Balanced random interval arithmetic in market model estimation

DOI10.1016/j.ejor.2005.02.013zbMath1142.90468OpenAlexW1963806516MaRDI QIDQ2433495

Julius Žilinskas, Ian David Lockhart Bogle

Publication date: 27 October 2006

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2005.02.013

zbMATH Keywords

global optimizationinterval arithmeticbalanced random interval arithmetic

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) General methods in interval analysis (65G40) Auctions, bargaining, bidding and selling, and other market models (91B26)

Related Items (2)

A hybrid global optimization algorithm for nonlinear least squares regression ⋮ The use of interval arithmetic in solving a non-linear rational expectation based multiperiod output-inflation process model: the case of the IN/GB method

Uses Software

• INTOPT_90

Cites Work

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• Rigorous global search: continuous problems
• The convergence speed of interval methods for global optimization
• Automatic differentiation and interval arithmetic for estimation of disequilibrium models
• Computational complexity and feasibility of data processing and interval computations
• Interval methods that are guaranteed to underestimate (and the resulting new justification of Kaucher arithmetic)
• On underestimating in interval computations
• The Kolmogorov-Smirnov, Cramer-von Mises Tests
• Methods of Estimation for Markets in Disequilibrium: A Further Study
• Experiments on the evaluation of functional ranges using a random interval arithmetic
• Global optimization of econometric functions.
• Maximum Likelihood Methods for Models of Markets in Disequilibrium

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