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Date: 2014
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/310195
Description: Strategic asset allocation is discussed in a discrete-time economy, where the rates of return from asset classes are explained in terms of some observable and hidden factors. We extend the existing mo ... More
Reviewed: Reviewed
Authors: Marschner, Ian C
Date: 2013
Language: eng
Resource Type: conference paper
Identifier: http://hdl.handle.net/1959.14/280519
Description: The Stochastic EM algorithm is a Monte Carlo method for approximating the regular EM algorithm in missing data situations where the E step is intractable. It produces a stationary Markov chain iterati ... More
Reviewed: Reviewed
Date: 2012
Language: eng
Resource Type: conference paper
Identifier: http://hdl.handle.net/1959.14/216817
Description: Through the use of a few examples, we shall illustrate the use of probability theory, or otherwise, in the study of upper bound questions in the theory of irregularities of point distribution. Such us ... More
Reviewed: Reviewed
Date: 2011
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/135675
Description: We discuss ruin theory when the insurance risk process is described by a hidden Markov, regime-switching diffusion process. The innovations approach to filtering theory is used to transform the partia ... More
Reviewed: Reviewed
Authors: Bulger, David
Date: 2007
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/1150087
Description: Grover's quantum algorithm promises a quadratic acceleration for any problem formulable as a search. For unstructured search problems, its implementation and performance are well understood. The curse ... More
Reviewed: Reviewed
Date: 2007
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/48702
Description: Backtracking adaptive search is a simplified stochastic optimisation procedure which permits the acceptance of worsening objective function values. Key properties of backtracking adaptive search are d ... More
Reviewed: Reviewed
Date: 2006
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/9030
Description: Backtracking adaptive search is a simplified stochastic optimiza-tion procedure which permits the acceptance of worsening objective function values. It generalizes the hesitant adaptive search, which ... More
Reviewed: Reviewed
Date: 2005
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/8394
Description: We discuss the noisy optimisation problem, in which function evaluations are subject to random noise. Adaptation of pure random search to noisy optimisation by repeated sampling is considered. We intr ... More
Reviewed: Reviewed
Date: 2005
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/47143
Description: Grover's quantum computational search procedure can provide the basis for implementing adaptive global optimization algorithms. A brief overview of the procedure is given and a framework called Grover ... More
Full Text: Full Text
Reviewed: Reviewed
Date: 2005
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/146567
Description: Large scale optimisation problems are frequently solved using stochastic methods. Such methods often generate points randomly in a search region in a neighbourhood of the current point, backtrack to g ... More
Reviewed: Reviewed
Date: 2005
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/146570
Description: The purposes of this discussion paper are twofold. First, features of an objective function landscape which provide barriers to rapid finding of the global optimum are described. Second, stochastic al ... More
Reviewed: Reviewed
Date: 2005
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/146575
Description: This discussion paper considers the use of stochastic algorithms for solving global optimisation problems in which function evaluations are subject to random noise. An idea is outlined for discussion ... More
Reviewed: Reviewed
Date: 2005
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/6600
Description: This paper addresses the development of a new algorithm for parameter estimation of ordinary differential equations. Here, we show that (1) the simultaneous approach combined with orthogonal cyclic re ... More
Reviewed: Reviewed
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