Search Results - subject:"long run behavior"

Cycles and Long-Range Behaviour in the European Stock Market

Caporale, Guglielmo Maria; Gil-Alana, Luis A.; Poza, Carlos - 2019

This paper uses a modelling framework which includes two singularities (or poles) in the spectral density function, one corresponding to the long-run (zero) frequency and the other to the cyclical (non-zero) frequency. The adopted specification is very general, since it allows for fractional...

Persistent link: https://www.econbiz.de/10012179742

Cycles and long-range behaviour in the European stock markets

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Poza, Carlos - 2019

Persistent link: https://www.econbiz.de/10012123055

A Mathematical Analysis of the Long-run Behavior of Genetic Algorithms for Social Modeling

Waltman, L.R.; Eck, N.J.P. van - Erasmus Research Institute of Management (ERIM), ERIM … - 2009

We present a mathematical analysis of the long-run behavior of genetic algorithms that are used for modeling social … infinitely small mutation rate, we derive results that can be used to calculate the exact long-run behavior of a genetic … is infinitely small the crossover rate has no effect on the long-run behavior of a genetic algorithm. To demonstrate the …

Persistent link: https://www.econbiz.de/10005450937

A Mathematical Analysis of the Long-run Behavior of Genetic Algorithms for Social Modeling

Waltman, Waltman, L.; van Eck, van Eck, N.J.P. - Erasmus Research Institute of Management (ERIM), … - 2009

Persistent link: https://www.econbiz.de/10010731342