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The threshold accepting optimisation alogrithm in economics and statistics
Winker, Peter; Maringer, Dietmar G. - In: Optimisation, econometric and financial analysis, (pp. 107-125). 2007
Persistent link: https://www.econbiz.de/10003544744
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The stochastics of threshold accepting : analysis of an application to the uniform design problem
Winker, Peter (contributor) - 2005
provide a formal framework for the analysis of optimization heuristics like TA, which can be used to estimate lower bounds and …
Persistent link: https://www.econbiz.de/10002742389
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A review of heuristic optimization methods in econometrics
Gilli, Manfred; Winker, Peter - 2008
simplified problems might not be satisfying. A different approach consists in applying optimization heuristics such as …
Persistent link: https://www.econbiz.de/10003961503
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Robust portfolio optimization with a hybrid heuristic algorithm
Fastrich, Björn; Winker, Peter - In: Computational Management Science : CMS 9 (2012) 1, pp. 63-88
Persistent link: https://www.econbiz.de/10009426597
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Lasso-type and heuristic strategies in model selection and forecasting
Savin, Ivan; Winker, Peter - 2012
. The two strategies are compared by means of a Monte-Carlo simulation study together with an empirical application to …
Persistent link: https://www.econbiz.de/10009630302
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Optimization heuristics in econometrics : applications of threshold accepting
Winker, Peter - 2001
Persistent link: https://www.econbiz.de/10001532624
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Applications of the optimization heuristic threshold accepting in statistics
Winker, Peter - 2001
Persistent link: https://www.econbiz.de/10013441019
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A global optimization heuristic for estimating agent based models
Gilli, Manfred; Winker, Peter - 2002
Persistent link: https://www.econbiz.de/10013441031
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Aggregationsprobleme in der Ökonometrie : ein Beitrag heuristischer Optimierungsverfahren
Winker, Peter - In: Empirische Wirtschaftsforschung : Methoden und …, (pp. 89 - 108). 2003
Persistent link: https://www.econbiz.de/10014554665
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Introduction to the special issue on agent-based models for economic policy advice
LeBaron, Blake Dean; Winker, Peter - In: Jahrbücher für Nationalökonomie und Statistik 228 (2008) 2/3, pp. 141-148
Persistent link: https://www.econbiz.de/10003770532