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A new Approximate Bayesian Computation (ABC) algorithm for Bayesian updating of model parameters is proposed in this paper, which combines the ABC principles with the technique of Subset Simulation for efficient rare-event simulation, first…

Computation · Statistics 2014-04-25 Manuel Chiachio , James L. Beck , Juan Chiachio , Guillermo Rus

This paper proposes an effective method for estimating the parameters of double-cage induction motors by using Artificial Bee Colony (ABC) algorithm. For this purpose the unknown parameters in the electrical model of asynchronous machine…

Systems and Control · Computer Science 2014-02-19 Mohammad Jamadi , Farshad Merrikh-Bayat

Memetic computation (MC) has emerged recently as a new paradigm of efficient algorithms for solving the hardest optimization problems. On the other hand, artificial bees colony (ABC) algorithms demonstrate good performances when solving…

Neural and Evolutionary Computing · Computer Science 2016-11-17 Iztok Fister , Iztok Fister , Janez Brest , Viljem Žumer

Approximate Bayesian computation methods can be used to evaluate posterior distributions without having to calculate likelihoods. In this paper we discuss and apply an approximate Bayesian computation (ABC) method based on sequential Monte…

Computation · Statistics 2009-01-15 Tina Toni , David Welch , Natalja Strelkowa , Andreas Ipsen , Michael P. H. Stumpf

This paper illustrates successful implementation of three evolutionary algorithms, namely- Particle Swarm Optimization(PSO), Artificial Bee Colony (ABC) and Bacterial Foraging Optimization (BFO) algorithms to economic load dispatch problem…

Neural and Evolutionary Computing · Computer Science 2015-09-23 Anant Baijal , Vikram Singh Chauhan , T. Jayabarathi

Ant Colony System (ACS) is a distributed (agent- based) algorithm which has been widely studied on the Symmetric Travelling Salesman Problem (TSP). The optimum parameters for this algorithm have to be found by trial and error. We use a…

Optimization and Control · Mathematics 2018-03-23 D Gómez-Cabrero , D. N. Ranasinghe

In this paper we propose a network aware approach for routing in graded network using Artificial Bee Colony (ABC) algorithm. ABC has been used as a good search process for optimality exploitation and exploration. The paper shows how ABC…

Networking and Internet Architecture · Computer Science 2014-08-06 Kavitha Sooda , T. R. Gopalakrishnan Nair

In order to make good investment decisions, it is vitally important for an investor to know how to make good analysis of financial time series. Within this context, studies on the forecast of the values and trends of stock prices have…

Statistical Finance · Quantitative Finance 2021-08-24 Gabriel de Oliveira Guedes Nogueira , Marcel Otoboni de Lima

This paper aims to make a mark in the future of sustainable robotics, where efficient algorithms are required to carry out tasks like environmental monitoring and precision agriculture efficiently. We proposed a hybrid algorithm that…

Optimization and Control · Mathematics 2024-11-26 Sai Krishna Reddy Sathi

Support Vector Regression (SVR) has achieved high performance on forecasting future behavior of random systems. However, the performance of SVR models highly depends upon the appropriate choice of SVR parameters. In this study, a novel…

Machine Learning · Computer Science 2019-05-29 Mohammadreza Ghanbari , Hamidreza Arian

Approximate Bayesian Computation (ABC) is a framework for performing likelihood-free posterior inference for simulation models. Stochastic Variational inference (SVI) is an appealing alternative to the inefficient sampling approaches…

Machine Learning · Statistics 2016-06-29 Alexander Moreno , Tameem Adel , Edward Meeds , James M. Rehg , Max Welling

A number of optimal decision problems with uncertainty can be formulated into a stochastic optimal control framework. The Least-Squares Monte Carlo (LSMC) algorithm is a popular numerical method to approach solutions of such stochastic…

Computational Finance · Quantitative Finance 2019-01-23 Zhiyi Shen , Chengguo Weng

The evaluation of the financial markets to predict their behaviour have been attempted using a number of approaches, to make smart and profitable investment decisions. Owing to the highly non-linear trends and inter-dependencies, it is…

Statistical Finance · Quantitative Finance 2022-08-02 Shaswat Mohanty , Anirudh Vijay , Nandagopan Gopakumar

Approximate Bayesian computation (ABC) methods are standard tools for inferring parameters of complex models when the likelihood function is analytically intractable. A popular approach to improving the poor acceptance rate of the basic…

Methodology · Statistics 2025-01-27 Henri Pesonen , Jukka Corander

Approximate Bayes Computations (ABC) are used for parameter inference when the likelihood function of the model is expensive to evaluate but relatively cheap to sample from. In particle ABC, an ensemble of particles in the product space of…

Computation · Statistics 2016-04-15 Carlo Albert , Hans R. Kuensch , Andreas Scheidegger

Approximate Bayesian computation (ABC) is a powerful and elegant framework for performing inference in simulation-based models. However, due to the difficulty in scaling likelihood estimates, ABC remains useful for relatively…

Machine Learning · Statistics 2015-03-09 Edward Meeds , Robert Leenders , Max Welling

Modeling the behavior of stock price data has always been one of the challengeous applications of Artificial Intelligence (AI) and Machine Learning (ML) due to its high complexity and dependence on various conditions. Recent studies show…

Applications · Statistics 2025-01-14 Xinyuan Song

Approximate Bayesian Computation (ABC) has gained popularity as a method for conducting inference and forecasting in complex models, most notably those which are intractable in some sense. In this paper we use ABC to produce probabilistic…

Methodology · Statistics 2023-11-03 Chaya Weerasinghe , Ruben Loaiza-Maya , Gael M. Martin , David T. Frazier

The investment on the stock market is prone to be affected by the Internet. For the purpose of improving the prediction accuracy, we propose a multi-task stock prediction model that not only considers the stock correlations but also…

Machine Learning · Computer Science 2018-05-22 Jieyun Huang , Yunjia Zhang , Jialai Zhang , Xi Zhang

Due to the rapid increase of air cargo and postal transport volume, an efficient automated multi-dimensional warehouse with elevating transfer vehicles (ETVs) should be established and an effective scheduling strategy should be designed for…

Optimization and Control · Mathematics 2022-07-26 Haiquan Wang , Menghao Su , Ran Zhao , Xiaobin Xu , Hans-Dietrich Haasis , Jianhua Wei , Shengjun Wen , Yan Wang , Ping Liu , Hongjun Li