Balanced random interval arithmetic in market model estimation

DOI10.1016/J.EJOR.2005.02.013MaRDI QIDQ2433495zbMATH OpenOpenAlexFDO

Authors 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

balanced random interval arithmeticglobal optimizationinterval arithmetic

Mathematics Subject Classification ID

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

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Cites work

• Automatic differentiation and interval arithmetic for estimation of disequilibrium models
• Computational complexity and feasibility of data processing and interval computations
• Experiments on the evaluation of functional ranges using a random interval arithmetic
• Global optimization of econometric functions.
• scientific article; zbMATH DE number 3837235 (Why is no real title available?)
• scientific article; zbMATH DE number 2112200 (Why is no real title available?)
• scientific article; zbMATH DE number 775283 (Why is no real title available?)
• scientific article; zbMATH DE number 274379 (Why is no real title available?)
• scientific article; zbMATH DE number 3281219 (Why is no real title available?)
• Interval methods that are guaranteed to underestimate (and the resulting new justification of Kaucher arithmetic)
• Maximum Likelihood Methods for Models of Markets in Disequilibrium
• Methods of Estimation for Markets in Disequilibrium: A Further Study
• On underestimating in interval computations
• Rigorous global search: continuous problems
• The convergence speed of interval methods for global optimization
• The Kolmogorov-Smirnov, Cramer-von Mises Tests

Cited in

(3)

• 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
• A hybrid global optimization algorithm for nonlinear least squares regression
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• INTOPT_90

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