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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 11 - 20 of 256
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An augmented Lagrangian-type stochastic approximation method for convex stochastic semidefinite programming defined by expectations
Zhang, Yule; Wu, Jia; Zhang, Liwei - In: Operations research letters : a journal of INFORMS … 59 (2025), pp. 1-7
Persistent link: https://www.econbiz.de/10015358604
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On a primal-dual Newton proximal method for convex quadratic programs
De Marchi, Alberto - In: Computational Optimization and Applications 81 (2022) 2, pp. 369-395
the proximal point algorithm and a damped semismooth Newton method. The outer proximal regularization yields a numerically …
Persistent link: https://www.econbiz.de/10015110227
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Efficient scalarization in multiobjective optimal control of a nonsmooth PDE
Bernreuther, Marco; Müller, Georg; Volkwein, Stefan - In: Computational Optimization and Applications 83 (2022) 2, pp. 435-464
-search globalized pseudo-semismooth Newton method that appears to remove the degenerate behavior of the local version of the method …
Persistent link: https://www.econbiz.de/10015165519
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A simple four-moment approximation to the distribution of a positive definite quadratic form, with applications to testing
Hillier, Grant H.; O'Brien, Raymond J. - 2022 - This version: December 2021
The exact distribution of a quadratic form in n standard normal variables, Q; say, (or, equivalently, a linear combination of independent chi-squared variates) is, except in special cases, quite complicated. This has led to many proposals for approximating the distribution by a more tractable...
Persistent link: https://www.econbiz.de/10012800783
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A fitted l-multi-point flux approximation method for pricing options
Koffi, Rock Stephane; Tambue, Antoine - In: Computational economics 60 (2022) 2, pp. 633-663
Persistent link: https://www.econbiz.de/10013380800
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Effective implementation of knowledge management systems (KMS) in government schemes/programs of selected sectors using soft computing
Chanda, Mriganka Mohan; Banerjee, Neelotpaul; … - In: International journal of knowledge management : IJKM ; … 18 (2022) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10014307030
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Improved iterative methods for solving risk parity portfolio
Choi, Jaehyuk; Chen, Rong - In: Journal of derivatives and quantitative studies : … 30 (2022) 2, pp. 114-124
authors also suggest an improved initial guess inspired by the CCD method for the Newton method. Numerical experiments show …
Persistent link: https://www.econbiz.de/10013202393
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Global performance guarantees of second-order methods for unconstrained convex minimization
Dvurechensky, Pavel; Nesterov, Jurij Evgenʹevič - 2018
Persistent link: https://www.econbiz.de/10011993471
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Newton-type methods with the proximal gradient step for sparse estimation
Shimmura, Ryosuke; Suzuki, Joe - In: Operations research forum 5 (2024) 2, pp. 1-27
Persistent link: https://www.econbiz.de/10015179744
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AI-driven financial forecasting : the power of soft computing
Kumar, Nitendra; Agarwal, Priyanka; Gupta, Gauri; … - In: Intelligent optimization techniques for business analytics, (pp. 146-170). 2024
Persistent link: https://www.econbiz.de/10014578616
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