Beitrittskandidaten Ungarn zu schließen. In der Kostendiskussion gehen die Vorteile einer Osterweiterung bzw. die Kosten einer Nicht-Erweiterung meistens unter. Das mag damit zusammenhängen, daß die...

  15. Regierungskonferenz 1996 - der Vertragsentwurf der irischen Präsidentschaft

    Griller, Stefan; Droutsas, Dimitri; Falkner, Gerda; Forgo, Katrin; Nentwich, Michael
    Series: EI Working Papers / Europainstitut

  16. Regierungskonferenz 1996 - der Vertrag von Amsterdam in der Fassung des Gipfels vom Juni 1997

    Griller, Stefan; Droutsas, Dimitri; Falkner, Gerda; Forgo, Katrin; Nentwich, Michael
    (kein abstract vorhanden)

  17. A new rank based version of the Ant System. A computational study.

    Bullnheimer, Bernd; Hartl, Richard F.; Strauß, Christine
    The ant system is a new meta-heuristic for hard combinatorial optimization problems. It is a population-based approach that uses exploitation of positive feedback as well as greedy search. It was first proposed for tackling the well known Traveling Salesman Problem (TSP), but has been also successfully applied to problems such as quadratic assignment, job-shop scheduling, vehicle routing and graph coloring.In this paper we introduce a new rank based version of the ant system and present results of a computational study, where we compare the ant system with simulated annealing and a genetic algorithm on several TSP instances. It turns out...

  18. Learning to trade and mediate

    Dawid, Herbert
    In this paper we study the behavior of boundedly rational agents in a two good economy where trading is costly with respect to time. All individuals have a fixed time budget and may spend time for the production of good one, the production of good two and trading. They update their strategies, which determine their time allocation, according to a simple imitation type learning rule with noise. In a setup with two different type of agents with different production technologies we show by the means of simulations that both direct trade and trade via mediators who specialize in trading can...

  19. Parallelization strategies for the ant system

    Bullnheimer, Bernd; Kotsis, Gabriele; Strauß, Christine
    The Ant System is a new meta-heuristic method particularly appropriate to solve hard combinatorial optimization problems. It is a population-based, nature-inspired approach exploiting positive feedback as well as local information and has been applied successfully to a variety of combinatorial optimization problem classes. The Ant System consists of a set of cooperating agents (artificial ants) and a set of rules that determine the generation, update and usage of local and global information in order to find good solutions. As the structure of the Ant System highly suggests a parallel implementation of the algorithm, in this paper two parallelization strategies for...

  20. Die Bedeutung von Volatilitätsprognosen, Verteilungsschätzungen und Portfoliobewertung im Rahmen von Value at Risk-Modellen

    Dockner, Engelbert J.; Harold, Peter
    Das Konzept Value at Risk (VaR) scheint sich als Standard im Rahmen von internen Risikomanagementmodellen in der Praxis durchzusetzen. Als quantitatives Risikomaß setzt es sich aus einem Volatilitätsmaß, der Modellierung von Verteilungen von Wertpapierrenditen und einem Bewertungsmodell zusammen. Die vorliegende Arbeit untersucht nun empirisch welche Bedeutung diese Komponenten für den VaR eines einfachen Aktienportefeuilles haben. Dabei zeigt sich, daß die Wahl des Volatilitätsmaßes keinen signifikanten Einfluß auf die Ermittlung des VaR für ein Aktienportefeuille hat. Sowohl die Annahme über die Verteilung der Aktienrenditen als auch der Bewertungsansatz mit dem das Aktienportefeuille abgebildet wird, können gravierende Änderungen im VaR nach sich...

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