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A note on the implementation of the BFC-MSMIP algorithm in C++ by using COIN-OR as an optimization engine
(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 ...
On solving two stage stochastic linear problems by using a new approach, Cluster Benders Decomposition
(2010-11)
The optimization of stochastic linear problems, via scenario analysis, based on Benders decomposition requires to appending feasibility and/or optimality cuts to the master problem until the iterative procedure reaches the ...
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 ...
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 ...
Multivariate Data Imputation using Trees
(2002)
We address the problem of completing two files with records containing a fully observed common subset of variables. The tecnique investigated involves the use of regression and/or classification trees. An extension of ...
Multiple imputation of time series: an application to the construction of historical price indexes
(2005)
Time series in many areas of application, and notably in the social sciences, are frequently incomplete. This is particularly annoying when we need to have complete data, for instance to compute indexes as a weighted average ...
Choice experiment study on the willingness to pay to improve
(2009-06)
Modern forms of energy are an important vehicle towards poverty alleviation in rural areas of developing countries. Most developing countries’ households heavily rely on wood fuel which impact their health and social–economic ...
Output dynamics in an endogenous growth model
(2003-07)
The aim of this paper is to analyze whether endogenous growth RBC models are consistent with two stylized facts about U.S. output dynamics. First, GNP growth is positively correlated in the short run and it has a weak ...