The following pages link to Manfred Gilli (Q169939):
Displaying 25 items.
- Matchings, covers, and Jacobian matrices (Q671538) (← links)
- Qualitative decomposition of the eigenvalue problem in a dynamic system (Q805561) (← links)
- An efficient branch-and-bound strategy for subset vector autoregressive model selection (Q844693) (← links)
- An application of extreme value theory for measuring financial risk (Q853582) (← links)
- (Q951868) (redirect page) (← links)
- A global optimization heuristic for estimating agent based models (Q951870) (← links)
- Applications of optimization heuristics to estimation and modelling problems (Q957002) (← links)
- Distributed optimisation of a portfolio's omega (Q991131) (← links)
- Using economic and financial information for stock selection (Q1031950) (← links)
- Analysis of static and dynamic structures in economic models: Methodological and practical aspects (Q1153833) (← links)
- Krylov methods for solving models with forward-looking variables (Q1274210) (← links)
- Sparse direct methods for model simulation (Q1391667) (← links)
- Solving finite difference schemes arising in trivariate option pricing. (Q1605207) (← links)
- Heuristic optimisation in financial modelling (Q1931632) (← links)
- Risk-reward ratio optimisation (revisited) (Q2057901) (← links)
- Robust Regression with Optimisation Heuristics (Q3055530) (← links)
- (Q3087164) (← links)
- Numerical Methods and Optimization in Finance (Q3121337) (← links)
- Equation reordering for iterative processes ? a comment (Q4018056) (← links)
- (Q4233839) (← links)
- (Q4233840) (← links)
- (Q4459806) (← links)
- (Q4782130) (← links)
- Parallel Krylov methods for econometric model simulation (Q5929109) (← links)
- Optimization cultures (Q6604417) (← links)
