Search Results - subject:"ALGORITHMS"

Genetic Algorithms in Portfolio Optimization

Chi-Cheong - Society for Computational Economics - SCE - 2001

-off should be made between the performance and the computational time. Hence, we use Genetic Algorithms (GA) as our self … of other search algorithms, GA is less problem-dependent while the others like Tabu Search is systematic and strategic … towards the problem. In comparison of other local search algorithms, GA reassures a higher chance of reaching a global optimum …

Persistent link: https://www.econbiz.de/10005706718

Studying Real Options with Genetic Algorithms

Balmann, Alfons; Musshoff, Oliver - Society for Computational Economics - SCE - 2001

paper is to present and to discuss genetic algorithms (GA) as an alternative to analytical approaches for studying real …

Persistent link: https://www.econbiz.de/10005706742

Complex dynamics and adaptive fuzzy rule-based expectations - economic simulations with GENEFER

Kooths, Stefan; Ringhut, Eric - Society for Computational Economics - SCE - 2001

On last yearÌs conference in Barcelona the authors presented an innovative expectation formation hypothesis. The assumption of fully rational agents is rejected and replaced by a bounded rationality approach that is modelled by means of a fuzzy rule-base. These rules as well as their components...

Persistent link: https://www.econbiz.de/10005706748

The Ecology of Cooperation

Hoffmann, Robert - In: Theory and Decision 50 (2001) 2, pp. 101-118

Persistent link: https://www.econbiz.de/10005709924

Connecting adaptive behaviour and expectations in models of innovation: The Potential Role of Artificial Neural Networks

Yildizoglu, Murat - Groupe de Recherche en Économie Théorique et … - 2001

In this methodological work I explore the possibility of explicitly modelling expec-tations conditioning the R&D decisions of firms. In order to isolate this problem from the controversies of cognitive science, I propose a black box strategy through the concept of internal model . The last part...

Persistent link: https://www.econbiz.de/10005133009

Supplement to the Paper "Interative plug-in algorithms for SEMIFAR models - definition, convergence and asymptotic properties": Detailed Simulation Results

Beran, Jan; Yuanhua.Feng - Zentrum für Finanzen und Ökonometrie, Fachbereich … - 2001

This paper is written as a supplement to our paper Iterative plug-in algorithms for SEMIFAR models …

Persistent link: https://www.econbiz.de/10005146738

Evolutionary Learning in the Ultimatum Game

Riechmann, Thomas - Society for Computational Economics - SCE - 2001

The ultimatum game is (in)famous for its `anomalies': The outcomes of laboratory experiments are very different from the results generated by traditional game theory. This paper aims to find to what extent these discrepancies between theory and experiments can be explained by the effects of...

Persistent link: https://www.econbiz.de/10005345615

List scheduling algorithms to minimize the makespan on identical parallel machines

Mokotoff, Ethel; Jimeno, José; Gutiérrez, Ana - In: TOP: An Official Journal of the Spanish Society of … 9 (2001) 2, pp. 243-269

Persistent link: https://www.econbiz.de/10005155642

Solving the Cell Suppression Problem on Tabular Data with Linear Constraints

Fischetti, Matteo; Salazar, Juan José - In: Management Science 47 (2001) 7, pp. 1008-1027

Cell suppression is a widely used technique for protecting sensitive information in statistical data presented in tabular form. Previous works on the subject mainly concentrate on 2- and 3-dimensional tables whose entries are subject to marginal totals. In this paper we address the problem of...

Persistent link: https://www.econbiz.de/10009197381

Scheduling and Reliable Lead-Time Quotation for Orders with Availability Intervals and Lead-Time Sensitive Revenues

Keskinocak, Pinar; Ravi, R.; Tayur, Sridhar - In: Management Science 47 (2001) 2, pp. 264-279

Motivated by applications in the manufacturing and service industries, we consider two models for coordinating scheduling with lead-time quotation: a basic model with a single customer type, and an enhanced model where an additional second customer type expects immediate service or production....

Persistent link: https://www.econbiz.de/10009197574