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Genetic algorithm
4
genetic algorithm
4
Agent-based computational economics
1
Agent-based market
1
Bayesian approach
1
Boltzmann selection
1
Capacity
1
Chaotic number generator
1
Concentration
1
Double auction
1
Efficiency
1
Electricity restructuring
1
Eurodollar futures
1
Excess return
1
FX trading
1
Financial prediction
1
GARCH
1
Genetic algorithm social learning
1
Information criteria
1
MKL-GA hybrid method
1
Market power
1
Model selection
1
Multiple kernel learning
1
Parameter optimization
1
Particle swarm optimization
1
Penalty function method
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Quasi-Newton algorithm
1
Roth-Erev reinforcement learning
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Support vector regression
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Technical indicators
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Volatility forecasting
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differential evolution
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estimation risk
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exchange rate theory
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futures markets
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global optimum
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jump
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Undetermined
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9
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Adanu, Kwami
1
Brorsen, B.
1
Chiarella, Carl
1
Deng, Shangkun
1
Frausto-Solís, Juan
1
Kaucic, Massimiliano
1
Lawrenz, C.
1
Mitsubuchi, Takashi
1
Nicolaisen, James
1
Petrov, Valentin
1
Sakurai, Akito
1
Santamaría-Bonfil, Guillermo
1
Tesfatsion, Leigh
1
Tô, Thuy-Duong
1
Vázquez-Rodarte, Ignacio
1
Westerhoff, F.
1
Yang, Xiaolou
1
Yoshiyama, Kazuki
1
Zhang, Tong
1
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Computational Economics
International journal of production research
427
Computers & operations research : and their applications to problems of world concern ; an international journal
274
European journal of operational research : EJOR
148
International journal of production economics
98
Water Resources Management
60
Energy
59
European journal of industrial engineering : EJIE
44
Transportation research / E : an international journal
43
Computational economics
38
Operational research : an international journal
38
International journal of services and operations management
37
Omega : the international journal of management science
36
Journal of the Operational Research Society : OR
34
International journal of logistics systems and management
33
Journal of industrial engineering international
33
Opsearch : journal of the Operational Research Society of India
28
Renewable Energy
27
Journal of Industrial Engineering International
24
International transactions in operational research : ITOR ; a journal of the International Federation of Operational Research Societies (IFORS)
23
Journal of industrial engineering and management : JIEM
23
Applied Energy
22
International Journal of Production Economics
22
RAIRO / Operations research
20
OR spectrum : quantitative approaches in management
19
International journal of manufacturing technology and management
18
International journal of productivity and quality management : IJPQM
18
International transactions in operational research : a journal of the International Federation of Operational Research Societies
17
Journal of Industrial Engineering and Management (JIEM)
17
International journal of business information systems : IJBIS
16
Journal of heuristics
15
Asia-Pacific Journal of Operational Research (APJOR)
14
Computers & operations research : an international journal
14
European Journal of Operational Research
14
IEEE transactions on engineering management : EM
14
International journal of enterprise network management
14
International journal of shipping and transport logistics : IJSTL
14
Journal of the Operational Research Society
14
Annals of operations research
13
Energies
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Physica A: Statistical Mechanics and its Applications
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RePEc
9
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1
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9
of
9
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date (oldest first)
1
Volatility Forecasting Using Support Vector Regression and a Hybrid
Genetic
Algorithm
Santamaría-Bonfil, Guillermo
;
Frausto-Solís, Juan
; …
- In:
Computational Economics
45
(
2015
)
1
,
pp. 111-133
genetic
algorithm
which uses several genetic operators to enhance the exploration of solutions space: it introduces a new …
Persistent link: https://www.econbiz.de/10011155116
Saved in:
2
Hybrid Method of Multiple Kernel Learning and
Genetic
Algorithm
for Forecasting Short-Term Foreign Exchange Rates
Deng, Shangkun
;
Yoshiyama, Kazuki
;
Mitsubuchi, Takashi
; …
- In:
Computational Economics
45
(
2015
)
1
,
pp. 49-89
(MKL) for regression (MKR) and a
genetic
algorithm
(GA) to construct the trading rules. In this study, we demonstrate that …
Persistent link: https://www.econbiz.de/10011155129
Saved in:
3
Particle Swarm Optimization Algorithm for Agent-Based Artificial Markets
Zhang, Tong
;
Brorsen, B.
- In:
Computational Economics
34
(
2009
)
4
,
pp. 399-417
Persistent link: https://www.econbiz.de/10008531537
Saved in:
4
Predicting EU Energy Industry Excess Returns on EU Market Index via a Constrained
Genetic
Algorithm
Kaucic, Massimiliano
- In:
Computational Economics
34
(
2009
)
2
,
pp. 173-193
Persistent link: https://www.econbiz.de/10004976808
Saved in:
5
The Multifactor Nature of the Volatility of Futures Markets
Chiarella, Carl
;
Tô, Thuy-Duong
- In:
Computational Economics
27
(
2006
)
2
,
pp. 163-183
Persistent link: https://www.econbiz.de/10005701691
Saved in:
6
Improving Portfolio Efficiency: A
Genetic
Algorithm
Approach
Yang, Xiaolou
- In:
Computational Economics
28
(
2006
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10005701772
Saved in:
7
Optimizing the Garch Model–An Application of Two Global and Two Local Search Methods
Adanu, Kwami
- In:
Computational Economics
28
(
2006
)
3
,
pp. 277-290
(nine parameters) Differential Evolution performs better than
Genetic
Algorithm
. However, when the number of parameters in …
Persistent link: https://www.econbiz.de/10005674175
Saved in:
8
Modeling Exchange Rate Behavior with a
Genetic
Algorithm
Lawrenz, C.
;
Westerhoff, F.
- In:
Computational Economics
21
(
2003
)
3
,
pp. 209-229
evaluate and update their mix of rules by
genetic
algorithm
learning. Even for fundamental shocks with a low probability, the …
Persistent link: https://www.econbiz.de/10005701636
Saved in:
9
Market Power and Efficiency in a Computational Electricity Market with Discriminatory Double-Auction Pricing
Nicolaisen, James
;
Petrov, Valentin
;
Tesfatsion, Leigh
-
EconWPA
-
2000
social mimicry learning via a
genetic
algorithm
. However, market efficiency is substantially reduced. …
Persistent link: https://www.econbiz.de/10005412999
Saved in:
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