Global optimization of statistical functions with simulated annealing
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Cited in
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- Variable selection in regression models using nonstandard optimisation of information criteria
- Coupled aerostructural design optimization using the Kriging model and integrated multiobjective optimization algorithm
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- On selection of statistics for approximate Bayesian computing (or the method of simulated moments)
- Forecasting inflation and GDP growth using heuristic optimisation of information criteria and variable reduction methods
- Gradient surfing: a new deterministic approach for low-dimensional global optimization
- Sequentially adaptive Bayesian learning algorithms for inference and optimization
- Aspiration-based and reciprocity-based rules in learning dynamics for symmetric normal-form games
- Metaheuristics: A bibliography
- A multivariate discrete choice method based on inequality restrictions
- Predictable non-linearities in U.S. inflation
- A new calibration of the Heston stochastic local volatility model and its parallel implementation on GPUs
- Basin hopping with synched multi L-BFGS local searches. Parallel implementation in multi-CPU and GPUs
- Global optimization-based dimer method for finding saddle points
- How to maximize the likelihood function for a DSGE model
- Robust parameter identification using parallel global optimization for a batch nonlinear enzyme-catalytic time-delayed process presenting metabolic discontinuities
- Unhedgeable inflation risk within pension schemes
- Modifications of real code genetic algorithm for global optimization
- A hybrid global optimization algorithm for nonlinear least squares regression
- Improving simulated annealing through derandomization
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- A fast and accurate numerical approach for electromagnetic inversion
- A new approximate point optimal test of a composite null hypothesis
- A numerical procedure to estimate real business cycle models using simulated annealing
- Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and nonstandard asymptotics
- Saturable fractal pharmacokinetics and its applications
- Blueprint for an algorithmic economics
- Time and causality: a Monte Carlo assessment of the timing-of-events approach
- Unit roots: Bayesian significance test
- Finite-sample simulation-based inference in VAR models with application to Granger causality testing
- A joint econometric model of macroeconomic and term-structure dynamics
- Revealed Preference Tests of Collectively Rational Consumption Behavior: Formulations and Algorithms
- Improving the value at risk forecasts: theory and evidence from the financial crisis
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- SIMANN: A Global Optimization Algorithm using Simulated Annealing
- Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form
- AN EXCLUSIVE REGRESSORS BINARY MIXTURE MODEL WITH AN APPLICATION TO LABOUR SUPPLY
- Inverse problems in space science and technology
- Maximum Likelihood Estimation of VARMA Models Using a State-Space EM Algorithm
- A reduced-order simulated annealing approach for four-dimensional variational data assimilation in meteorology and oceanography
- Misspecification Testing for the Conditional Distribution Model in GARCH-Type Processes
- Simulated Annealing and Genetic Algorithms in Quest of Optimal Triangulations
- Predicting binary outcomes
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- Parallel deterministic and stochastic global minimization of functions with very many minima
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- Portfolio selection with commodities under conditional copulas and skew preferences
- Measuring the costs of children: parametric and semiparametric estimators1
- A smoothed maximum score estimator for the binary choice panel data model with an application to labour force participation
- Diagnostic analysis and computational strategies for estimating discrete time duration models -- a Monte Carlo study
- Bayesian quantile regression for ordinal models
- Smoothed quantile regression processes for binary response models
- Automated parameterization of intermolecular pair potentials using global optimization techniques
- The construction of empirical credit scoring rules based on maximization principles
- Empirical information criteria for time series forecasting model selection
- Using point optimal test of a simple null hypothesis for testing a composite null hypothesis via maximized Monte Carlo approach
- Forecasting macroeconomic variables using neural network models and three automated model selection techniques
- Estimation of unknown parameters in nonlinear and non-Gaussian state-space models
- A projection pursuit approach to variable selection.
- Global optimization of econometric functions.
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- A mixture autoregressive model based on Gaussian and Student's t-distributions
- Modeling semiconductor devices by using neuro space mapping
- A new taxonomy of global optimization algorithms
- Mental health and abortions among young women: time-varying unobserved heterogeneity, health behaviors, and risky decisions
- Seasonal volatility in agricultural markets: modelling and empirical investigations
- Optimization of the generalized covariance estimator in noncausal processes
- Fast and robust consensus-based optimization via optimal feedback control
- Empirical Monte Carlo evidence on estimation of timing-of-events models
- Extended duality for nonlinear programming
- Genetically controlled random search: a global optimization method for continuous multidimensional functions
- Structural vector autoregressions with smooth transition in variances
- A hybrid particle swarm optimization-simplex algorithm (PSOS) for structural damage identification
- A genetic algorithm approach to find the best regression/econometric model among the candidates
- An extended mind evolutionary computation model for optimizations
- Systematic tuning of parameters in support vector clustering
- Evidence for nonlinear asymmetric causality in US inflation, metal, and stock returns
- Selection of variables in cluster analysis: An empirical comparison of eight procedures
- Cluster analysis of panel data sets using non-standard optimisation of information criteria
- Applications of optimization heuristics to estimation and modelling problems
- Enhancing PSO methods for global optimization
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