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  • Search: subject:"Stochastic gradient"
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Year of publication
Subject
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Stochastic process 47 Stochastischer Prozess 47 Theorie 40 Theory 40 Mathematical programming 31 Mathematische Optimierung 31 Forecasting model 20 Prognoseverfahren 20 Artificial intelligence 15 stochastic gradient descent 15 Künstliche Intelligenz 13 Learning process 12 Lernprozess 12 Stochastic gradient 12 Algorithm 9 Algorithmus 9 Estimation theory 9 Neural networks 9 Neuronale Netze 9 Schätztheorie 9 stochastic gradient 9 Machine learning 8 Stochastic gradient descent 8 Convergence analysis 6 Dynamic programming 6 Dynamische Optimierung 6 forecasting 6 Rational expectations 5 Rationale Erwartung 5 Simulation 5 learning algorithms 5 machine learning 5 Backtracking line search 4 Bayesian inference 4 Constant step size 4 Erwartungsbildung 4 Estimation 4 Expectation formation 4 Monte Carlo simulation 4 Monte-Carlo-Simulation 4
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Online availability
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Undetermined 49 Free 28 CC license 3
Type of publication
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Article 65 Book / Working Paper 17
Type of publication (narrower categories)
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Article in journal 48 Aufsatz in Zeitschrift 48 Working Paper 12 Arbeitspapier 9 Graue Literatur 9 Non-commercial literature 9 Article 8 Aufsatz im Buch 1 Book section 1
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Language
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English 72 Undetermined 10
Author
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Berardi, Michele 7 Galimberti, Jaqueson K. 6 Slobodyan, Sergey 5 Grieshammer, Max 4 Pflug, Lukas 4 Stingl, Michael 4 Uihlein, Andrian 4 Bogomolova, Anna 3 Fu, Michael 3 Kohn, Robert 3 Kolyuzhnov, Dmitri 3 Peng, Yijie 3 Athanasopoulos, George 2 Bolte, Jérôme 2 Burgard, Jan Pablo 2 Christev, Atanas 2 Chukhrova, Nataliya 2 Gamakumara, Puwasala 2 Hyndman, Rob J. 2 Johannssen, Arne 2 Krause, Joscha 2 Lam, Henry 2 Lin, Qihang 2 Maliar, Lilia 2 Maliar, Serguei 2 Martin, Özgür 2 Monnez, Jean-Marie 2 Münnich, Ralf T. 2 Onay, Gönenç 2 Panagiotelis, Anastasios 2 Pauwels, Edouard 2 Quiroz, Matias 2 Sadorsky, Perry A. 2 Tegetmeier, Clemens 2 Villani, Mattias 2 Vulcano, Gustavo 2 Winant, Pablo 2 Öztoprak, Figen 2 Achamrah, Fatima Ezzahra 1 Ali, Amel Ibrahim Al 1
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Institution
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Society for Computational Economics - SCE 2 Banca d'Italia 1 Center for Economic Research and Graduate Education and Economics Institute (CERGE-EI) 1 KOF Swiss Economic Institute, Department of Management, Technology and Economics (D-MTEC) 1
Published in...
