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On Downloading and Using CPLEX within COIN-OR for Solving Linear/Integer Optimization Problems
(2011-11)
The aim of this technical report is to present some detailed explanations in order to use the solver CPLEX within COIN-OR
environment. In particular, we describe how to download, install and use the corresponding source ...
Risk management for mathematical optimization under uncertainty
(2016)
We present a general multistage stochastic mixed 0-1 problem where the uncertainty appears everywhere in the objective function, constraints matrix and right-hand-side. The uncertainty is represented by a scenario tree ...
Two-Stage Nonparametric Regression for Longitudinal Data
(1999-01)
In the analysis of longitudinal data it is of main interest to investigate the existence of group and individual effects under correlated observations across time. In this paper, we develop a nonparametric two-step procedure ...
Absorbing Sets in Coalitional Systems
(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 ...
Un Modelo Lineal Generalizado Semiparametrico para Analisis de Duracion con Censura
(2000-07)
[EN] Aitkin and Clayton (1980) proposed to analyze duration models using generalized linear models. In this work we extend that methodology allowing for some nonspecified covariable effect. The model we propose is a ...
Nonparametric estimation of time varying parameters under shape restrictions
(2001-01)
In this paper we propose a new method to estimate nonparametrically a time varying parameter model when some qualitative information from outside data (e.g. seasonality) is available. In this framework we make two main ...
Conditional beta pricing models: A nonparametric approach
(2010)
We propose a two-stage procedure to estimate conditional beta pricing models that allow for flexibility in the dynamics of assets' covariances with risk factors and market prices of risk (MPR). First, conditional covariances ...
Factores de riesgo y supervivencia libre de tumor en pacientes con trasplante renal de cadáver
(2003)
[Background] There is an agreement in the fact that cancer incidence in transplant recipients increases at a rate disproportionately greater than in the general population. Several clinical studies have identified cancer ...
Productivity's development in the Basque Economy during the period 1985-1994
(1998-09)
[EN] The aim of this paper is to analyse the development of Basque Country's economy's productivity in the period 1985-1994 and, identify which are the factors that decide that evolution. We specify a Cobb-Douglas production ...
Generating cluster submodels from a multistage stochastic mixed integer optimization model using break stage
(2013-07)
We present a scheme to generate clusters submodels with stage ordering from a (symmetric or a
nonsymmetric one) multistage stochastic mixed integer optimization model using break stage. We
consider a stochastic model ...