Search Results - subject:"Algorithms"

Multinomial goodness-of-fit: Large-sample tests with survey design correction and exact tests for small samples

Jann, Ben - In: Stata Journal 8 (2008) 2, pp. 147-169

I introduce the new mgof command to compute distributional tests for discrete (categorical, multinomial) variables. The command supports large-sample tests for complex survey designs and exact tests for small samples as well as classic large-sample Chi^2-approximation tests based on Pearson’s...

Persistent link: https://www.econbiz.de/10005583244

Multinomial goodness-of-fit: large sample tests with survey design correction and exact tests for small samples

Jann, Ben - ETH Zurich, Chair of Sociology - 2008

A new Stata command called -mgof- is introduced. The command is used to compute distributional tests for discrete (categorical, multinomial) variables. Apart from classic large sample $\chi^2$-approximation tests based on Pearson's $X^2$, the likelihood ratio, or any other statistic from the...

Persistent link: https://www.econbiz.de/10005635078

Simulating Sequential Search Models with Genetic Algorithms: Analysis of Price Ceilings, Taxes, Advertising and Welfare

McCarthy, Ian - Center for Applied Economics and Policy Research … - 2008

CAEPR Working Paper #2008-010 Simulating Sequential Search Models with Genetic Algorithms …. Simulating Sequential Search Models with Genetic Algorithms: Analysis of Price Ceilings, Taxes, Advertising and Welfare Ian …; Advertising; Price Ceilings; Taxes; Welfare; Genetic Algorithms; Evo- lutionary Games 1 Introduction Taxes, price ceilings and …

Persistent link: https://www.econbiz.de/10005727850

A new algorithm for the 2-period Balanced Traveling Salesman Problem in Euclidean graphs

Bassetto, Tatiana; Mason, Francesco - Dipartimento di Matematica Applicata, Università Ca' … - 2008

In a previous paper, we proposed two heuristic algorithms for the euclidean 2-period Balanced Travelling Salesman … algorithm is presented which overcomes some inadequacy of the algorithm A2 we proposed in the previous paper. The new algorithm’s …

Persistent link: https://www.econbiz.de/10005756569

New perspectives on realism, tractability, and complexity in economics

Smith, Peter - Volkswirtschaftliche Fakultät, … - 2008

Fuzzy logic and genetic algorithms are used to rework more realistic (and more complex) models of competitive markets …

Persistent link: https://www.econbiz.de/10005836597

Including Item Characteristics in the Probabilistic Latent Semantic Analysis Model for Collaborative Filtering

Kagie, M.; Loos, M.J.H.M. van der; Wezel, M.C. van - Erasmus Research Institute of Management (ERIM), ERIM … - 2008

We propose a new hybrid recommender system that combines some advantages of collaborative and content-based recommender systems. While it uses ratings data of all users, as do collaborative recommender systems, it is also able to recommend new items and provide an explanation of its...

Persistent link: https://www.econbiz.de/10005288679

Stochastic Optimization in Econometric Models – A Comparison of GA, SA and RSG

Agapie, Adriana - Institutul de Prognoza Economica, Institutul National … - 2008

algorithms is better than using classical gradient techniques. In addition, we showed that the Repetitive Stochastic … Guesstimation (RSG) algorithm –invented by Charemza-is closer to Simulated Annealing (SA) than to Genetic Algorithms (GAs), so we … produced hybrids between RSG and SA to study their joint behavior. The evaluation of all algorithms involved was performed on a …

Persistent link: https://www.econbiz.de/10005248482

The Devil is in the Detail: Hints for Practical Optimisation

Christensen, T M; Hurn, A S; Lindsay, K A - National Centre for Econometric Research (NCER) - 2008

Finding the minimum of an objective function, such as a least squares or negative log-likelihood function, with respect to the unknown model parameters is a problem often encountered in econometrics. Consequently, students of econometrics and applied econometricians are usually well-grounded in...

Persistent link: https://www.econbiz.de/10005181673

RFreak-An R-package for evolutionary computation

Nunkesser, Robin - Institut für Wirtschafts- und Sozialstatistik, … - 2008

RFreak is an R package providing a framework for evolutionary computation. By enwrapping the functionality of an evolutionary algorithm kit written in Java, it offers an easy way to do evolutionary computation in R. In addition, application examples where an evolutionary approach is promising in...

Persistent link: https://www.econbiz.de/10009219795

Evolutionary algorithms for robust methods

Nunkesser, Robin; Morell, Oliver - Institut für Wirtschafts- und Sozialstatistik, … - 2008

A drawback of robust statistical techniques is the increased computational effort often needed compared to non robust methods. Robust estimators possessing the exact fit property, for example, are NP-hard to compute. This means thatunder the widely believed assumption that the computational...

Persistent link: https://www.econbiz.de/10009219801