//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"HAL"
~institution:"Society for Computational Economics - SCE"
~source:"repec"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"algorithm"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Genetic Algorithm
6
genetic algorithm
5
Operational risk
4
algorithm
3
Artificial Neural Network
2
Credit derivatives
2
Expectation Maximization algorithm
2
Fokker-Planck equation
2
Hill estimate
2
Interacting particle systems
2
Kernel
2
Learning
2
Loss modelling
2
Martingale problem
2
Monte Carlo simulations
2
Monte-Carlo Algorithm
2
Nelder-Mead algorithm
2
On-line algorithm
2
Panjer algorithm
2
Picklands estimate
2
Stochastic local intensity model
2
VaR
2
Variance option
2
bounded rationality
2
competitivity ratio
2
complex adaptive system
2
convolution
2
dynamic optimization
2
endogenous money
2
genetic algorithms
2
gradient projection algorithm
2
income distribution
2
learning
2
model-free price bound
2
numerical analysis
2
numerical integration
2
option pricing
2
pricing
2
quasivariational inequality
2
stochastic control
2
more ...
less ...
Online availability
All
Free
25
Type of publication
All
Book / Working Paper
43
Language
All
Undetermined
34
English
7
French
2
Author
All
Guegan, Dominique
4
Hassani, Bertrand
4
Georges, Christophre
3
Hayward, Serge
3
Rustem, Berc
3
Alfonsi, Aurélien
2
Bonnans, J. Frederic
2
Demange, Marc
2
Kouakou, Bernard
2
Labart, Céline
2
Lelong, Jérôme
2
Naud, Cédric
2
Noguchi, Tetsuya
2
Seppecher, Pascal
2
Soutif, Eric
2
Tan, Xiaolu
2
Trotignon, Nicolas
2
Balinski, Michel
1
Bragt, D.D.B. van
1
Bulla, Ingo
1
Contini, Dalit
1
Cottrell, Marie
1
Demange, Gabrielle
1
Derhy, Nicolas
1
Diedrich, Martin E.
1
Dmitriev, Alexandre
1
Gaubert, Patrice
1
Goutte, Stéphane
1
Gulpinar, Nalan
1
Hawkins, Richard E.
1
Hoffmann, Robert
1
Judd, Ken
1
Klimm, Max
1
Kutschinski, E.
1
Laruelle, Sophie
1
Lehalle, Charles-Albert
1
Louargant, Christine
1
Maffray, Frédéric
1
Moreno, David
1
Muroi, Yoshifumi
1
more ...
less ...
Institution
All
HAL
Society for Computational Economics - SCE
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
57
Tilburg University, Center for Economic Research
27
Tinbergen Instituut
18
Université Paris-Dauphine (Paris IX)
18
EconWPA
17
Faculteit Toegepaste Economische Wetenschappen, Universiteit Antwerpen
14
Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
13
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
12
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
11
Tinbergen Institute
11
Cowles Foundation for Research in Economics, Yale University
9
Department of Econometrics and Business Statistics, Monash Business School
9
Erasmus University Rotterdam, Econometric Institute
9
Department of Economics, Iowa State University
8
London School of Economics (LSE)
8
School of Economics and Management, University of Aarhus
8
Department of Economics, Oxford University
7
Dipartimento di Ingegneria Informatica, Automatica e Gestionale "Antonio Ruberti", Facoltà di Ingegneria dell'Informazione Informatica e Statistica
6
Facoltà di Economia, Università degli Studi dell'Insubria
6
School of Economics, Singapore Management University
6
Agricultural and Applied Economics Association - AAEA
5
Department of Economics, University of Connecticut
5
Economics Group, Nuffield College, University of Oxford
5
Finance Discipline Group, Business School
5
Santa Fe Institute
5
Tilburg University, School of Economics and Management
5
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
4
Centre for Economic Research, School of Economics and Management Studies
4
Centro de Estudios Andaluces, Government of Andalusia
4
Département de Sciences Économiques, Université de Montréal
4
Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
4
Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam
4
Institute for the Study of Labor (IZA)
4
Maison des Sciences Économiques, Université Paris 1 (Panthéon-Sorbonne)
4
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
4
Berkeley Electronic Press
3
CESifo
3
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
3
more ...
less ...
