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  • Search: subject_exact:"Approximation method"
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Year of publication
Subject
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Approximation method 143 Iteratives Verfahren 141 Theorie 67 Theory 67 Mathematical programming 43 Mathematische Optimierung 43 Stochastic process 23 Stochastischer Prozess 23 Fuzzy sets 18 Fuzzy-Set-Theorie 18 Schätztheorie 15 Estimation theory 13 Iteration 13 Option pricing theory 12 Optionspreistheorie 12 Algorithm 11 Algorithmus 11 DSGE model 11 DSGE-Modell 11 Monte Carlo simulation 10 Monte-Carlo-Simulation 10 Option trading 10 Optionsgeschäft 10 Nichtlineare Regression 9 Nonlinear regression 9 Dynamic programming 8 Dynamische Optimierung 8 Neoclassical synthesis 8 Neoklassische Synthese 8 Soft Computing 7 approximation method 7 Dynamic equilibrium 6 Dynamisches Gleichgewicht 6 Neural networks 6 Neuronale Netze 6 Artificial intelligence 5 Finanzmathematik 5 Künstliche Intelligenz 5 Lineare Optimierung 5 Markov chain 5
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Online availability
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Free 55 Undetermined 30 CC license 1
Type of publication
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Book / Working Paper 85 Article 76 Other 1
Type of publication (narrower categories)
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Article in journal 59 Aufsatz in Zeitschrift 59 Graue Literatur 29 Non-commercial literature 29 Arbeitspapier 27 Working Paper 27 Aufsatz im Buch 14 Book section 14 Hochschulschrift 7 Thesis 6 Collection of articles of several authors 5 Sammelwerk 5 Aufsatzsammlung 3 Systematic review 3 Übersichtsarbeit 3 Lehrbuch 2 Textbook 2 Article 1 Collection of articles written by one author 1 Conference proceedings 1 Konferenzschrift 1 Mehrbändiges Werk 1 Mikroform 1 Multi-volume publication 1 Sammlung 1
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Language
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English 146 German 12 Undetermined 6
Author
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Cai, Yongyang 5 Steinbuks, Jevgenijs 5 Amman, Hans M. 4 Judd, Kenneth L. 4 Takahashi, Akihiko 4 Tucci, Marco Paolo 4 Dennis, Richard J. 3 Dionne, Georges 3 Eggertsson, Gauti B. 3 Fernández-Villaverde, Jesús 3 Gauthier, Geneviève 3 Ouertani, Nadia 3 Padula, Mario 3 Rubio-Ramírez, Juan Francisco 3 Schorfheide, Frank 3 Singh, Sanjay R. 3 Tahani, Nabil 3 Wen, Yi 3 Wu, Huabin 3 Almeida, Rui Jorge 2 Berg, Jan van den 2 Bruhn, Simon 2 Fonseca, Carlos M. da 2 Grebel, Thomas 2 Hamers, Herbert 2 Henggeler Antunes, Carlos 2 Iguchi, Yuga 2 Imbs, Jean 2 Kao, Ming-Yang 2 Koffi, Rock Stephane 2 Legge, Elmar 2 Leisten, Rainer 2 Mazzoni, Thomas 2 Mele, Angelo 2 Naito, Riu 2 Nesta, Lionel 2 Ngnotchouye, Jean Medard T. 2 Paquete, Luís F. 2 Peng, Amy 2 Stiglmayr, Michael 2
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Institution
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National Bureau of Economic Research 2 Erasmus Research Institute of Management 1 IGI Global 1 Society for Computational Economics - SCE 1 Symposium Soft Computing <9, 2006, Ilmenau> 1 Technische Universität Ilmenau 1
Published in...
