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On regularized optimal execution problems and their singular limits
Souza, Max O.; Thamsten, Y. - In: Applied mathematical finance 29 (2022) 2, pp. 79-109
Persistent link: https://www.econbiz.de/10013554788
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Evolutionary Algorithms in a Support Vector Regression Financial Forecasting Model : Case of Continuous Ant Colony Optimization Algorithms
Hong, Wei-Chiang - 2007
Traditional time series forecasting models are difficult to capture the nonlinear patterns. Support vector regression … (SVR) has been successfully used to solve nonlinear regression and times series problems. However, parameters determination …
Persistent link: https://www.econbiz.de/10014049169
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Robust Regression with Optimisation Heuristics
Gilli, Manfred - 2010
Linear regression is widely-used in finance. While the standard method to obtain parameter estimates, Least Squares …
Persistent link: https://www.econbiz.de/10013152306
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Robust regression with optimisation heuristics
Gilli, Manfred; Schumann, Enrico - In: Natural computing in computational finance : volume 3 ; …, (pp. 9-30). 2010
Persistent link: https://www.econbiz.de/10009514548
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Regression and extrapolation guided optimization for production-distribution with ship-buy-exchange options
Wu, Tao; Xiao, Fan; Zhang, Canrong; Zhang, Defu; Liang, Zhe - In: Transportation research / E : an international journal 129 (2019), pp. 15-37
Persistent link: https://www.econbiz.de/10012117909
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In search of the best multi-criteria decision making-particle swarm optimization-based hybrid approach for parametric optimization of friction stir welding processes
Das, Partha Protim; Chakraborty, Shankar - In: Opsearch : journal of the Operational Research Society … 61 (2024) 4, pp. 1764-1794
Persistent link: https://www.econbiz.de/10015127316
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On Heuristic and Linear Models of Judgment : Mapping the Demand for Knowledge
Hogarth, Robin M. - 2007
has emphasized the dysfunctional aspects of judgmental heuristics, and yet, other findings suggest that these can be … novel methodology developed to specify the effectiveness of heuristics in different environments and allows direct … in the same tasks. Our results highlight the trade-off between linear models and heuristics. Whereas the former are …
Persistent link: https://www.econbiz.de/10012729599
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Response surface methodology
Kleijnen, Jack P. C. - 2014
Persistent link: https://www.econbiz.de/10010387894
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Volatility forecasting using support vector regression and a hybrid genetic algorithm
Santamaría-Bonfil, Guillermo; Frausto-Solís, Juan; … - In: Computational economics 45 (2015) 1, pp. 111-133
Persistent link: https://www.econbiz.de/10010511334
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Centralized clearing mechanisms in financial networks : a programming approach
Csóka, Péter; Herings, Peter Jean-Jacques - 2022
We consider financial networks where agents are linked to each other with financial contracts. A centralized clearing mechanism collects the initial endowments, the liabilities and the division rules of the agents and determines the payments to be made. A division rule specifies how the assets...
Persistent link: https://www.econbiz.de/10013173929