Zobrazeno 1 - 4
of 4
pro vyhledávání: '"Vasile George Marica"'
Autor:
Ghosh, Rikhiya, Farri, Oladimeji, von Stockhausen, Hans-Martin, Schmitt, Martin, Vasile, George Marica
The healthcare industry is currently experiencing an unprecedented wave of cybersecurity attacks, impacting millions of individuals. With the discovery of thousands of vulnerabilities each month, there is a pressing need to drive the automation of vu
Externí odkaz:
http://arxiv.org/abs/2407.14640
Publikováno v:
Symmetry, Vol 11, Iss 8, p 1004 (2019)
Overcoming symmetry in combinatorial evolutionary algorithms is a challenge for existing niching methods. This research presents a genetic algorithm designed for the shrinkage of the coefficient matrix in vector autoregression (VAR) models, construct
Externí odkaz:
https://doaj.org/article/a74e28108a0d488d839ac4b731c08e2d
Publikováno v:
Management Dynamics in the Knowledge Economy, Vol 3, Iss 2 (2015)
This paper investigates contagion in international credit markets through the use of a novel jump detection technique proposed by Chan and Maheuin (2002). This econometrical methodology is preferred because it is non-linear by definition and not a su
Externí odkaz:
https://doaj.org/article/43886b7a0dae4931877a341e820a9ed0
Autor:
Vasile-George Marica
Publikováno v:
Procedia Economics and Finance. 15:777-783
In this article I present a dynamic clustering algorithm applied on financial time series data. The algorithm is inspired from the Gustafson-Kessel (GK) Clustering method in the sense that it identifies clusters of time series in the form of hyper-el