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  • Search: subject:"stochastic gradient"
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Year of publication
Subject
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Stochastic process 41 Stochastischer Prozess 41 Theorie 36 Theory 36 Mathematical programming 29 Mathematische Optimierung 29 Forecasting model 16 Prognoseverfahren 16 stochastic gradient descent 14 Stochastic gradient 12 Artificial intelligence 11 Learning process 10 Lernprozess 10 Estimation theory 9 Künstliche Intelligenz 9 Schätztheorie 9 stochastic gradient 9 Algorithm 8 Algorithmus 8 Stochastic gradient descent 8 Convergence analysis 6 forecasting 6 Dynamic programming 5 Dynamische Optimierung 5 Machine learning 5 Neural networks 5 Neuronale Netze 5 Rational expectations 5 Rationale Erwartung 5 Simulation 5 learning algorithms 5 machine learning 5 Backtracking line search 4 Constant step size 4 Erwartungsbildung 4 Expectation formation 4 Monte Carlo simulation 4 Monte-Carlo-Simulation 4 Step size rule 4 Stochastic gradient scheme 4
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Online availability
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Undetermined 46 Free 26 CC license 3
Type of publication
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Article 60 Book / Working Paper 16
Type of publication (narrower categories)
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Article in journal 44 Aufsatz in Zeitschrift 44 Working Paper 11 Arbeitspapier 8 Article 8 Graue Literatur 8 Non-commercial literature 8
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Language
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English 66 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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Computational Optimization and Applications 5 Mathematics of operations research 5 European journal of operational research : EJOR 3 Operations research 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 Working papers / TSE : WP 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 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 Marketing science 1
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Source
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ECONIS (ZBW) 52 RePEc 12 EconStor 11 Other ZBW resources 1
Showing 1 - 10 of 76
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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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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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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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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
Saved in:
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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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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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Cover Image
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/10015403580
Saved in:
Cover Image
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/10015403586
Saved in:
Cover Image
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/10015407497
Saved in:
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