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Bifurcation routes to volatility clustering
Gaunersdorfer, Andrea; Hommes, Cars H.; Wagener, … - 2000
A simple asset pricing model with two types of adaptively learning traders,fundamentalists and technical analysts, is studied. Fractions of these tradertypes, which are both boundedly rational, change over time according toevolutionary learning, with technical analysts conditioning their...
Persistent link: https://www.econbiz.de/10011313936
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Bifurcation routes to volatility clustering
Gaunersdorfer, Andrea; Hommes, Cars H.; Wagener, … - 2000
Persistent link: https://www.econbiz.de/10001554484
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A new algorithm for generalized fractional programs
Barros, A. I. (contributor) - 1994
Persistent link: https://www.econbiz.de/10000150814
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Some theorems on the convex hull of a function with an application to stochastic integer programming
Klein Haneveld, Willem K.; Stougie, Leen; Vlerk, … - 1994
Persistent link: https://www.econbiz.de/10000150818
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An optimal algorithm for preemptive on-line scheduling
Chen, Bo; Vliet, André van; Woeginger, Gerhard J. - 1994
Persistent link: https://www.econbiz.de/10000151646
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On a class of algorithms solving the multifacility location problem with perturbed Lp-distances
Frenk, J. B.; Kleijn, M. J. - 1994
Persistent link: https://www.econbiz.de/10000151669
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Two-stage stochastic integer programming : a survey
Schultz, Rüdiger; Stougie, Leen; Vlerk, Maarten H. van der - 1994
Persistent link: https://www.econbiz.de/10000151672
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An algorithm for the construction of convex hulls in simple integer recourse programming
Klein Haneveld, Willem K.; Stougie, Leen; Vlerk, … - 1994
Persistent link: https://www.econbiz.de/10000151673
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How duality can be used to solve generalized fractional programming problems
Barros, A. I.; Frenk, J. B.; Zhang, S. - 1994
Persistent link: https://www.econbiz.de/10000151674
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A linear-time algorithm for sequencing jobs with a fixed number of job-classes
Veen, Jack A. van der; Zhang, Shuzhong - 1994
Persistent link: https://www.econbiz.de/10000151675