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  • Search: subject:"stochastic algorithm"
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Subject
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Algorithm 4 Algorithmus 4 Mathematical programming 4 Mathematische Optimierung 4 stochastic algorithm 4 Theorie 3 Theory 3 Portfolio selection 2 Portfolio-Management 2 Stochastic algorithm 2 Stochastic process 2 Stochastischer Prozess 2 Auction theory 1 Auktionstheorie 1 BRKGA 1 Beetle antennae search 1 Continuous optimization 1 Dynamic programming 1 Dynamische Optimierung 1 Economic Leakage Level 1 Electricity price 1 Energiemarkt 1 Energiepreis 1 Energy market 1 Energy price 1 Estimation theory 1 Experiment 1 Forecasting model 1 Global optimization 1 Heuristic 1 Meta-heuristic algorithm 1 Nonlinear programming 1 Nonlinear systems of equations 1 Poland 1 Polen 1 Preis 1 Price 1 Prognoseverfahren 1 Quadratic interpolation 1 Risiko 1
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Undetermined 6
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Article 7
Type of publication (narrower categories)
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Article in journal 5 Aufsatz in Zeitschrift 5
Language
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English 5 Undetermined 2
Author
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Ateş, Abdullah 1 Bertsekas, Dimitri P. 1 Besse, Philippe 1 Cao, Kim-Anh Lê 1 Cao, Xinwei 1 Cetingoz, Adil Rengim 1 Drabik, Ewa 1 Fermanian, Jean-David 1 Firat, Mahmut 1 Gadat, Sébastien 1 Gonçalves, Olivier 1 Guéant, Olivier 1 Khan, Ameer Tamoor 1 Li, Shuai 1 Pardalos, Panos 1 Resende, Mauricio 1 Silva, Ricardo 1 Wang, Mengdi 1 Yilmaz, Salih 1 Özdemir, Özgür 1
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Computational economics 1 Folia oeconomica Stetinensia : FOS 1 Journal of Global Optimization 1 Mathematical finance : an international journal of mathematics, statistics and financial economics 1 Mathematics of operations research 1 Statistical Applications in Genetics and Molecular Biology 1 Water economics and policy 1
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ECONIS (ZBW) 5 RePEc 2
Showing 1 - 7 of 7
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Risk Budgeting portfolios : existence and computation
Cetingoz, Adil Rengim; Fermanian, Jean-David; Guéant, … - In: Mathematical finance : an international journal of … 34 (2024) 3, pp. 896-924
Persistent link: https://www.econbiz.de/10014565279
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Using Quadratic Interpolated Beetle Antennae Search for higher dimensional portfolio selection under cardinality constraints
Khan, Ameer Tamoor; Cao, Xinwei; Li, Shuai - In: Computational economics 62 (2023) 4, pp. 1413-1435
Persistent link: https://www.econbiz.de/10014437344
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Determination of Economic Leakage Level with optimization algorithm in water distribution systems
Firat, Mahmut; Yilmaz, Salih; Ateş, Abdullah; … - In: Water economics and policy 7 (2021) 3, pp. 1-38
Persistent link: https://www.econbiz.de/10012813627
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An experimental analysis of price formation on the Polish Power Exchange
Drabik, Ewa - In: Folia oeconomica Stetinensia : FOS 15 (2015) 2, pp. 115-127
Persistent link: https://www.econbiz.de/10011570135
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Finding multiple roots of a box-constrained system of nonlinear equations with a biased random-key genetic algorithm
Silva, Ricardo; Resende, Mauricio; Pardalos, Panos - In: Journal of Global Optimization 60 (2014) 2, pp. 289-306
Several numerical methods for solving nonlinear systems of equations assume that derivative information is available. Furthermore, these approaches usually do not consider the problem of finding all solutions to a nonlinear system. Rather, most methods output a single solution. In this paper, we...
Persistent link: https://www.econbiz.de/10010937780
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Stabilization of stochastic iterative methods for singular and nearly singular linear systems
Wang, Mengdi; Bertsekas, Dimitri P. - In: Mathematics of operations research 39 (2014) 1, pp. 1-30
Persistent link: https://www.econbiz.de/10010345230
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Selection of Biologically Relevant Genes with a Wrapper Stochastic Algorithm
Cao, Kim-Anh Lê; Gonçalves, Olivier; Besse, Philippe; … - In: Statistical Applications in Genetics and Molecular Biology 6 (2007) 1, pp. 29-29
We investigate an important issue of a meta-algorithm for selecting variables in the framework of microarray data. This wrapper method starts from any classification algorithm and weights each variable (i.e. gene) relative to its efficiency for classification. An optimization procedure is then...
Persistent link: https://www.econbiz.de/10005246508
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