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Generalized Optimal Wavelet Decomposing Algorithm for Big Financial Data
Sun, Edward - 2016
decomposition algorithm) that allows us to deconstruct price series into the true efficient price and microstructure noise …
Persistent link: https://www.econbiz.de/10013001056
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An optimized wavelet neural networks using cuckoo search algorithm for function approximation and chaotic time series prediction
Ong, Pauline; Zainuddin, Zarita - In: Decision analytics journal 6 (2023), pp. 1-12
challenge for WNNs' initialization. The cuckoo search algorithm (CSA) is used in this study for optimizing WNNs. The position of …
Persistent link: https://www.econbiz.de/10014506437
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Hypothesis testing in econometrics
Romano, Joseph P.; Shaikh, Azeem M.; Wolf, Michael - 2009
Persistent link: https://www.econbiz.de/10003942223
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Hypothesis testing in econometrics
Romano, Joseph P.; Shaikh, Azeem M.; Wolf, Michael - In: Annual review of economics 2 (2010), pp. 75-104
Persistent link: https://www.econbiz.de/10008659710
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Simple resampling methods for censored regression quantiles
Bilias, Yannis; Chen, Songnian; Ying, Zhiliang - In: Journal of econometrics 99 (2000) 2, pp. 373-386
Persistent link: https://www.econbiz.de/10001511984
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Optimal adaptive sequential calibration of option models
Lindström, Erik; Åkerlindh, Carl - In: Handbook of recent advances in commodity and financial …, (pp. 165-181). 2018
Persistent link: https://www.econbiz.de/10011898632
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Exact present solution with consistent future approximation : a gridless algorithm to solve stochastic dynamic models
Den Haan, Wouter J.; Kobielarz, Michał; Rendahl, Pontus - 2015
Persistent link: https://www.econbiz.de/10012171713
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A review of methods and algorithms for optimizing construction scheduling
Zhou, J.; Love, Peter; Wang, X.; Teo, Kok Lay; Irani, Zahir - In: Journal of the Operational Research Society : OR 64 (2013) 8, pp. 1091-1105
Persistent link: https://www.econbiz.de/10009788183
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A polyhedral description of kernels
Chen, Qin; Chen, Xujin; Zang, Wenan - In: Mathematics of operations research 41 (2016) 3, pp. 969-990
Persistent link: https://www.econbiz.de/10011520783
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On the query complexity of Black-Peg AB-mastermind
Ouali, Mourad el; Glazik, Christian; Sauerland, Volkmar; … - In: Games 9 (2018) 1/2, pp. 1-12
Mastermind is a two players zero sum game of imperfect information. Starting with Erdos and Rényi (1963), its combinatorics have been studied to date by several authors, e.g., Knuth (1977), Chvátal (1983), Goodrich (2009). The first player, called “codemaker”, chooses a secret code and the...
Persistent link: https://www.econbiz.de/10011771356