Optimization Heuristics in Econometrics
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Optimization Heuristics in Econometrics
Applications of Threshold Accepting
Winker, Peter
John Wiley & Sons Inc
11/2000
360
Dura
Inglês
9780471856313
15 a 20 dias
686
Descrição não disponível.
Preface.
Introduction.
OPTIMIZATION IN STATISTICS AND ECONOMETRICS.
Optimization in Economics.
Optimization in Statistics and Econometrics.
The Heuristic Optimization Paradigm.
HEURISTIC OPTIMIZATION: THRESHOLD ACCEPTING.
Optimization Methods.
The Global Optimization Heuristic Threshold Accepting.
Relative Performance of Threshold Accepting.
Tuning of Threshold Accepting.
A Practical Guide to the Implementation of Threshold Accepting.
APPLICATIONS IN STATISTICS AND ECONOMETRICS.
Introduction.
Experimental Design.
Identification of Multivariate Lag Structures.
Optimal Aggregation.
Censored Quantile Regression.
Continuous Global Optimization.
CONCLUSION AND OUTLOOK.
Conclusion.
Outlook for Further Research.
References.
List of Symbols.
Author Index.
Subject Index.
Introduction.
OPTIMIZATION IN STATISTICS AND ECONOMETRICS.
Optimization in Economics.
Optimization in Statistics and Econometrics.
The Heuristic Optimization Paradigm.
HEURISTIC OPTIMIZATION: THRESHOLD ACCEPTING.
Optimization Methods.
The Global Optimization Heuristic Threshold Accepting.
Relative Performance of Threshold Accepting.
Tuning of Threshold Accepting.
A Practical Guide to the Implementation of Threshold Accepting.
APPLICATIONS IN STATISTICS AND ECONOMETRICS.
Introduction.
Experimental Design.
Identification of Multivariate Lag Structures.
Optimal Aggregation.
Censored Quantile Regression.
Continuous Global Optimization.
CONCLUSION AND OUTLOOK.
Conclusion.
Outlook for Further Research.
References.
List of Symbols.
Author Index.
Subject Index.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
heuristics; optimization; problems; many; use; methods; highly complex; produce; approximate; standard; heavy; powerful; methods provide; heuristic; many complex problems; implementation; simple; selfcontained; examples
Preface.
Introduction.
OPTIMIZATION IN STATISTICS AND ECONOMETRICS.
Optimization in Economics.
Optimization in Statistics and Econometrics.
The Heuristic Optimization Paradigm.
HEURISTIC OPTIMIZATION: THRESHOLD ACCEPTING.
Optimization Methods.
The Global Optimization Heuristic Threshold Accepting.
Relative Performance of Threshold Accepting.
Tuning of Threshold Accepting.
A Practical Guide to the Implementation of Threshold Accepting.
APPLICATIONS IN STATISTICS AND ECONOMETRICS.
Introduction.
Experimental Design.
Identification of Multivariate Lag Structures.
Optimal Aggregation.
Censored Quantile Regression.
Continuous Global Optimization.
CONCLUSION AND OUTLOOK.
Conclusion.
Outlook for Further Research.
References.
List of Symbols.
Author Index.
Subject Index.
Introduction.
OPTIMIZATION IN STATISTICS AND ECONOMETRICS.
Optimization in Economics.
Optimization in Statistics and Econometrics.
The Heuristic Optimization Paradigm.
HEURISTIC OPTIMIZATION: THRESHOLD ACCEPTING.
Optimization Methods.
The Global Optimization Heuristic Threshold Accepting.
Relative Performance of Threshold Accepting.
Tuning of Threshold Accepting.
A Practical Guide to the Implementation of Threshold Accepting.
APPLICATIONS IN STATISTICS AND ECONOMETRICS.
Introduction.
Experimental Design.
Identification of Multivariate Lag Structures.
Optimal Aggregation.
Censored Quantile Regression.
Continuous Global Optimization.
CONCLUSION AND OUTLOOK.
Conclusion.
Outlook for Further Research.
References.
List of Symbols.
Author Index.
Subject Index.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
