Solving irregular econometric and mathematical optimization problems with a genetic hybrid algorithm

DOI10.1023/A:1008621308348MaRDI QIDQ1300632zbMATH OpenFDO

Authors Ralf Östermark

Publication date 9 February 2001

Published in Computational Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/A:1008621308348

zbMATH Keywords

econometric functionsevolutionary programminggenetic hybrid algorithmnonconvex mixed integer nonlinear programming problems

Mathematics Subject Classification ID

Mixed integer programming (90C11) Nonconvex programming, global optimization (90C26)

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Cites work

• simannf90

Cited in

(16)

• Variable selection in regression models using nonstandard optimisation of information criteria
• A multipurpose parallel genetic hybrid algorithm for nonlinear nonconvex programming problems
• Genetic modelling of multivariate EGARCHX-processes: evidence on the international asset return signal response mechanism
• A note on global optimization in adaptive control, econometrics and macroeconomics.
• Extracting clusters from aggregate panel data: a market segmentation study
• Massively parallel processing of recursive multi-period portfolio models
• A parallel fuzzy GMM-algorithm for approximate VGARCH-modeling with a multi-modal discontinuous merit function
• scientific article; zbMATH DE number 992829 (Why is no real title available?)
• Dynamic portfolio management under competing representations
• A flexible platform for mixed-integer non-linear programming problems
• Scalability of the genetic hybrid algorithm on a parallel supercomputer
• An optimization method to estimate models with store-level data: a case study
• Designing a superstructure for parametric search for optimal search spaces in non‐trivial optimization problems
• Concurrent processing of mixed-integer non-linear programming problems
• Concurrent processing of heteroskedastic vector-valued mixture density models
• Cluster analysis of panel data sets using non-standard optimisation of information criteria

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Uses Software

• simannf90

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