Published in...
All
Post-Print / HAL
14
Computing in Economics and Finance 2006
9
Computing in Economics and Finance 2002
6
Working Papers / HAL
5
Computing in Economics and Finance 2001
4
Computing in Economics and Finance 2003
2
Computing in Economics and Finance 2004
2
Computing in Economics and Finance 2005
1
more ...
less ...
Source
All
RePEc
Showing
1
-
10
of
43
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Stochastic Local Intensity Loss Models with Interacting Particle Systems
Alfonsi, Aurélien
;
Labart, Céline
;
Lelong, Jérôme
-
HAL
-
2014
-Carlo
algorithm
for standard SDEs. …
Persistent link: https://www.econbiz.de/10010820873
Saved in:
2
Stochastic Local Intensity Loss Models with Interacting Particle Systems
Alfonsi, Aurélien
;
Labart, Céline
;
Lelong, Jérôme
-
HAL
-
2013
-Carlo
algorithm
for standard SDEs. …
Persistent link: https://www.econbiz.de/10010607937
Saved in:
3
A model-free no-arbitrage price bound for variance options
Bonnans, J. Frederic
;
Tan, Xiaolu
-
HAL
-
2013
computation on a bounded domain. Then we propose a gradient projection
algorithm
together with a finite difference scheme to …
Persistent link: https://www.econbiz.de/10010898722
Saved in:
4
Algorithms for square-3PC(.,.)-free Berge graphs
Maffray, Frédéric
;
Trotignon, Nicolas
;
Vuskovic, Kristina
-
HAL
-
2006
generalizes claw-free Berge graphs and square-free Berge graphs. We give a combinatorial
algorithm
of complexity O(n7) to find a …
Persistent link: https://www.econbiz.de/10010750806
Saved in:
5
Conditional Markov regime switching model applied to economic modelling.
Goutte, Stéphane
-
HAL
-
2012
construction, we extend the classical Expectation- Maximization (EM)
algorithm
to be applied to our regime switching model. We …
Persistent link: https://www.econbiz.de/10010821432
Saved in:
6
Entreprises adaptatives, détermination des prix et répartition du revenu dans un modèle macroéconomique multi-agents avec monnaie endogène
Seppecher, Pascal
-
HAL
-
2012
Ce papier présente un modèle macroéconomique qui associe étroitement théorie de la monnaie endogène et approche multi-agents. C'est un modèle décentralisé, peuplé d'agents multiples, hétérogènes, autonomes et concurrents qui interagissent simultanément dans les sphères réelle et...
Persistent link: https://www.econbiz.de/10008792906
Saved in:
7
A model-free no-arbitrage price bound for variance options
Bonnans, J. Frederic
;
Tan, Xiaolu
-
HAL
-
2011
computation on a bounded domain. Then we propose a gradient projection
algorithm
together with a finite difference scheme to …
Persistent link: https://www.econbiz.de/10009325715
Saved in:
8
An efficient threshold choice for operational risk capital computation
Guegan, Dominique
;
Hassani, Bertrand
;
Naud, Cédric
-
HAL
-
2011
Peak-over-threshold method to fit the GPD and the EM
algorithm
to estimate the lognormal distribution parameters. Through …
Persistent link: https://www.econbiz.de/10011025542
Saved in:
9
Stratégies évolutionnaires dans un modèle macroéconomique dynamique et complexe peuplé d'agents hétérogènes, autonomes et concurrents
Seppecher, Pascal
-
HAL
-
2010
Suivant la feuille de route tracée par Joan Robinson, nous avons construit un modèle d'économie monétaire de production avec monnaie endogène, peuplé d'agents hétérogènes, autonomes et concurrents. Dans ce papier, on se propose de relâcher l'hypothèse d'entreprises orientées vers la...
Persistent link: https://www.econbiz.de/10008792101
Saved in:
10
An efficient threshold choice for operational risk capital computation
Guegan, Dominique
;
Hassani, Bertrand
;
Naud, Cédric
-
HAL
-
2010
approximated using a Bootstrap method and the EM
algorithm
is used to estimate the parameters of the distribution fitted below the …
Persistent link: https://www.econbiz.de/10010635033
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->