Search Results - subject:"Algorithms."

Analysis of queueing networks with blocking

Balsamo, Simonetta; Nitto Personé, Vittoria de; … - 2001

Persistent link: https://www.econbiz.de/10004603795

On Genes, Insects, and Crystals: Determining Marginal Diversification Effects With Nature Based Algorithms

Keber, Christian; Maringer, Dietmar G. - Society for Computational Economics - SCE - 2001

securities. In this paper we present three algorithms to approach the underlying NP-hard problem of portfolio optimization with a … cardinality constraint. All three of these algorithms are based on evolutionary processes found in nature: Genetic Algorithms, Ant … Systems, and Simulated Annealing. We find that either of the algorithms is well suited to solve the problem. In addition, we …

Persistent link: https://www.econbiz.de/10005537757

Optimal Discretization of Continuous-Time Control Problems

Nedim M. Alemdar, Fehad Husseinov, Suheyla Ozyildirim - Society for Computational Economics - SCE - 2001

and numerically tested using genetic algorithms. …

Persistent link: https://www.econbiz.de/10005537765

Dynamic Voluntary Contribution to a Public Good:Learning to be a Free Rider

Clemens, Christiane; Riechmann, Thomas - Society for Computational Economics - SCE - 2001

This paper explores the question whether boundedly rational agents learn to behave optimally when asked to voluntarily contribute to a public good. The decision process of individuals is described by an Evolutionary Algorithm. We find that the contribution level converges towards the Nash...

Persistent link: https://www.econbiz.de/10005537778

A Presentation of Genetic Algorithms and Their Applications in Economics (in French)

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

We present the basic mechanisms of Genetic Algorithms and some significant applications of these algorithms in …

Persistent link: https://www.econbiz.de/10005545379

Using genetic algorithms to select architecture of a feedforward artificial neural network

Arifovic, Jasmina; Gençay, Ramazan - In: Physica A: Statistical Mechanics and its Applications 289 (2001) 3, pp. 574-594

This paper proposes a model selection methodology for feedforward network models based on the genetic algorithms and …

Persistent link: https://www.econbiz.de/10010873382

On the solution of mathematical programming problems with equilibrium constraints

Andreani, Roberto; Martı´nez, José Mario - In: Computational Statistics 54 (2001) 3, pp. 345-358

optimality conditions. In principle, this can cause serious difficulties for nonlinear programming algorithms applied to MPEC … programming. This is the reason why, in general, nonlinear programming algorithms are successful when applied to MPEC. Copyright …

Persistent link: https://www.econbiz.de/10010847502

Identifying non-active restrictions in convex quadratic programming

Recht, Peter - In: Computational Statistics 54 (2001) 1, pp. 53-61

Convex quadratic programming (QP) is of reviving interest in the last few years, since in connection with interior point methods Sequential Quadratic Programming (SQP) has been assessed as a powerful algorithmic scheme for solving nonlinear constraint optimization problems. In this paper we...

Persistent link: https://www.econbiz.de/10010848015

On the solution of mathematical programming problems with equilibrium constraints

Andreani, Roberto; Martı´nez, José Mario - In: Mathematical Methods of Operations Research 54 (2001) 3, pp. 345-358

Persistent link: https://www.econbiz.de/10010999548

Identifying non-active restrictions in convex quadratic programming

Recht, Peter - In: Mathematical Methods of Operations Research 54 (2001) 1, pp. 53-61

Persistent link: https://www.econbiz.de/10011000012