Extreme Value Stable Mixture Modelling with applications to South African stock market indices and exchange rate [0.03%]
应用于南非股市指数和汇率的极值稳定混合模型及其应用
Kimera Naradh,Knowledge Chinhamu,Retius Chifurira
Kimera Naradh
In recent times, there is a vested interest in the research and applications of extreme value mixture models in the stock market and insurance as well as medical industries. This study aims to evaluate the fit of two extreme value mixture m...
Interior-point methods for monotone linear complementarity problems based on the new kernel function with applications to control tabular adjustment problem [0.03%]
基于新型核函数的求解单调线性互补问题的内点法及其在控制表格调整中的应用
Goran Lesaja,Anna Oganian,Tifani Williams et al.
Goran Lesaja et al.
We present a feasible kernel-based interior point method (IPM) to solve the monotone linear complementarity problem (LCP) which is based on an eligible kernel function with a new logarithmic barrier term. This kernel function defines the ne...
A Full Nesterov-Todd Step Infeasible Interior-point Method for Symmetric Optimization in the Wider Neighborhood of the Central Path [0.03%]
一个广泛的邻域内的不可行内点法求解对称优化问题
G Lesaja,G Q Wang,A Oganian
G Lesaja
In this paper, an improved Interior-Point Method (IPM) for solving symmetric optimization problems is presented. Symmetric optimization (SO) problems are linear optimization problems over symmetric cones. In particular, the method can be ef...