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  • Search: subject:"Computational algorithm"
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Year of publication
Subject
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Computational algorithm 2 Anlageverhalten 1 Asset pricing 1 Autonomous electrical grid 1 Behavioural finance 1 Börsenkurs 1 CAPM 1 Financial economics 1 Iterative computational algorithm 1 Kapitalmarkttheorie 1 Meta-analysis 1 Mixtures 1 Nonparametric confidence intervals 1 Order statistics 1 Pooled order statistics 1 Record values 1 Securities trading 1 Share price 1 Technical minima 1 Thermal engine 1 Type-II right censored samples 1 Weights 1 Wertpapierhandel 1 Wind energy rejection 1 Wind potential 1 computational algorithm 1 dynamic optimization 1 evolutionary competition 1 heterogeneous beliefs 1 numerical analysis 1 option pricing 1 quasivariational inequality 1 short-selling constraints 1 stochastic control 1 transaction costs 1
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Online availability
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Free 2 Undetermined 2
Type of publication
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Article 3 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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Undetermined 3 English 1
Author
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Balakrishnan, N. 1 Hatcher, Michael 1 Kaldellis, J.K. 1 Kapsali, M. 1 Noguchi, Tetsuya 1 Rustem, Berc 1 Tiligadas, D. 1 Volterman, William 1
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Institution
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Society for Computational Economics - SCE 1
Published in...
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Applied Energy 1 Computational Statistics 1 Computing in Economics and Finance 2002 1 Macroeconomic dynamics 1
Source
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RePEc 3 ECONIS (ZBW) 1
Showing 1 - 4 of 4
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Solving heterogeneous-belief asset pricing models with short-selling constraints and many agents
Hatcher, Michael - In: Macroeconomic dynamics 28 (2024) 8, pp. 1715-1738
Persistent link: https://www.econbiz.de/10015154399
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Efficient iterative computation of mixture weights for pooled order statistics for meta-analysis of multiple type-II right censored data
Volterman, William; Balakrishnan, N. - In: Computational Statistics 28 (2013) 5, pp. 2231-2239
This paper considers computation of mixture weights of the marginal distribution of pooled order statistics that arise from combining and ordering multiple independent Type-II right censored samples. The proposed method is an iterative procedure which is computationally efficient and produces...
Persistent link: https://www.econbiz.de/10010847508
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Presentation of a stochastic model estimating the wind energy contribution in remote island electrical networks
Kaldellis, J.K.; Kapsali, M.; Tiligadas, D. - In: Applied Energy 97 (2012) C, pp. 68-76
energy contribution. For that reason, an integrated computational algorithm has been developed from first principles, based …
Persistent link: https://www.econbiz.de/10010702534
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An algorithm for the quasivariational inequality arising in option pricing with transaction costs II
Noguchi, Tetsuya; Rustem, Berc - Society for Computational Economics - SCE - 2002
Persistent link: https://www.econbiz.de/10005537651
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