logical analysis of data

Optimization for Simulation: LAD Accelerator

  • Miguel A. Lejeune
  • François Margot
    • Categories Data-Mining, Optimization of Simulated Systems, Stochastic Approaches Tags , ,

    The goal of this paper is to address the problem of evaluating the performance of a system running under unknown values for its stochastic parameters. A new approach called LAD for Simulation, based on simulation and classification software, is presented. It uses a number of simulations with very few replications and records the mean value … Read more

    REVERSE-ENGINEERING COUNTRY RISK RATINGS: COMBINATORIAL NON-RECURSIVE MODEL

  • Peter L. Hammer
  • Alexander Kogan
  • Miguel A. Lejeune
    • Categories Combinatorial Optimization, Data-Mining, Finance and Economics Tags , , , ,

    The central objective of this paper is to develop a transparent, consistent, self-contained, and stable country risk rating model, closely approximating the country risk ratings provided by Standard and Poor’s (S&P). The models should be non-recursive, i.e., they should not rely on the previous years’ S&P ratings. The selected set of variables includes not only … Read more