BackBrowsing Documentos de Trabajo e Informes Técnicos by Title
Now showing items 21-40 of 451
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A Note on Risk Acceptance, Bankruptcy Avoidance and Riskiness Measures
Chamorro Elosua, Arritokieta; Usategui Díaz de Otalora, José María
(2013-09-30)
In this work we clarify the relationships between riskiness, risk acceptance and bankruptcy avoidance. We distinguish between the restriction on the current wealth required to make a gamble acceptable to the decision maker ... -
A note on the implementation of the BFC-MSMIP algorithm in C++ by using COIN-OR as an optimization engine
; Garín Martín, María Araceli; Merino Maestre, María ; Pérez Sainz de Rozas, Gloria (2010)
The aim of this technical report is to present some detailed explanations in order to help to understand and use the algorithm Branch and Fix Coordination for solving MultiStage Mixed Integer Problems (BFC- MSMIP). We have ... -
A Note on Wavelet Correlation and Cointegration
Fernández Macho, Francisco Javier (2013-11)
In a recent paper Leong-Huang:2010 {Journal of Applied Statistics 37, 215–233} proposed a wavelet-correlation-based approach to test for cointegration between two time series. However, correlation and cointegration are ... -
A parallelizable algorithmic framework for solving large scale multi-stage stochastic mixed 0-1 problems under uncertainty
Escudero Bueno, Laureano F.; Garín Martín, María Araceli; Merino Maestre, María ; Pérez Sainz de Rozas, Gloria (2011-02)
In this paper we present a parallelizable scheme of the Branch-and-Fix Coordination algorithm for solving medium and large scale multi-stage mixed 0-1 optimization problems under uncertainty. The uncertainty is represented ... -
A potential approach to claims problems
Albizuri Irigoyen, Miren Iosune; Santos López, Juan Carlos (Departamento de Economía Aplicada IV, UPV/EHU, 2015)
Hart and Mas Colell (1989) introduce the potential function for cooperative TU games. In this paper, we extend this approach to claims problems, also known as bankruptcy or rationing problems. We show that for appropriate ... -
A Preprocessing Procedure for Haplotype Inference by Pure Parsimony
Irurozki, Ekhine; Calvo Molinos, Borja; (2010)
Haplotype data is especially important in the study of complex diseases since it contains more information than genotype data. However, obtaining haplotype data is technically difficult and expensive. Computational methods ... -
A quantitative analysis of estimation of distribution algorithms based on Bayesian networks
; ; Santana Hermida, Roberto; (2009)
The successful application of estimation of distribution algorithms (EDAs) to solve different kinds of problems has reinforced their candidature as promising black-box optimization tools. However, their internal behavior is ... -
A review on Estimation of Distribution Algorithms in Permutation-based Combinatorial Optimization Problems
Ceberio Uribe, Josu; Irurozki, Ekhine; ; (2011)
Estimation of Distribution Algorithms (EDAs) are a set of algorithms that belong to the field of Evolutionary Computation. Characterized by the use of probabilistic models to represent the solutions and the dependencies ... -
A Semiparametric Estimation of Liquidity Effects on Option Pricing
Ferreira García, María Eva; ; (1999-09)
This paper proposes a semiparametric option pricing model with liquidity, as proxied by the relative bid-ask spread. The nonparametric volatility function with liquidity as an explanatory variable is estimated using the ... -
A sensitivity study of bias and variance of k-fold cross-validation in prediction error estimation
(2009)In the machine learning field the performance of a classifier is usually measured in terms of prediction error. In most real-world problems, the error cannot be exactly calculated and it must be estimated. Therefore, it’s ... -
A Simple Model of Anticompetitive Vertical Integration
(2003-01)The result of neutrality of vertical integration for competition postulated by the Chicago School can be supported by a benchmark model with (1) an upstream monopolist, (2) homogeneous goods downstream and (3) observable ... -
A summary of my twenty years of research according to Google Scholars
Pardo Zubiaur, David (2018-03-26)
I am David Pardo, a researcher from Spain working mainly on numerical analysis applied to geophysics. I am 40 years old, and over a decade ago, I realized that my performance as a researcher was mainly evaluated based ... -
A Supply Function Competition Model for the Spanish Wholesale Electricity Market
Ciarreta Antuñano, Aitor; Espinosa Alejos, María Paz (University of the Basque Country, Department of Foundations of Economic Analysis II, 2005-10)
We model the Spanish wholesale market as a multiplant linear supply function competition model. According to the theory, the larger generators should have supply curves for each plant which are to the left of the supply ... -
A time varying coefficient model for panel data: Foreign Direct Investment in European OECD countries
Mariel Chladkova, Petr; ; Rodríguez González, Carlos (2007-04)
The present article reexamines some of the issues regarding the Knowledge-Capital Model that encompasses both horizontal and vertical Foreign Direct Investment described in detail in the literature. The empirical support ... -
A two-stage stochastic integer programming approach
Escudero Bueno, Laureano F.; Garín Martín, María Araceli; Merino Maestre, María ; Pérez Sainz de Rozas, Gloria (2005)
We present an algorithmic approach for solving two-stage stochastic mixed 0-1 problems. The first stage constraints of the Deterministic Equivalent Model have 0--1 variables and continuous variables. The approach uses the ... -
A Unifying model of strategic network formation
Olaizola Ortega, María Norma; Valenciano Llovera, Federico (Departamento de Fundamentos del Análisis Económico I, UPV/EHU, 2015-02-17)
We provide a model that merges two basic models of strategic network formation and incorporates them as extreme cases: Jackson and Wolinsky' s connections model based on bilateral formation of links, and Bala and Goyal' s ... -
Absorbing Sets in Coalitional Systems
Iñarra García, María Elena; Kuipers, Jerome; Olaizola Ortega, María Norma (2001-12)
The purpose of this paper is twofold: First, to present an approach and a solution for analyzing the stability of coalition structures: We define a coalitional system (a set and a binary relation on that set) that explains ... -
Actividades, mediación, oportunidades y riesgos online de los menores en la era de la convergencia mediática
Garmendia Larrañaga, Maialen Sorkunde; Jiménez Iglesias, Estefanía ; Karrera Juarros, Iñaki ; Larrañaga Aizpuru, Nekane ; Casado del Río, Miguel Ángel ; Martínez Fernández, Gemma ; Garitaonandia Garnacho, Carmelo (INCIBE ; UPV/EHU, 2019)
Este informe presenta los primeros resultados nacionales de la encuesta EU Kids Online, realizada entre octubre y diciembre de 2018, sobre actividades, mediación, oportunidades y riesgos online de los menores en la era de ... -
Ad valorem housing subsidies may reduce house building
Usategui Díaz de Otalora, José María (University of the Basque Country, Department of Foundations of Economic Analysis II, 2008-03)
In this paper it is shown that an ad valorem housing subsidy set by a central regulator (or a raise in the ad valorem housing subsidy rate) may reduce the number of houses built in the market and increase the price paid ... -
Adam Smith on Capital and Income
Ormazabal Sánchez, Kepa Mirena (2002-02)
In this paper I critically analyze Smith's thesis in book I, chapter 6 of the "Wealth of Nations" that the replacement of the capital goods consumed in production becomes fully income. I argue that Smith’s argument is ...