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  • Search: subject:"Newton's method"
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Year of publication
Subject
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Approximation method 141 Iteratives Verfahren 141 Theorie 88 Theory 88 Mathematical programming 65 Mathematische Optimierung 65 Stochastic process 25 Stochastischer Prozess 25 Newton method 22 Fuzzy sets 20 Fuzzy-Set-Theorie 20 Algorithm 16 Algorithmus 16 Estimation theory 15 Schätztheorie 15 Monte Carlo simulation 13 Monte-Carlo-Simulation 13 Semismooth Newton method 13 Option pricing theory 12 Optionspreistheorie 12 DSGE model 11 DSGE-Modell 11 Newton's method 11 Option trading 10 Optionsgeschäft 10 Quasi-Newton method 10 Dynamic programming 9 Dynamische Optimierung 9 Nichtlineare Regression 9 Nonlinear regression 9 Neoclassical synthesis 8 Neoklassische Synthese 8 Global convergence 7 Soft Computing 7 Dynamic equilibrium 6 Dynamisches Gleichgewicht 6 Gauss-Newton method 6 Inexact Newton method 6 Markov chain 6 Markov-Kette 6
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Online availability
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Undetermined 113 Free 72 CC license 2
Type of publication
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Article 172 Book / Working Paper 84
Type of publication (narrower categories)
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Article in journal 87 Aufsatz in Zeitschrift 87 Graue Literatur 31 Non-commercial literature 31 Arbeitspapier 29 Working Paper 29 Aufsatz im Buch 14 Book section 14 Article 5 Collection of articles of several authors 5 Hochschulschrift 5 Sammelwerk 5 Thesis 5 Aufsatzsammlung 3 Systematic review 3 Übersichtsarbeit 3 Collection of articles written by one author 1 Conference proceedings 1 Konferenzschrift 1 Lehrbuch 1 Mehrbändiges Werk 1 Mikroform 1 Multi-volume publication 1 Sammlung 1 Textbook 1
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Language
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English 176 Undetermined 75 German 7
Author
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Zhang, Liwei 6 Cai, Yongyang 5 Steinbuks, Jevgenijs 5 Han, J. 4 Izmailov, A. 4 Judd, Kenneth L. 4 Kanzow, Christian 4 Takahashi, Akihiko 4 Dennis, Richard J. 3 Dionne, Georges 3 Eggertsson, Gauti B. 3 Facchinei, Francisco 3 Fernández-Villaverde, Jesús 3 Fischer, Andreas 3 Gauthier, Geneviève 3 Herrich, Markus 3 Herzog, Roland 3 Kunisch, Karl 3 Nesterov, Jurij Evgenʹevič 3 Ouertani, Nadia 3 Padula, Mario 3 Pan, Shaohua 3 Rubio-Ramírez, Juan Francisco 3 Schorfheide, Frank 3 Singh, Sanjay R. 3 Solodov, M. 3 Tahani, Nabil 3 Wen, Yi 3 Wu, Huabin 3 Zhang, Yi 3 Almeida, Rui Jorge 2 Amman, Hans M. 2 Armand, Paul 2 Berg, Jan van den 2 Birbil, Birbil, S.I. 2 Birbil, S.I. 2 Chen, Jein-Shan 2 Doikov, Nikita 2 Dreves, Axel 2 Dussault, Jean-Pierre 2
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Institution
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Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 3 Erasmus University Rotterdam, Econometric Institute 2 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 2 National Bureau of Economic Research 2 Erasmus Research Institute of Management 1 Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. 1 Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam 1 IGI Global 1 Symposium Soft Computing <9, 2006, Ilmenau> 1 Technische Universität Ilmenau 1
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Published in...
