Zobrazeno 1 - 10
of 31
pro vyhledávání: '"Peter Mitic"'
Autor:
Peter Mitic
Publikováno v:
Mathematical and Computational Applications, Vol 26, Iss 2, p 38 (2021)
Selecting a suitable method to solve a black-box optimization problem that uses noisy data was considered. A targeted stop condition for the function to be optimized, implemented as a stochastic algorithm, makes established Bayesian methods inadmissi
Externí odkaz:
https://doaj.org/article/7b20bf25e2c54eeab684d1be31dc2cde
Autor:
Peter Mitic
Publikováno v:
Mathematical and Computational Applications, Vol 26, Iss 1, p 19 (2021)
A model for financial stress testing and stability analysis is presented. Given operational risk loss data within a time window, short-term projections are made using Loess fits to sequences of lognormal parameters. The projections can be scaled by a
Externí odkaz:
https://doaj.org/article/b44d94e48919424ea543acd103a582a8
Autor:
Peter Mitic
Publikováno v:
International Journal of Financial Studies, Vol 6, Iss 1, p 19 (2018)
Assuming that a time series incorporates “signal” and “noise” components, we propose a method to estimate the extent of the “noise” component by considering the smoothing properties of the state-space of the time series. A mild degree of
Externí odkaz:
https://doaj.org/article/cd6b8184c4a2491bac66165f8059a6d0
This volume consists of papers delivered at the International Mathematica Symposium 2003 — an interdisciplinary meeting bringing together users of Mathematica in research and education. It gathers research papers, reports on classroom practice, rep
Autor:
Peter Mitic
Publikováno v:
Intelligent Computing & Optimization ISBN: 9783031199578
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e3691a4b2c453b21df83fc20be1c746e
https://doi.org/10.1007/978-3-031-19958-5_92
https://doi.org/10.1007/978-3-031-19958-5_92
Autor:
Peter Mitic
Publikováno v:
International Journal of Modeling and Optimization. :12-18
A black-box optimization problem is considered, in which the function to be optimized can only be expressed in terms of a complicated stochastic algorithm that takes a long time to evaluate. The value returned is required to be sufficiently near to a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::18ad624bdb7298ab29b67cfd1ecfaf7e
https://doi.org/10.7763/ijmo.2021.v11.771
https://doi.org/10.7763/ijmo.2021.v11.771
Autor:
Peter Mitic
Publikováno v:
International Journal of Trade, Economics and Finance. 11:128-134
Recent high profile breaches of regulation by prominent UK financial institutions suggest that self-regulation is ineffective. Intuitively, regulatory breaches should result in a tarnished reputation, but that conjecture is unsubstantiated. With obje
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2fe720f33d66deb4d79af233c4ce8760
https://doi.org/10.18178/ijtef.2020.11.6.678
https://doi.org/10.18178/ijtef.2020.11.6.678
Publikováno v:
Intelligent Data Engineering and Automated Learning – IDEAL 2022 ISBN: 9783031217524
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::afd96a069e2e5af5d8bdf1aea14cde5a
https://doi.org/10.1007/978-3-031-21753-1_42
https://doi.org/10.1007/978-3-031-21753-1_42
Autor:
Peter Mitic
Publikováno v:
Journal of Operational Risk.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::14d6ba93c1b26a4fc04467d6a31dbfd0
https://doi.org/10.21314/jop.2022.024
https://doi.org/10.21314/jop.2022.024
Autor:
Peter Mitic
Publikováno v:
Soft Computing. 24:13667-13685
We study the effects of delivering a shock to a complex system comprising components (‘agents’) that interact in a pairwise fashion, independent of other parts of the system and with no central control. There are three aspects to the contribution
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e73a10764c5b38db472adc887bc94741
https://doi.org/10.1007/s00500-019-04466-6
https://doi.org/10.1007/s00500-019-04466-6