Completing correlation matrices of arbitrary order by differential evolution method of global optimization: A Fortran program
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References listed on IDEAS
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- Sudhanshu K Mishra, 2013. "Global Optimization of Some Difficult Benchmark Functions by Host-Parasite Coevolutionary Algorithm," Economics Bulletin, AccessEcon, vol. 33(1), pages 1-18.
More about this item
KeywordsIncomplete; complete; correlation matrix; valid; semi-definite; eigenvalues; Differential Evolution; global optimization; computer program; fortran; financial economics; arbitrary order;
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- C88 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Other Computer Software
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2007-03-10 (All new papers)
- NEP-CMP-2007-03-10 (Computational Economics)
- NEP-ETS-2007-03-10 (Econometric Time Series)
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