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~institution:"Society for Computational Economics - SCE"
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3SLS
1
Adaptive learning
1
Conditional mean and volatility estimation
1
Conjugate Gradient methods
1
E–stability
1
E—stability
1
Filtered Historical Simulation
1
Functional Gradient Descent
1
GARCH
1
Multivariate CCC-GARCH models
1
Simultaneous Equations Models
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Term structure
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constant gain adaptive learning
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gradient algorithms
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learnability
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recursive least squares
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simultaneous equations
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stochastic gradient
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stochastic gradient learning
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Slobodyan, Sergey
2
Audrino, Francesco
1
Bogomolova, Anna
1
Christev, Atanas
1
Foschi, P.
1
Kabili, Andi
1
Kolyuzhnov, Dmitri
1
Kontoghiorghes, E.J.
1
Krishnakumar, Jaya
1
Trojani, Fabio
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Society for Computational Economics - SCE
Institute for the Study of Labor (IZA)
12
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
9
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
8
Department of Economics, University of Hawaii-Manoa
7
CESifo
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Department of Quantitative Social Science, Institute of Education
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Lusk Center for Real Estate, Marshall School of Business
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2
Tilburg University, Center for Economic Research
2
Banca d'Italia
1
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1
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1
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1
Centre for Market and Public Organisation (CMPO), University of Bristol
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Centre for Research and Analysis of Migration (CReAM), University College London (UCL)
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Centro de Estudios Monetarios y Financieros (CEMFI)
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Chaire de recherche Industrielle Alliance sur les enjeux économiques des changements démographiques
1
Department of Economics Studies, University of Dundee
1
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1
Department of Economics and Finance, College of Business and Economics
1
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1
Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft (ZBW)
1
East Asian Bureau of Economic Research (EABER)
1
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1
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1
Facoltà di Economia, Università degli Studi dell'Insubria
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Computing in Economics and Finance 2006
3
Computing in Economics and Finance 2002
1
Computing in Economics and Finance 2005
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RePEc
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1
On learnability of E–stable equilibria
Slobodyan, Sergey
;
Christev, Atanas
-
Society for Computational Economics - SCE
-
2006
might fail to imply its stochastic
gradient
(SG) or generalized SG learnability. We also claim that the requirement on the …
Persistent link: https://www.econbiz.de/10005342872
Saved in:
2
Stochastic
Gradient
versus Recursive Least Squares Learning
Slobodyan, Sergey
;
Bogomolova, Anna
;
Kolyuzhnov, Dmitri
-
Society for Computational Economics - SCE
-
2006
constant gain, Recursive Least Squares (RLS) and Stochastic
Gradient
(SG), using the Phelps model of monetary policy as a …
Persistent link: https://www.econbiz.de/10005342959
Saved in:
3
Accurate Yield Curve Scenarios Generation using Functional
Gradient
Descent
Trojani, Fabio
;
Audrino, Francesco
-
Society for Computational Economics - SCE
-
2005
confidence intervals. The approach is based on a Functional
Gradient
Descent (FGD) estimation of the conditional mean vector and …
Persistent link: https://www.econbiz.de/10005132668
Saved in:
4
ML Estimators for SEM-GARCH Models: Relative Performance of Different Computational Algorithms
Kabili, Andi
;
Krishnakumar, Jaya
-
Society for Computational Economics - SCE
-
2006
GARCH errors to compute the corresponding ML estimators. We compare different
gradient
algorithms in a simulation framework …
Persistent link: https://www.econbiz.de/10005342868
Saved in:
5
Conjugate
Gradient
methods for solving sparse Simultaneous Equations Models.
Foschi, P.
;
Kontoghiorghes, E.J.
-
Society for Computational Economics - SCE
-
2002
Persistent link: https://www.econbiz.de/10005132822
Saved in:
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