Applications of optimization heuristics to estimation and modelling problems
From MaRDI portal
Publication:957002
DOI10.1016/j.csda.2003.11.026zbMath1429.62034MaRDI QIDQ957002
Publication date: 26 November 2008
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2003.11.026
62-08: Computational methods for problems pertaining to statistics
90C59: Approximation methods and heuristics in mathematical programming
Related Items
A genetic algorithm approach to find the best regression/econometric model among the candidates, Second special issue on computational econometrics, Optimal aggregation of linear time series models, A discrete particle swarm optimization method for feature selection in binary classification problems, Distributed optimisation of a portfolio's omega, Optimizing logistic regression coefficients for discrimination and calibration using estimation of distribution algorithms, Statistical reconstruction of random point patterns, Ordinal optimization of \(G/G/1/K\) polling systems with \(k\)-limited service discipline, Forecasting nonlinear time series with neural network sieve bootstrap, A new family of life distributions for dependent data: estimation, Editorial: 2nd special issue on applications of optimization heuristics to estimation and modelling problems, Variable selection in regression models using nonstandard optimisation of information criteria, Improving the computation of censored quantile regressions, GSA-based maximum likelihood estimation for threshold vector error correction model, Optimal control of nonlinear dynamic econometric models: an algorithm and an application, Heuristic optimisation in financial modelling, Double threshold autoregressive conditionally heteroscedastic model building by genetic algorithms
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Global optimization of statistical functions with simulated annealing
- Optimization by Simulated Annealing
- Computational aspects of algorithms for variable selection in the context of principal components
- Genetic algorithms and their statistical applications: an introduction
- Identification of multivariate AR-models by threshold accepting
- Threshold accepting: A general purpose optimization algorithm appearing superior to simulated annealing
- A global optimization heuristic for estimating agent based models
- Design of hybrids for the minimum sum-of-squares clustering problem
- Integrated squared error estimation of normal mixtures
- A simulated annealing strategy for the detection of arbitrarily shaped spatial clusters
- Experiments with, and on, algorithms for maximum likelihood clustering
- A genetic estimation algorithm for parameters of stochastic ordinary differential equations
- Fitting piecewise linear threshold autoregressive models by means of genetic algorithms
- Generation of prediction optimal projection on latent factors by a stochastic search algorithm
- Discrete support vector decision trees via tabu search
- Technological modelling for graphical models: an approach based on genetic algorithms
- Finding the relevant risk factors for asset pricing
- Clustering financial time series: an application to mutual funds style analysis
- A hybrid heuristic approach to discrete multi-objective optimization of credit portfolios
- Construction of exact D-optimal designs by tabu search
- Genetic modelling of multivariate EGARCHX-processes: evidence on the international asset return signal response mechanism
- Optimal exact experimental designs with correlated errors through a simulated annealing algorithm
- Modular technical change and genetic algorithms
- Metaheuristics: A bibliography
- Computing the minimum covariance determinant estimator (MCD) by simulated annealing
- Genetic algorithms for the identification of additive and innovation outliers in time series
- Adaptive memory programming: a unified view of metaheuristics
- Using genetic algorithms to parameters \((d,r)\) estimation for threshold autoregressive models