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Learning processes of dynamically optimizing heterogeneous agents
Gerlach, Philipp - 2011
Volkswirtschaftliche Modelle werden heute häufig als mikro-fundierte dynamische Optimierungsmodelle konstruiert. Dabei wird meist ein repräsentativer Agent mit rationalen Erwartungen betrachtet. Durch adaptive Lernalgorithmen können rationale Erwartungen als Ergebnis von optimierendem...
Persistent link: https://www.econbiz.de/10009454934
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The two-dimensional Kolmogorov-Smirnov test
Lopes, R H C; Reid, I; Hobson, P R - 2007
computes inO(n2); Cooke’s test that computes in O(n2).We prove that Cooke’s algorithm runs in O(n2), contrary to his claims …
Persistent link: https://www.econbiz.de/10009465493
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Bandwidth Selection for Local Linear Quantile Regression with Applications to Financial Market Data
Attar, Hoda E. El- - 2008
distribution. We generalize the iterative Plug-in algorithm for local linear quantile regression with double kernel smoothing in … section (4.5). In section (4.6), we present an iterative-Plug-in algorithm for the local linear quantile regression. In … section (4.7), we discuss the consistency and the asymptotic normality of the plug-in algorithm. In chapter 5, we apply the …
Persistent link: https://www.econbiz.de/10009471892
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System-dynamics-based modeling of business simulation algorithms
Gold, Steven - 2005
Research on the internal algorithms used to model business simulations have focused on individual components of the business system. Yet the business environment is complex in nature, characterized by interdependencies and nonlinear relationships that require a systems approach if effective game...
Persistent link: https://www.econbiz.de/10009459196
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The Role of Information Technology in the Airport Business: A Retail-Weighted Resource Management Approach for Capacity-Constrained Airports
Klann, Dirk - 2009
tested in different scenarios. For this purpose anadequate gate allocation algorithm has been developed and implemented in a …
Persistent link: https://www.econbiz.de/10009463199
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Modelling South African currency crises as structural changes in the volatility of the rand
Duncan A.S.; Liu G.D. - 2009
periods with a high degree of precision. We use the iterative cumulative sum of squares algorithm to detect multiple shifts in …
Persistent link: https://www.econbiz.de/10009480480
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A variable initialization approach to the EM algorithm for better estimation of the parameters of hidden Markov Model based acoustic modeling of speech signals
Huda, Shamsul; Ghosh, Ranadhir; Yearwood, John - 2006
uses the Expectation-Maximization (EM) algorithm. The EM algorithm is sensitive to initial values of HMM parameters and is …
Persistent link: https://www.econbiz.de/10009484594
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Artificial intelligence in financial services
Fernández Bedoya, Ana
Artículo de revista ; The use of artificial intelligence tools has escalated recently in all sectors of the economy owing, among other factors, to the growing volume of digital data and higher computational capacity. Major benefits may be reaped from applying these tools to the provision of...
Persistent link: https://www.econbiz.de/10012532407