共查询到10条相似文献,搜索用时 125 毫秒
1.
*Present address: Department of Mathematics, Imperial College, London SW7 2BZ. A technique of approximate symmetrization is used to derivea test space from a given trial space for a PetrovGalerkinmethod. This is applied to one-dimensional diffusionconvectionproblems to give approximations which are near optimal in anenergy norm. Rigorous and precise error bounds are derived todemonstrate the uniformly good behaviour and near optimalityof the procedure over all values of the mesh Péclet number. 相似文献
2.
G. Baourakis M. Conisescu G. van Dijk P. M. Pardalos C. Zopounidis 《Computational Management Science》2009,6(3):347-356
Within the new bank regulatory context, the assessment of the credit risk of financial institutions is an important issue
for supervising authorities and investors. This study explores the possibility of a developing risk assessment model for financial
institutions using a multicriteria classification method. The analysis is based on publicly available financial data for UK
firms. The results indicate that the proposed multicriteria methodology provides promising results compared to well known
statistical methods. 相似文献
3.
Splines are currently much used in the field of interpolationto functions and their derivatives. In this context for a givenargument two relationships between derivatives of B-spline basesof consecutive orders are derived. Using these relationshipsit is shown there are (K1)!((Km1)!m!) schemesfor the evaluation of the mth derivative of a B-spline basisof order k. Analyses of error growth in terms of a matrix notationare carried out in order to see which of the schemes is themost numerically stable, for uniform or highly non-uniform knotsets. The computation of the B-spline basis of order K and its(K1)th derivative are shown to have small a priori relativeerror bounds. 相似文献
4.
Grassetti Luca; Gori Enrico; Minotti Simona C. 《IMA Journal of Management Mathematics》2005,16(4):383-398
** Email: grassetti{at}stat.unipd.it*** Email: e.gori{at}dss.uniud.it**** Email: simona.minotti{at}unicatt.it Previous studies on hospitals' efficiency often refer to quiterestrictive functional forms for the technology (Aigner et al.,1977, J. Econom., 6, 2137). In this paper, referringto a study about some hospitals in Lombardy, we formulate convenientcorrectives to a statistical model based on the translogarithmicfunctionthe most widely used flexible functional form(Christensen et al., 1973, Rev. Econ. Stat., 55, 2845).More specifically, in order to take into consideration the hierarchicalstructure of the data (as in Gori et al., 2002, Stat. Appl.,14, 247275), we propose a multilevel model, ignoringfor the moment the one-side error specification, typical ofstochastic frontier analysis (Aigner et al., 1977, J. Econom.,6, 2137). Given this simplification, however, we areeasily able to take into account some typical econometric problemsas, e.g. heteroscedasticity. The estimated production functioncan be used to identify the technical inefficiency of hospitals(as already seen in previous works), but also to draw some economicconsiderations about scale elasticity, scale efficiency andoptimal resource allocation of the productive units. We willshow, in fact, that for the translogarithmic specification itis possible to obtain the elasticity of the output (regardingan input) at hospital level as a weighted sum of elasticitiesat ward level. Analogous results can be achieved for scale elasticity,which measures how output changes in response to simultaneousinputs variation. In addition, referring to scale efficiencyand to optimal resource allocation, we will consider the resultsof Ray (1998, J. Prod. Anal., 11, 183194) to our context.The interpretation of the results is surely an interesting administrativeinstrument for decision makers in order to analyse the productiveconditions of each hospital and its single wards and also todecide the preferable interventions. 相似文献
5.
*Present address: Department of Applied Mathematics, University College of Wales, Aberystwyth SY23 3 BZ. A technique is proposed in which the CauchyRiemann equationsare embedded in a second-order system of equations. The solutionof the original CauchyRiemann equations is then retrievedif appropriate additional boundary conditions are imposed onthe embedded system. This system is also shown to result froma least-squares formulation of the first-order equations. 相似文献
6.
