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Observation thinning in data assimilation computations
Gratton, Serge; Rincon-Camacho, Monserrat; Simon, Ehouarn; … - In: EURO journal on computational optimization 3 (2015) 1, pp. 31-51
Persistent link: https://www.econbiz.de/10010500756
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A Stochastic LQR Model for Child Order Placement in Algorithmic Trading
Shen, Jackie - 2020
Modern Algorithmic Trading ("Algo") allows institutional investors and traders to liquidate or establish big security positions in a fully automated or low-touch manner. Most existing academic or industrial Algos focus on how to "slice" a big parent order into smaller child orders over a given...
Persistent link: https://www.econbiz.de/10012837206
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Benchmarking global optimizers
Arnoud, Antoine; Guvenen, Fatih; Kleineberg, Tatjana - 2019
Persistent link: https://www.econbiz.de/10012128867
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BP-CVaR : a novel model of estimating CVaR with back propagation algorithm
Wang, Gang-Jin; Zhu, Chun-Long - In: Economics letters 209 (2021), pp. 1-4
Persistent link: https://www.econbiz.de/10013209345
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A test-rework process yield performance model for estimation of printed wiring board assembly cost
Shimohashi, Koki; Zhou, Xiaoying; Schoenung, Julie M. - In: International journal of production economics 119 (2009) 1, pp. 161-173
Persistent link: https://www.econbiz.de/10003884716
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Optimal industrial classification : [an application to the German industrial classification system]
Chipman, John Somerset; Winker, Peter - 1994
degree of complexity, which means that there is probably no exact optimization algorithm that works in economic Computing … such an algorithm is the Threshold Accepting Algorithm (TA). We implement TA for the optimal aggregation of price indices …. The algorithm and the resulting groupings are presented. The results show that the use of Standard or "official" modes of …
Persistent link: https://www.econbiz.de/10009774715
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A relaxation approach for estimating origin–destination trip tables
Nie, Yu; Zhang, H. M. - In: Networks and spatial economics : a journal of … 10 (2010) 1, pp. 147-172
Persistent link: https://www.econbiz.de/10003970249
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A discrete on-line monotone estimation algorithm
Papadaki, Katerina P. (contributor);  … - 2003
Persistent link: https://www.econbiz.de/10003218452
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The impact of estimation : a new method for clustering and trajectory estimation in patient flow modeling
Ranjan, Chitta; Paynabar, Kamran; Helm, Jonathan E.; … - In: Production and operations management : an international … 26 (2017) 10, pp. 1893-1914
Persistent link: https://www.econbiz.de/10011778012
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The endogenous grid method for discrete-continuous dynamic choice models with (or without) taste shocks
Iskhakov, Fedor; Jørgensen, Thomas H.; Rust, John; … - In: Quantitative economics : QE ; journal of the … 8 (2017) 2, pp. 317-365
experiments that demonstrate the reliability and efficiency of the DC-EGM algorithm and the associated maximum likelihood …
Persistent link: https://www.econbiz.de/10011801539