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Applications of optimization heuristics to estimation and modelling problems

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  • Winker, Peter
  • Gilli, Manfred

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Article provided by Elsevier in its journal Computational Statistics & Data Analysis.

Volume (Year): 47 (2004)
Issue (Month): 2 (September)
Pages: 211-223

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Handle: RePEc:eee:csdana:v:47:y:2004:i:2:p:211-223

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Web page: http://www.elsevier.com/locate/csda

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  1. Angelis, L. & Bora-Senta, E. & Moyssiadis, C., 2001. "Optimal exact experimental designs with correlated errors through a simulated annealing algorithm," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 37(3), pages 275-296, September.
  2. Baragona, R. & Battaglia, F. & Cucina, D., 2004. "Fitting piecewise linear threshold autoregressive models by means of genetic algorithms," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 47(2), pages 277-295, September.
  3. Todorov, Valentin, 1992. "Computing the minimum covariance determinant estimator (MCD) by simulated annealing," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 14(4), pages 515-525, November.
  4. Alcock, Jamie & Burrage, Kevin, 2004. "A genetic estimation algorithm for parameters of stochastic ordinary differential equations," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 47(2), pages 255-275, September.
  5. Pacheco, Joaquin & Valencia, Olga, 2003. "Design of hybrids for the minimum sum-of-squares clustering problem," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 43(2), pages 235-248, June.
  6. Maringer, Dietmar G., 2004. "Finding the relevant risk factors for asset pricing," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 47(2), pages 339-352, September.
  7. Duczmal, Luiz & Assuncao, Renato, 2004. "A simulated annealing strategy for the detection of arbitrarily shaped spatial clusters," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 45(2), pages 269-286, March.
  8. Gilli, M. & Winker, P., 2003. "A global optimization heuristic for estimating agent based models," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 42(3), pages 299-312, March.
  9. Chatterjee, Sangit & Laudato, Matthew & Lynch, Lucy A., 1996. "Genetic algorithms and their statistical applications: an introduction," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 22(6), pages 633-651, October.
  10. Ferri, M. & Piccioni, M., 1992. "Optimal selection of statistical units : An approach via simulated annealing," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 13(1), pages 47-61, January.
  11. Orsenigo, Carlotta & Vercellis, Carlo, 2004. "Discrete support vector decision trees via tabu search," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 47(2), pages 311-322, September.
  12. Dorsey, Robert E & Mayer, Walter J, 1995. "Genetic Algorithms for Estimation Problems with Multiple Optima, Nondifferentiability, and Other Irregular Features," Journal of Business & Economic Statistics, American Statistical Association, American Statistical Association, vol. 13(1), pages 53-66, January.
  13. Pattarin, Francesco & Paterlini, Sandra & Minerva, Tommaso, 2004. "Clustering financial time series: an application to mutual funds style analysis," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 47(2), pages 353-372, September.
  14. Schlottmann, Frank & Seese, Detlef, 2004. "A hybrid heuristic approach to discrete multi-objective optimization of credit portfolios," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 47(2), pages 373-399, September.
  15. Cadima, Jorge & Cerdeira, J. Orestes & Minhoto, Manuel, 2004. "Computational aspects of algorithms for variable selection in the context of principal components," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 47(2), pages 225-236, September.
  16. Birchenhall, Chris, 1995. "Modular Technical Change and Genetic Algorithms," Computational Economics, Society for Computational Economics, vol. 8(3), pages 233-53, August.
  17. Goffe, William L. & Ferrier, Gary D. & Rogers, John, 1994. "Global optimization of statistical functions with simulated annealing," Journal of Econometrics, Elsevier, Elsevier, vol. 60(1-2), pages 65-99.
  18. H. D. Vinod & B. D. McCullough, 1999. "Corrigenda: The Numerical Reliability of Econometric Software," Journal of Economic Literature, American Economic Association, vol. 37(4), pages 1565-1565, December.
  19. Winker, Peter, 1995. "Identification of multivariate AR-models by threshold accepting," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 20(3), pages 295-307, September.
  20. Besbeas, Panagiotis & Morgan, Byron J. T., 2004. "Integrated squared error estimation of normal mixtures," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 44(3), pages 517-526, January.
  21. Roverato, Alberto & Paterlini, Sandra, 2004. "Technological modelling for graphical models: an approach based on genetic algorithms," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 47(2), pages 323-337, September.
  22. H. D. Vinod & B. D. McCullough, 1999. "The Numerical Reliability of Econometric Software," Journal of Economic Literature, American Economic Association, vol. 37(2), pages 633-665, June.
  23. Wu, Berlin & Chang, Chih-Li, 2002. "Using genetic algorithms to parameters (d,r) estimation for threshold autoregressive models," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 38(3), pages 315-330, January.
  24. Luebke, Karsten & Weihs, Claus, 2004. "Generation of prediction optimal projection on latent factors by a stochastic search algorithm," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 47(2), pages 297-310, September.
  25. Ostermark, Ralf, 2001. "Genetic modelling of multivariate EGARCHX-processes: evidence on the international asset return signal response mechanism," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 38(1), pages 71-93, November.
  26. Sung Jung, Joo & Jin Yum, Bong, 1996. "Construction of exact D-optimal designs by tabu search," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 21(2), pages 181-191, February.
  27. Baragona, Roberto & Battaglia, Francesco & Calzini, Claudio, 2001. "Genetic algorithms for the identification of additive and innovation outliers in time series," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 37(1), pages 1-12, July.
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