Search Results - subject:"ALGORITHMS"

Real-time simulation of power system stability using parallel digital signal processors

Lavoie, M.; Qué-Do, V.; Houle, J.L.; Davidson, J. - In: Mathematics and Computers in Simulation (MATCOM) 38 (1995) 4, pp. 283-292

block diagram implementation technique. Two algorithms applied to the solution of the network algebraic equations are …

Persistent link: https://www.econbiz.de/10010749565

Single-Facility Resource Allocation Under Capacity-Based Economies and Diseconomies of Scope

Mazzola, Joseph B.; Schantz, Robert H. - In: Management Science 41 (1995) 4, pp. 669-689

. We define tabu-search heuristics, as well as exact branch-and-bound algorithms for SCOPE and GENCAP. On the basis of …

Persistent link: https://www.econbiz.de/10009197312

The Modelling and Seasonal Adjustment of Weekly Observations - (Now published in 'Journal of Business and Economic Statistics', 15 (1997), pp.354-368.)

Harvey, Andrew C; Koopman, Siem Jan; Riani, Marco - Suntory and Toyota International Centres for Economics … - 1995

space filtering and smoothing algorithms. The method is illustrated with a Bank of England series on the money supply. …

Persistent link: https://www.econbiz.de/10010720244

Adaptive Learning in Stochastic Nonlinear Models When Shocks Follow a Markov Chain.

Honkapohja, Seppo; Mitra, Kaushik - Økonomisk Institut, Københavns Universitet

Local convergence results for adaptive learning of stochastic steady states in nonlinear models are extended to the case where the exogenous observable variables follow a ?nite Markov chain. The stability conditions for the corresponding nonstochastic model and its steady states yield...

Persistent link: https://www.econbiz.de/10005749574

Reverse Engineering Financial Markets with Majority and MinorityGames using Genetic Algorithms

WIESINGER, Judith; SORNETTE, Didier; SATINOVER, Jeffrey

Using virtual stock markets with artificial interacting software in- vestors, aka agent-based models (ABMs), we present a method to reverse engineer real-world financial time series. We model financial markets as made of a large number of interacting boundedly rational agents. By op- timizing...

Persistent link: https://www.econbiz.de/10008922903

Covering Relaxation for Positive 0-1 Polynomial Programs

Granot, Daniel; Granot, Frieda; Kallberg, Jerry - In: Management Science 25 (1979) 3, pp. 264-273

Granot and Hammer (Granot, F., P. L. Hammer. 1971. On the use of boolean functions in 0-1 programming. Operations Research, Statistics and Economic Mimeograph Series No. 70, Technion (August 1970). (Published in Methods of Oper. Res. 12 154-184); Granot, F., P. L. Hammer. 1975. On the role of...

Persistent link: https://www.econbiz.de/10009209396

The Complexity of Computing Equilibria

Papadimitriou, Christos - Elsevier

develops the necessary background and formalism from the theory of algorithms and complexity developed in computer science, in …

Persistent link: https://www.econbiz.de/10011255413

Simulation optimization by genetic search

Yunker, James M.; Tew, Jeffrey D. - In: Mathematics and Computers in Simulation (MATCOM) 37 (1994) 1, pp. 17-28

response surface method search uses the computer code of Dennis Smith. This research compares these three algorithms for …

Persistent link: https://www.econbiz.de/10010870305

High Performance Computing in Economics: SP1 for Macroeconomic Model Simulation.

Gilli, Manfred; Pauletto, Giorgio - Institut d'Economie et Econométrie, Université de Genève - 1994

Persistent link: https://www.econbiz.de/10010584337

Branching Rules for Satisfiabiblity.

Hooker, J.N.; Vinay, V. - Carnegie Mellon University, Tepper School of Business - 1994

Persistent link: https://www.econbiz.de/10005070190