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  • Search: subject:"Hybrid optimisation algorithms"
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Algorithm 1 Algorithmus 1 Hybrid optimisation algorithms 1 Mathematical programming 1 Mathematische Optimierung 1 Modified Bolder and Stréliski performance indicators 1 Monte Carlo method 1 Monte Carlo simulation 1 Monte-Carlo-Simulation 1 Nelson Siegel extensions 1 Newton method 1 Term structure of interest rates 1 Theorie 1 Theory 1 Yield curve 1 Zinsstruktur 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Husodo, Zaäfri Ananto 1 Sasongko, Aryo 1 Utama, Cynthia Afriani 1 Wibowo, Buddi 1
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Computational economics 1
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Modifying hybrid optimisation algorithms to construct spot term structure of interest rates and proposing a standardised assessment
Sasongko, Aryo; Utama, Cynthia Afriani; Wibowo, Buddi; … - In: Computational economics 54 (2019) 3, pp. 957-1003
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