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Essays on adaptive learning in macroeconomics and finance

Lettau, Martin - 1994

Persistent link: https://www.econbiz.de/10000916150

Generation capacity expansion in imperfectly competitive restructured electricity markets

Murphy, Frederic H.; Smeers, Yves - 2002

Persistent link: https://www.econbiz.de/10001732889

Location strategy for a firm under competitive delivered prices

García, María Dolores; Pelegrín, Blas; Fernández, … - In: The annals of regional science : an international … 47 (2011) 1, pp. 1-23

This paper addresses the location problem for an entering firm that will play a Bertrand game with other pre-existing firms in order to maximize its profit. Demand for a homogeneous product is price-sensitive and firms use delivered pricing. Under some specific conditions, it is shown that the...

Persistent link: https://www.econbiz.de/10009235141

Solving Complex Equations Subject to Constraints Using Lagrangian Constrained Optimization

Burgess, Nicholas - 2021

In this paper we outline the Lagrangian constrained optimization method to solve complex problems subject to constraints. Firstly we summarize the Lagrangian constrained optimization routine. Secondly we outline a detailed implementation strategy. Thirdly and finally we provide example and solve...

Persistent link: https://www.econbiz.de/10013213151

Genetic Algorithm Based Model For Optimizing Bank Lending Decisions

Metawa, Noura - 2018

. However, choosing optimum bank lending decisions that maximize the bank proﬁt in a credit crunch environment is still a big … challenge. For that, this paper proposes an intelligent model based on the Genetic Algorithm (GA) to organize bank lending … bank objectives when constructing the loan portfolio, by maximizing the bank proﬁt and minimizing the probability of bank …

Persistent link: https://www.econbiz.de/10012909817

Die Optimierung des Kreditportfolios : ein Modell zur optimalen Gestaltung des Kreditportfolios mithilfe aktiver Steuerungsinstrumente

Geidt-Karrenbauer, Ulrike - 2010

Persistent link: https://www.econbiz.de/10003929052

Optimising a bank's credit portfolio

Afful, Annshirley Aba; Asare, Michael Kofi; Afful, … - In: International journal of applied management science 8 (2016) 1, pp. 68-82

Persistent link: https://www.econbiz.de/10011592357

Solving Linear Difference Systems with Lagged Expectations by a Method of Undetermined Coefficients

Wang, Pengfei - 2006

This paper proposes a solution method to solve linear difference models with lagged expectations. Variables with lagged expectations expand the model's state space greatly when N is large; and getting the system into a canonical form solvable by the traditional methods involves substantial manual...

Persistent link: https://www.econbiz.de/10012734732

Efficient Solution and Computation of Models with Occasionally Binding Constraints

Böhl, Gregor - 2022

Structural estimation of macroeconomic models and new HANK-type models with extremely high dimensionality require fast and robust methods to efficiently deal with occasionally binding constraints (OBCs). This paper proposes a novel algorithm that solves for the perfect foresight path of...

Persistent link: https://www.econbiz.de/10014030468

A recent review on optimisation methods applied to credit scoring models

Kamimura, Elias Shohei; Pinto, Anderson Rogério Faia; … - In: Journal of economics, finance & administrative science 28 (2023) 56, pp. 352-371

Purpose This paper aims to present a literature review of the most recent optimisation methods applied to Credit Scoring Models (CSMs). Design/methodology/approach The research methodology employed technical procedures based on bibliographic and exploratory analyses. A traditional investigation...

Persistent link: https://www.econbiz.de/10014506795