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Mathematics of operations research 6 Computational Optimization and Applications 5 European journal of operational research : EJOR 4 Operations research 3 Working papers / TSE : WP 3 Annals of Data Science 2 Computing in Economics and Finance 2006 2 Economics Letters 2 Journal of econometrics 2 Macroeconomic dynamics 2 Manufacturing & service operations management : M & SOM 2 Mathematical finance : an international journal of mathematics, statistics and financial economics 2 Operations research letters 2 CERGE-EI Working Papers 1 Computational Statistics & Data Analysis 1 Computers & operations research : and their applications to problems of world concern ; an international journal 1 Discussion paper series 1 Discussion papers / CEPR 1 Economics letters 1 Electronic markets : the international journal on networked business 1 INFORMS journal on computing : JOC 1 INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences 1 International Journal of Distributed Systems and Technologies (IJDST) 1 International journal of business innovation and research : IJBIR 1 International journal of enterprise network management : IJENM 1 International journal of forecasting 1 Journal of Risk and Financial Management 1 Journal of accounting in emerging economies : JAEE 1 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1 Journal of economic dynamics & control 1 Journal of management science and engineering 1 Journal of monetary economics 1 Journal of open innovation : technology, market, and complexity 1 Journal of risk and financial management : JRFM 1 Journal of the Operational Research Society 1 KOF Working Papers 1 KOF Working papers 1 KOF working papers 1 Management science : journal of the Institute for Operations Research and the Management Sciences 1 Manufacturing & Service Operations Management 1
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Source
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ECONIS (ZBW) 58 RePEc 12 EconStor 11 Other ZBW resources 1
Showing 1 - 10 of 82
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Affine feedforward stochastic (AFS) neural network
Gouriéroux, Christian; Monfort, Alain - 2025
Persistent link: https://www.econbiz.de/10015466943
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Estimating non-overfitted convex production technologies : a stochastic machine learning approach
Guillen, Maria D.; Charles, Vincent; Aparicio, Juan - In: European journal of operational research : EJOR 323 (2025) 1, pp. 224-240
Persistent link: https://www.econbiz.de/10015415547
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Bolstering stochastic gradient descent with model building
Bi̇rbi̇l, Ş. İlker; Martin, Özgür; Onay, Gönenç; … - In: Top : an official journal of the Spanish Society of … 32 (2024) 3, pp. 517-536
Persistent link: https://www.econbiz.de/10015188217
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Enhancing financial distress prediction through integrated Chinese Whisper clustering and federated learning
Ali, Amel Ibrahim Al; Sheeja Rani S; Khedr, Ahmed M. - In: Journal of open innovation : technology, market, and … 10 (2024) 3, pp. 1-15
time complexity. To address this, a novel method known as the Chinese Whisper Clustered Stochastic Gradient Descent … reduces time complexity in financial distress prediction. Stochastic Gradient Gaussian Kernel Federated Learning approach is … employed to preserve privacy while predicting distress, aided by kriging regression for model analysis. Stochastic gradient …
Persistent link: https://www.econbiz.de/10015072053
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Bolstering stochastic gradient descent with model building
Birbil, Ş. İlker; Martin, Özgür; Onay, Gönenç; … - In: TOP 32 (2024) 3, pp. 517-536
Stochastic gradient descent method and its variants constitute the core optimization algorithms that achieve good …
Persistent link: https://www.econbiz.de/10015375794
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Option pricing using data-driven machine learning approaches : empirical evidence from Indian financial market
Vaswani, Prem; Padmaja, M.; Jayaprakasam, Kirubakaran - In: International journal of business innovation and … 39 (2026) 1, pp. 34-55
Persistent link: https://www.econbiz.de/10015633004
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Pricing under uncertainty in multi-interval real-time markets
Cho, Jehum; Papavasiliou, Anthony - In: Operations research 71 (2023) 6, pp. 1928-1942
Persistent link: https://www.econbiz.de/10014444842
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The continuous stochastic gradient method: part II–application and numerics
Grieshammer, Max; Pflug, Lukas; Stingl, Michael; … - In: Computational Optimization and Applications 87 (2023) 3, pp. 977-1008
In this contribution, we present a numerical analysis of the continuous stochastic gradient (CSG) method, including … applications from topology optimization and convergence rates. In contrast to standard stochastic gradient optimization schemes …
Persistent link: https://www.econbiz.de/10015323484
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The continuous stochastic gradient method: part I–convergence theory
Grieshammer, Max; Pflug, Lukas; Stingl, Michael; … - In: Computational Optimization and Applications 87 (2023) 3, pp. 935-976
In this contribution, we present a full overview of the continuous stochastic gradient (CSG) method, including … optimization schemes have become increasingly popular in such contexts. However, known stochastic gradient type methods are …
Persistent link: https://www.econbiz.de/10015323504
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Artificial Intelligence Algorithms for Collaborative Book Recommender Systems
Tegetmeier, Clemens; Johannssen, Arne; Chukhrova, Nataliya - In: Annals of Data Science 11 (2023) 5, pp. 1705-1739
factorization algorithm using the stochastic gradient descent method and the book-based k -nearest-neighbor algorithm. We perform a …
Persistent link: https://www.econbiz.de/10015325532
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