the main idea of this paper is to study the dependence between the probability of default and the recovery rate on credit portfolio and to seek empirically this relationship. we examine the dependence between pd and rr by theoretical approach. for the empirically methodology, we use the bootstrapped quantile regression and the simultaneous quantile regression. these methods allow to determinate...

To realize the integration of process planning and scheduling (IPPS) in the manufacturing system, a particle swarm optimization (PSO) algorithm is utilized. Based on the general PSO (GPSO) model, one GPSO algorithm is projected to solve IPPS. In GPSO, crossover and mutation operations of genetic algorithm are respectively used for particles to exchange information and search randomly, and tabu ...

A non-perturbative random-matrix theory is applied to the transmission of a monochromatic scalar wave through a disordered waveguide. The probability distributions of the transmittances Tmn and Tn = ∑ m Tmn of an incident mode n are calculated in the thick-waveguide limit, for broken time-reversal symmetry. A crossover occurs from Rayleigh or Gaussian statistics in the diffusive regime to logno...

Sharing methods promote the formation and maintenance of stable subpopulations or niches in genetic algorithms. This paper derives, for various models of sharing, lower bounds on the population size required to maintain, with probability , a xed number of niches. The rst model assumes all niches are equivalent with respect to tness and that crossover is minimally disruptive. The next two models...

Facility Layout Problem (FLP) is logic based combinatorial optimization problem. It is a meta-heuristic solution approach that gained significant attention to obtained optimal facility layout. This paper examines the convergence analysis by changing the crossover and mutation probability in an optimal facility layout. This algorithm is based on appropriate techniques that include multipoint swa...

In this research, the optimal design of corrugated bulkheads being used in ship structures is explored by means state-of-theart genetic algorithms. The influences parameters, such as population sizes, crossover probability and mutation probability, on are carefully examined. An objective function defined for cost materials labors to be minimized attain least panel production. obtained values ea...

The survival probability, S N (t), of a diiusing prey (\lamb") in the proximity of N diiusing predators (a \pride of lions") in one dimension is investigated. When the lions are all to one side of the lamb, the survival probability decays as a non-universal power law, S N (t) / t ? N , with the decay exponent N proportional to ln N. The crossover behavior as a function of the relative diiusivit...

The survival probability, S N (t), of a diffusing prey (" lamb ") in the proximity of N diffusing predators (a " pride of lions ") in one dimension is investigated. When the lions are all to one side of the lamb, the survival probability decays as a non-universal power law, S N (t) ∝ t −β N , with the decay exponent β N proportional to ln N. The crossover behavior as a function of the relative ...

The survival probability, SN(t), of a diffusing prey (‘lamb’) in the proximity of N diffusing predators (a ‘pride of lions’) in one dimension is investigated. When the lions are all to one side of the lamb, the survival probability decays as a non-universal power law, SN(t) ∝ t−βN , with the decay exponent βN proportional to ln N . The crossover behaviour as a function of the relative diffusivi...

Evolutionary and genetic algorithms (EAs and GAs) are quite successful randomized function optimizers. This success is mainly based on the interaction of different operators like selection, mutation, and crossover. Since this interaction is still not well understood, one is interested in the analysis of the single operators. Jansen and Wegener (2001a) have described so-called real royal road fu...