VAR model training using particle swarm optimisation : evidence from macro-finance data
Year of publication: |
2009
|
---|---|
Authors: | Filis, George ; Kentzoglanakis, Kyriakos ; Floros, Christos |
Published in: |
International journal of computational economics and econometrics. - Genève [u.a.] : Inderscience Enterprises, ISSN 1757-1170, ZDB-ID 2550146-X. - Vol. 1.2009, 1, p. 9-22
|
Subject: | VAR-Modell | VAR model | Mathematische Optimierung | Mathematical programming | Algorithmus | Algorithm |
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