IDEAS home Printed from https://ideas.repec.org/a/mtn/ancoec/2001109.html
   My bibliography  Save this article

Genetic alghorithms, pseudo-random number generators, and Markov chain Monte Carlo methods

Author

Listed:
  • Francesco Battaglia

Abstract

No abstract is available for this item.

Suggested Citation

  • Francesco Battaglia, 2001. "Genetic alghorithms, pseudo-random number generators, and Markov chain Monte Carlo methods," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(1-2), pages 129-154.
    • Handle: RePEc:mtn:ancoec:2001:109
    as

    Download full text from publisher

    File URL: https://www.dss.uniroma1.it/RePec/mtn/articoli/2001-LIX-1_2-9.pdf
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. George E. P. Box, 1957. "Evolutionary Operation: A Method for Increasing Industrial Productivity," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 6(2), pages 81-101, June.
    2. Chatterjee, Sangit & Laudato, Matthew & Lynch, Lucy A., 1996. "Genetic algorithms and their statistical applications: an introduction," Computational Statistics & Data Analysis, Elsevier, vol. 22(6), pages 633-651, October.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Francesco Battaglia & Mattheos K. Protopapas, 2010. "Multi-regime models for nonlinear nonstationary time series," Working Papers 026, COMISEF.
    2. Abdulrashid Muhammad Kabir & Mohsin Kamal & Fiaz Ahmad & Zahid Ullah & Fahad R. Albogamy & Ghulam Hafeez & Faizan Mehmood, 2021. "Optimized Economic Load Dispatch with Multiple Fuels and Valve-Point Effects Using Hybrid Genetic–Artificial Fish Swarm Algorithm," Sustainability, MDPI, vol. 13(19), pages 1-27, September.
    3. Chun-Xia Zhang & Jiang-She Zhang & Sang-Woon Kim, 2016. "PBoostGA: pseudo-boosting genetic algorithm for variable ranking and selection," Computational Statistics, Springer, vol. 31(4), pages 1237-1262, December.
    4. Pattarin, Francesco & Paterlini, Sandra & Minerva, Tommaso, 2004. "Clustering financial time series: an application to mutual funds style analysis," Computational Statistics & Data Analysis, Elsevier, vol. 47(2), pages 353-372, September.
    5. Francesco Battaglia & Mattheos K. Protopapas, 2011. "Time‐varying multi‐regime models fitting by genetic algorithms," Journal of Time Series Analysis, Wiley Blackwell, vol. 32(3), pages 237-252, May.
    6. Ambrogi, Federico & Lama, Nicola & Boracchi, Patrizia & Biganzoli, Elia, 2007. "Selection of artificial neural network models for survival analysis with Genetic Algorithms," Computational Statistics & Data Analysis, Elsevier, vol. 52(1), pages 30-42, September.
    7. Fouskakis, D., 2012. "Bayesian variable selection in generalized linear models using a combination of stochastic optimization methods," European Journal of Operational Research, Elsevier, vol. 220(2), pages 414-422.
    8. Fan, Shu-Kai S. & Zahara, Erwie, 2007. "A hybrid simplex search and particle swarm optimization for unconstrained optimization," European Journal of Operational Research, Elsevier, vol. 181(2), pages 527-548, September.
    9. Mishra, SK, 2007. "Performance of Differential Evolution Method in Least Squares Fitting of Some Typical Nonlinear Curves," MPRA Paper 4634, University Library of Munich, Germany.
    10. Gray, J. Brian & Fan, Guangzhe, 2008. "Classification tree analysis using TARGET," Computational Statistics & Data Analysis, Elsevier, vol. 52(3), pages 1362-1372, January.
    11. Richard A. Davis & Thomas C. M. Lee & Gabriel A. Rodriguez‐Yam, 2008. "Break Detection for a Class of Nonlinear Time Series Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 29(5), pages 834-867, September.
    12. 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, vol. 37(1), pages 1-12, July.
    13. Roberto Baragona & Francesco Battaglia & Domenico Cucina, 2004. "Estimating threshold subset autoregressive moving-average models by genetic algorithms," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(1), pages 39-61.
    14. Baragona, R. & Battaglia, F. & Cucina, D., 2004. "Fitting piecewise linear threshold autoregressive models by means of genetic algorithms," Computational Statistics & Data Analysis, Elsevier, vol. 47(2), pages 277-295, September.
    15. Francesco Battaglia & Mattheos Protopapas, 2012. "An analysis of global warming in the Alpine region based on nonlinear nonstationary time series models," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 21(3), pages 315-334, August.
    16. Winker, Peter & Gilli, Manfred, 2004. "Applications of optimization heuristics to estimation and modelling problems," Computational Statistics & Data Analysis, Elsevier, vol. 47(2), pages 211-223, September.
    17. Zhenzhong Wang & Zhengyuan Zhu & Cindy Yu, 2020. "Variable Selection in Macroeconomic Forecasting with Many Predictors," Papers 2007.10160, arXiv.org.
    18. Jianxin Yang & Jian Gong & Wenwu Tang & Yang Shen & Chunyan Liu & Jing Gao, 2019. "Delineation of Urban Growth Boundaries Using a Patch-Based Cellular Automata Model under Multiple Spatial and Socio-Economic Scenarios," Sustainability, MDPI, vol. 11(21), pages 1-27, November.
    19. Swait, Joffre, 2023. "Distribution-free estimation of individual parameter logit (IPL) models using combined evolutionary and optimization algorithms," Journal of choice modelling, Elsevier, vol. 47(C).
    20. Chun-Xia Zhang & Guan-Wei Wang & Jun-Min Liu, 2015. "RandGA: injecting randomness into parallel genetic algorithm for variable selection," Journal of Applied Statistics, Taylor & Francis Journals, vol. 42(3), pages 630-647, March.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:mtn:ancoec:2001:109. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Marco Alfo' (email available below). General contact details of provider: .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.