OVERSTREET GEORGE A. JR; BREDLEY EDWIN L. JR 《IMA Journal of Management Mathematics》1996,7(4):291-311
Although credit-scoring models represent a widely used managerialaid for large financial intermediaries, the vast majority ofU.S. credit unionsrelatively small cooperatively ownedretail intermediaries, constrained by sample and funding limitationshaveyet to adopt such techniques. Lovie & Lovie (1986) havetheorized that the flat-maximum effect or curve of insensitivityassociated with linear scoring models could be advantageousin areas of applied prediction such as credit scoring. In thiscontext, we reported the relative predictive power of genericcredit-scoring models versus customized models in an earlierpaper (Overstreet et al. 1992). Unfortunately, these findingswere not readily adaptable to the credit-union industry dueto a dated sample with incomplete credit-bureau information.Consequently, from 1988 to 1991, we gathered a refined databasefrom which to further develop and field-test generic scoringmodels in the credit-union environment. The results reportedherein not only confirm, but amplify, the relative predictivepower of such models found earlier. Relative costs and benefitsof generic versus customized models are modelled for a representativecredit union. Future research directions are set forth in theconclusions. 相似文献
7.
Reimbursement systems and regional inpatient allocation: a non-linear optimisation model 总被引:1,自引:0,他引:1
Rauner Marion S.; Schneider Georg; Heidenberger Kurt 《IMA Journal of Management Mathematics》2005,16(3):217-237
** Email: marion.rauner{at}univie.ac.at*** Email: georg.schneider{at}univie.ac.at**** Email: kurt.heidenberger{at}univie.ac.at This study presents a non-linear optimisation model for investigatingthe optimal allocation of both budgets and inpatients with differenttreatments among hospitals within a geographic region such asVienna. The objective function maximises the overall qualityof treatment provided by regional hospitals. We compare theeffects of two different reimbursement systemsfixed versusvariable budgetson optimal allocation strategies. Thecombination of modelling ideas from hospital location-allocationmodels and economic models to solve such a problem is new accordingto the literature. We found that fixed budgets outperformedvariable budgets as fewer Euros had to be invested for an incrementalunit of quality of care provided in most of the policy scenariosanalysed. Regional demand and supply patterns for differenttreatments affect the decision makers' choice of the most suitablereimbursement system. In our illustrative example, two hospitalsappeared inefficient regardless of the reimbursement system.Vienna policy makers are currently considering restructuringthese hospitals. They plan to merge one with nearby hospitalsand transform the other into a nursing home. 相似文献
8.
We prove that a family of methods for the numerical solutionof the Kortewegde Vries equation is convergent. Thisfamily includes as particular cases some known finite differenceand finite element schemes. It is also found that the stabilityproperties of the methods vary significantly with the treatmentof the non-linear term.
On leave from Shanghai University of Science and Technology,Shanghai, China. 相似文献
9.
The credit scoring is a risk evaluation task considered as a critical decision for financial institutions in order to avoid wrong decision that may result in huge amount of losses. Classification models are one of the most widely used groups of data mining approaches that greatly help decision makers and managers to reduce their credit risk of granting credits to customers instead of intuitive experience or portfolio management. Accuracy is one of the most important criteria in order to choose a credit‐scoring model; and hence, the researches directed at improving upon the effectiveness of credit scoring models have never been stopped. In this article, a hybrid binary classification model, namely FMLP, is proposed for credit scoring, based on the basic concepts of fuzzy logic and artificial neural networks (ANNs). In the proposed model, instead of crisp weights and biases, used in traditional multilayer perceptrons (MLPs), fuzzy numbers are used in order to better model of the uncertainties and complexities in financial data sets. Empirical results of three well‐known benchmark credit data sets indicate that hybrid proposed model outperforms its component and also other those classification models such as support vector machines (SVMs), K‐nearest neighbor (KNN), quadratic discriminant analysis (QDA), and linear discriminant analysis (LDA). Therefore, it can be concluded that the proposed model can be an appropriate alternative tool for financial binary classification problems, especially in high uncertainty conditions. © 2013 Wiley Periodicals, Inc. Complexity 18: 46–57, 2013 相似文献
10.
We study portfolio credit risk management using factor models, with a focus on optimal portfolio selection based on the tradeoff
of expected return and credit risk. We begin with a discussion of factor models and their known analytic properties, paying
particular attention to the asymptotic limit of a large, finely grained portfolio. We recall prior results on the convergence
of risk measures in this “large portfolio approximation” which are important for credit risk optimization. We then show how
the results on the large portfolio approximation can be used to reduce significantly the computational effort required for
credit risk optimization. For example, when determining the fraction of capital to be assigned to particular ratings classes,
it is sufficient to solve the optimization problem for the large portfolio approximation, rather than for the actual portfolio.
This dramatically reduces the dimensionality of the problem, and the amount of computation required for its solution. Numerical
results illustrating the application of this principle are also presented.
JEL Classification G11 相似文献