By S. Wongthanavasu (auth.), Bo Hu, Karl Morasch, Stefan Pickl, Markus Siegle (eds.)
This booklet includes chosen papers from the symposium "Operations learn 2010" which was once held from September 1-3, 2010 on the "Universität der Bundeswehr München", Germany. The foreign convention, which additionally serves because the annual assembly of the German Operations study Society (GOR), attracted greater than six hundred contributors from greater than thirty international locations. the overall subject "Mastering Complexity" focusses on a common section of the globalization strategy. monetary markets, site visitors structures, community topologies and, final yet no longer least, strength source administration, all comprise advanced behaviour and fiscal interdependencies which necessitate a systematic answer. Operations learn is without doubt one of the key tools to version, simulate and study such platforms. within the means of constructing optimum suggestions, compatible heuristics and effective systems are a number of the demanding situations that are mentioned during this volume.
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Extra info for Operations Research Proceedings 2010: Selected Papers of the Annual International Conference of the German Operations Research Society
M. J. Wolter, and H. Zimmermann. A linear model for tracking error minimization. Journal of Banking & Finance, 23(1): 85–103, 1999. 6. A. Schoenfeld. Active index investing. Wiley, 2004. 7. X. Shao, V. Cherkassky, and W. Li. Measuring the VC-dimension using optimized experimental design. Neural computation, 12(8): 1969–1986, 2000. 8. V. Vapnik, E. L. Cun. Measuring the VC-dimension of a learning machine. Neural Computation, 6(5): 851–876, 1994. 9. V. N. Vapnik. Statistical learning theory. Wiley New York, 1998.
Breitner, Daniel Rösch, and Hans-Jörg von Mettenheim, editors, Proceedings of the 17th International Conference on Forecasting Financial Markets: Advances for Exchange Rates, Interest Rates and Asset Management, Hannover, 26–28 May 2010, 2010. 3. Christian Dunis, Jason Laws, and Patrick Naïm. Applied quantitative methods for trading and investment. Wiley, Southern Gate, Chichester, 2003. 4. Christian L. Dunis, Jason Laws, and Georgios Sermpinis. Higher order and recurrent neural architectures for trading the EUR/USD exchange rate.
Deng, T. Chen, M. S. Waterman, and F. Sun. A dynamic programming algorithm for haplotype block partitioning. In In Proceedings of the National Academy of Sciences (PNAS), volume 99, pages 7335–7339, 2002. An Approach of Adaptive Network Based Fuzzy Inference System to Risk Classiﬁcation in Life Insurance Furkan Ba¸ser, Türkan E. Dalkılıç, Kamile S. ¸ Kula, Ay¸sen Apaydın Abstract In this paper, we propose ANFIS based system modeling for classifying risks in life insurance. We differentiate policyholders on the basis of their cardiovascular risk characteristics and estimate risk loading ratio to obtain gross premiums paid by the insured.
Operations Research Proceedings 2010: Selected Papers of the Annual International Conference of the German Operations Research Society by S. Wongthanavasu (auth.), Bo Hu, Karl Morasch, Stefan Pickl, Markus Siegle (eds.)