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Computational economics 3 Computational methods in decision-making, economics and finance 3 Computers & operations research : and their applications to problems of world concern ; an international journal 3 European journal of operational research : EJOR 3 INFORMS journal on computing : JOC 3 International journal of production economics 3 Studies in fuzziness and soft computing 3 Working paper / National Bureau of Economic Research, Inc. 3 Betriebswirtschaftliche Schriften zur Unternehmensführung 2 CEMMAP working papers / Centre for Microdata Methods and Practice 2 De Gruyter Studies in Mathematics 2 De Gruyter Studies in Mathematics Ser 2 Diskussionsbeiträge / Fakultät Wirtschaftswissenschaft, FernUniversität in Hagen 2 Diskussionspapier / Technische Universität Ilmenau, Institut für Volkswirtschaftslehre 2 ERIM report series research in management 2 International transactions in operational research : a journal of the International Federation of Operational Research Societies 2 Mathematical methods of operations research : ZOR 2 NBER Working Paper 2 NBER working paper series 2 Quaderni del Dipartimento di economia politica e statistica 2 Quantitative economics : QE ; journal of the Econometric Society 2 Soft computing for risk evaluation and management : applications in technology, environment and finance 2 The journal of operational risk 2 Transportation science : a journal of the Institute for Operations Research and the Management Sciences 2 Working papers / Penn Institute for Economic Research 2 AAP advances in artificial intelligence and robotics 1 Advances in data mining and database management (ADMDM) book series 1 Agent-mediated electronic commerce : designing trading agents and mechanisms ; AAMAS 2005 workshop, AMEC 2005, Utrecht, Netherlands, July 25, 2005 and IJCAI 2005 workshop, TADA 2005, Edinburgh, UK, August 1, 2005 ; selected and revised papers 1 Annals of operations research ; volume 254, numbers 1/2 (July 2017) 1 Atlantic economic journal : AEJ 1 Beiträge aus dem Institut für Statistik und Ökonometrie der Universität Hamburg 1 Business Systems Research (BSR) 1 Business systems research : a system view accross technology & economics : the journal of Society for Advancing Innovation and Research in Economy 1 CAMA Working Paper 1 CAMA working paper series 1 CARF working paper 1 CESifo Working Paper Series 1 CIRJE discussion papers / F series 1 CORE discussion papers : DP 1 Campus / Forschung 1
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Source
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ECONIS (ZBW) 153 USB Cologne (EcoSocSci) 4 RePEc 3 BASE 1 EconStor 1
Showing 1 - 10 of 162
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Selection procedure of the approximation methods for deriving priorities : a case of inconsistent pairwise comparisons
Čančer, Vesna - In: Business systems research : a system view accross … 15 (2024) 2, pp. 21-30
Background When pairwise comparisons are used to express preferences for alternatives or judgments on criteria's importance, several methods can be used to derive priorities in multi-criteria decision-making. In the case of inconsistency, different methods give different results. Objectives The...
Persistent link: https://www.econbiz.de/10015108402
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An empirical approximation of the effects of trade sanctions with an application to Russia
Imbs, Jean; Pauwels, Laurent - In: Economic policy 39 (2024) 117, pp. 159-200
Persistent link: https://www.econbiz.de/10014526049
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Solving the stochastic team orienteering problem : comparing simheuristics with the sample average approximation method
Panadero, Javier; Juan, Angel A.; Ghorbani, Elnaz; … - In: International transactions in operational research : a … 31 (2024) 5, pp. 3036-3060
Persistent link: https://www.econbiz.de/10014533499
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Selection procedure of the approximation methods for deriving priorities: A case of inconsistent pairwise comparisons
Čančer, Vesna - In: Business Systems Research (BSR) 15 (2024) 2, pp. 21-30
Background When pairwise comparisons are used to express preferences for alternatives or judgments on criteria's importance, several methods can be used to derive priorities in multi-criteria decision-making. In the case of inconsistency, different methods give different results. Objectives The...
Persistent link: https://www.econbiz.de/10015408744
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An Empirical Approximation of the Effects of Trade Sanctions with an Application to Russia
Imbs, Jean; Pauwels, Laurent L. - 2023
We propose a data-based approximation of the effects of trade sanctions. We validate the approximation by comparing it with exact responses simulated from a canonical multi-country multi-sector model. The approximation is palatable for a broad range of elasticities of substitution, except for...
Persistent link: https://www.econbiz.de/10014358683
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The effect of few historical data on the performance of sample average approximation method for operating room scheduling
Coban, Elvin; Kayış, Enis; Dexter, Franklin - In: International transactions in operational research : a … 30 (2023) 1, pp. 126-150
Persistent link: https://www.econbiz.de/10013415885
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The fallacy in productivity decomposition
Bruhn, Simon; Grebel, Thomas; Nesta, Lionel - 2023 - Updated June 2023
This paper argues that the typical practice of performing growth decompositions based on log-transformed productivity values induces fallacious conclusions: using logs may lead to an inaccurate aggregate growth rate, an inaccurate description of the microsources of aggregate growth, or both. We...
Persistent link: https://www.econbiz.de/10014307294
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An augmented Lagrangian-type stochastic approximation method for convex stochastic semidefinite programming defined by expectations
Zhang, Yule; Wu, Jia; Zhang, Liwei - In: Operations research letters : a journal of INFORMS … 59 (2025), pp. 1-7
Persistent link: https://www.econbiz.de/10015358604
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A simple four-moment approximation to the distribution of a positive definite quadratic form, with applications to testing
Hillier, Grant H.; O'Brien, Raymond J. - 2022 - This version: December 2021
The exact distribution of a quadratic form in n standard normal variables, Q; say, (or, equivalently, a linear combination of independent chi-squared variates) is, except in special cases, quite complicated. This has led to many proposals for approximating the distribution by a more tractable...
Persistent link: https://www.econbiz.de/10012800783
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A fitted l-multi-point flux approximation method for pricing options
Koffi, Rock Stephane; Tambue, Antoine - In: Computational economics 60 (2022) 2, pp. 633-663
Persistent link: https://www.econbiz.de/10013380800
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