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Computational Optimization and Applications 32 Journal of Global Optimization 10 European journal of operational research : EJOR 6 Computational Statistics 5 Computational economics 5 Computers & operations research : and their applications to problems of world concern ; an international journal 5 Mathematics of operations research 5 Mathematical Methods of Operations Research 4 Mathematical methods of operations research : ZOR 4 Mathematics and Computers in Simulation (MATCOM) 4 Psychometrika 4 CORE Discussion Papers 3 CORE discussion papers : DP 3 Computational methods in decision-making, economics and finance 3 INFORMS journal on computing : JOC 3 International journal of production economics 3 Mathematical methods of operations research 3 RAIRO / Operations research 3 Studies in fuzziness and soft computing 3 Working paper / National Bureau of Economic Research, Inc. 3 CEMMAP working papers / Centre for Microdata Methods and Practice 2 De Gruyter Studies in Mathematics 2 De Gruyter Studies in Mathematics Ser 2 Diskussionsbeiträge / Fakultät Wirtschaftswissenschaft, FernUniversität in Hagen 2 ERIM report series research in management 2 Econometric Institute Report 2 Econometric Institute Research Papers 2 International transactions in operational research : a journal of the International Federation of Operational Research Societies 2 Les cahiers du GERAD 2 NBER Working Paper 2 NBER working paper series 2 Operations research letters 2 Organizacija 2 Quantitative economics : QE ; journal of the Econometric Society 2 Soft computing for risk evaluation and management : applications in technology, environment and finance 2 The journal of operational risk 2 Transportation science : a journal of the Institute for Operations Research and the Management Sciences 2 Working paper 2 Working papers / Penn Institute for Economic Research 2 AAP advances in artificial intelligence and robotics 1
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Source
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ECONIS (ZBW) 176 RePEc 75 EconStor 5
Showing 111 - 120 of 256
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On approximating DSGE models by series expansions
Lombardo, Giovanni - 2010
We show how to use a simple perturbation method to solve non-linear rational expectation models. Drawing from the applied mathematics literature we propose a method consisting of series expansions of the non-linear system around a known solution. The variables are represented in terms of their...
Persistent link: https://www.econbiz.de/10008728767
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Inexact Josephy–Newton framework for generalized equations and its applications to local analysis of Newtonian methods for constrained optimization
Izmailov, A.; Solodov, M. - In: Computational Optimization and Applications 46 (2010) 2, pp. 347-368
Persistent link: https://www.econbiz.de/10008533939
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Fast continous-discrete DAF-filters
Mazzoni, Thomas - 2009
Persistent link: https://www.econbiz.de/10015205716
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Introducing CGE models to the classroom using EXCEL
Peng, Amy - 2009
Persistent link: https://www.econbiz.de/10008758608
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Fast continous-discrete DAF-filters
Mazzoni, Thomas - 2009
Persistent link: https://www.econbiz.de/10003947355
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A quadratically convergent algorithm for finding the largest eigenvalue of a nonnegative homogeneous polynomial map
Ni, Qin; Qi, Liqun - In: Journal of Global Optimization 61 (2015) 4, pp. 627-641
homogeneous polynomial map where the Newton method is used to solve an equivalent system of nonlinear equations. The semi …
Persistent link: https://www.econbiz.de/10011240898
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Limited memory BFGS method based on a high-order tensor model
Biglari, Fahimeh; Ebadian, Ali - In: Computational Optimization and Applications 60 (2015) 2, pp. 413-422
This paper is aimed to employ a modified quasi-Newton equation in the framework of the limited memory BFGS method to solve large-scale unconstrained optimization problems. The modified secant equation is derived by means of a forth order tensor model to improve the curvature information of the...
Persistent link: https://www.econbiz.de/10011241255
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On the connection between the conjugate gradient method and quasi-Newton methods on quadratic problems
Forsgren, Anders; Odland, Tove - In: Computational Optimization and Applications 60 (2015) 2, pp. 377-392
It is well known that the conjugate gradient method and a quasi-Newton method, using any well-defined update matrix …-definite Hessian. This equivalence does not hold for any quasi-Newton method. We define precisely the conditions on the update matrix … in the quasi-Newton method that give rise to this behavior. We show that the crucial facts are, that the range of each …
Persistent link: https://www.econbiz.de/10011241268
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American-type options : stochastic approximation methods
Silvestrov, Dmitrii - 2015
Persistent link: https://www.econbiz.de/10010236724
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Iterative estimation of parametric models : theory and practice
Ristig, Alexander - 2015
Persistent link: https://www.econbiz.de/10011450910
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