Search Results - subject:"numerical optimization"

A Comparison of Simultaneous Kelly Betting Strategies

Grant, Andrew; Buchen, Peter W. - In: Journal of Gambling Business and Economics 6 (2012) 2, pp. 1-28

In this paper we consider the problem of Kelly betting on simultaneous games, and the relative performance of betting strategies that use multibets compared to those that do not. We develop a simulation model based on the Dirichlet distribution to test the performance of three Kelly betting...

Persistent link: https://www.econbiz.de/10010611896

The Network-Enabled Optimization System (NEOS) - a means of solving optimization problems over the Internet.

Jerrell, Max E.; Campione, Wendy A. - Society for Computational Economics - SCE - 2001

Many optimization methods are available at the present time. The software that implements a particular method may not be available to all users or the software may require a compiler not readily available to all users. The software may require extensive modifications before it can run on a...

Persistent link: https://www.econbiz.de/10005345573

ONE IMPROVED AGENT GENETIC ALGORITHM — RING-LIKE AGENT GENETIC ALGORITHM FOR GLOBAL NUMERICAL OPTIMIZATION

LIU, BIN; DUAN, TEQI; LI, YONGMING - In: Asia-Pacific Journal of Operational Research (APJOR) 26 (2009) 04, pp. 479-502

global numerical optimization problem. The RAGA combines the ring-like agent structure and dynamic neighboring genetic … numerical optimization problems are the most important ones to verify the performance of evolutionary algorithm, especially of …

Persistent link: https://www.econbiz.de/10008490593

The Two-Period Rational Inattention Model: Accelerations and Analyses

Lewis, Kurt - In: Computational Economics 33 (2009) 1, pp. 79-97

Persistent link: https://www.econbiz.de/10005701793

An Empirical Comparison of Alternative Stochastic Volatility Models

Belledin, Michael; Schlag, Christian - 1999

Persistent link: https://www.econbiz.de/10010316281

Numerical Solution of Optimal Control Problems with Constant Control Delays

Brandt-Pollmann, Ulrich; Winkler, Ralph; Sager, Sebastian; … - In: Computational Economics 31 (2008) 2, pp. 181-206

Persistent link: https://www.econbiz.de/10005808964

Analysis of the Karmarkar-Karp differencing algorithm

Boettcher, S.; Mertens, S. - In: The European Physical Journal B - Condensed Matter and … 65 (2008) 1, pp. 131-140

Persistent link: https://www.econbiz.de/10009282152

Comment on "Investigating Nonlinearity"

Hamilton, James - In: Studies in Nonlinear Dynamics & Econometrics 9 (2007) 3, pp. 1286-1286

starting values can play in influencing the success of numerical optimization. One aspect contributing to the importance of …

Persistent link: https://www.econbiz.de/10004966104

Investigating Nonlinearity: A Note on the Estimation of Hamilton's Random Field Regression Model

Bond, Derek; Harrison, Michael; O'Brien, Edward - In: Studies in Nonlinear Dynamics & Econometrics 9 (2007) 3, pp. 1230-1230

Hamilton's example concerning the US Phillips curve, two versions of the Gauss software, and a range of alternative numerical … optimization options and values for the Gauss parameter _oprteps. The impact of changes in initial parameter estimates and the use …

Persistent link: https://www.econbiz.de/10004966170

Finding community structures in complex networks using mixed integer optimisation

Xu, G.; Tsoka, S.; Papageorgiou, L. G. - In: The European Physical Journal B - Condensed Matter and … 60 (2007) 2, pp. 231-239

The detection of community structure has been used to reveal the relationships between individual objects and their groupings in networks. This paper presents a mathematical programming approach to identify the optimal community structures in complex networks based on the maximisation of a...

Persistent link: https://www.econbiz.de/10009280633