Search Results - subject:"Algorithms"

Feedback Approximation of the Stochastic Growth Model by Genetic Neural Networks

Sirakaya, S.; Turnovsky, Stephen; Alemdar, M. - In: Computational Economics 27 (2006) 2, pp. 185-206

Persistent link: https://www.econbiz.de/10005701720

Computational aspects of minimizing conditional value-at-risk

Künzi-Bay, Alexandra; Mayer, János - In: Computational Management Science 3 (2006) 1, pp. 3-27

We consider optimization problems for minimizing conditional value-at-risk (CVaR) from a computational point of view, with an emphasis on financial applications. As a general solution approach, we suggest to reformulate these CVaR optimization problems as two-stage recourse problems of...

Persistent link: https://www.econbiz.de/10005147280

ML Estimators for SEM-GARCH Models: Relative Performance of Different Computational Algorithms

Kabili, Andi; Krishnakumar, Jaya - Society for Computational Economics - SCE - 2006

GARCH errors to compute the corresponding ML estimators. We compare different gradient algorithms in a simulation framework …

Persistent link: https://www.econbiz.de/10005342868

A graph approach to generate all possible subset regression models

Gatu, Cristian; Yanev, Petko; Kontoghiorghes, Erricos J. - Society for Computational Economics - SCE - 2006

A regression graph which can be employed to enumerate and evaluate all possible subset regression models is introduced. The graph can be seen as a generalization of a previously introduced regression tree. Specifically, the regression tree describes a non-unique shortest path for traversing the...

Persistent link: https://www.econbiz.de/10005342976

Construction scheduling using multi-constraint and genetic algorithms approach

Dawood, Nashwan; Sriprasert, Eknarin - In: Construction Management and Economics 24 (2006) 1, pp. 19-30

Reliable construction schedules are important for effective co-ordination across the supply chain and various trades at the construction work face. Reliability of construction schedules can be enhanced and improved through satisfying all potential constraints prior to execution on site....

Persistent link: https://www.econbiz.de/10005268992

Extended morphometric analysis of neuronal cells with Minkowski valuations

Beisbart, C.; Barbosa, M. S.; Wagner, H.; Costa, L. da F. - In: The European Physical Journal B - Condensed Matter and … 52 (2006) 4, pp. 531-546

Minkowski valuations provide a systematic framework for quantifying different aspects of morphology. In this paper we apply vector- and tensor-valued Minkowski valuations to neuronal cells from the cat's retina in order to describe their morphological structure in a comprehensive way. We...

Persistent link: https://www.econbiz.de/10009281905

Statistical theory of spectra: statistical moments as descriptors in the theory of molecular similarity

Bielińska-Wąż, D.; Wąż, P.; Basak, S. C. - In: The European Physical Journal B - Condensed Matter and … 50 (2006) 1, pp. 333-338

Statistical moments of the intensity distributions are used as molecular descriptors. They are used as a basis for defining similarity distances between two model spectra. Parameters which carry the information derived from the comparison of shapes of the spectra and are related to the number of...

Persistent link: https://www.econbiz.de/10009281963

The significant digit law: a paradigm of statistical scale symmetries

Pocheau, A. - In: The European Physical Journal B - Condensed Matter and … 49 (2006) 4, pp. 491-511

In many different topics, the most significant digits of data series display a non-uniform distribution which points to an equiprobability of logarithms. This surprising ubiquitous property, known as the significant digit law, is shown here to follow from two similar, albeit different, scale...

Persistent link: https://www.econbiz.de/10009282548

A Bootstrap Method for Identifying and Evaluating a Structural Vector Autoregression

Hoover, Kevin; Demiralp, Selva; Perez, Stephen J. - Economics Department, University of California-Davis - 2006

Graph-theoretic methods of causal search based in the ideas of Pearl (2000), Spirtes, Glymour, and Scheines (2000), and others have been applied by a number of researchers to economic data, particularly by Swanson and Granger (1997) to the problem of finding a data-based contemporaneous causal...

Persistent link: https://www.econbiz.de/10008620478

An artificial intelligence approach to portfolio selection and management

Abdelazim, Hazem Y.; Wahba, Khaled - In: International Journal of Financial Services Management 1 (2006) 2/3, pp. 243-254

quantitative and systematic method to construct an optimal portfolio. The genetic algorithms technique (GAs) is one of the AI … markets the generated optimal portfolio based on genetic algorithms was able to provide higher risk adjusted returns than the … represented by genetic algorithms and neural networks in active portfolio selection and management. …

Persistent link: https://www.econbiz.de/10010668720