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An efficient application of the extended path algorithm in Matlab with examples

Binning, Andrew - 2022

Recent experience with interest rates hitting the effective lower bound and agents facing binding borrowing constraints has emphasised the importance of understanding the behaviour of an economy in which some variables may be restricted at times. The extended path algorithm is a commonly used...

Persistent link: https://www.econbiz.de/10013365558

Time series modeling and forecasting by mathematical programming

Bichescu, Bogdan; Polak, George G. - In: Computers & operations research : and their … 151 (2023), pp. 1-14

Persistent link: https://www.econbiz.de/10014234810

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

Although the practicability of using wavelet neural networks (WNNs) in nonlinear function approximation has been addressed extensively, selecting the optimal number of hidden nodes and their appropriate initial locations remains a great challenge for WNNs' initialization. The cuckoo search...

Persistent link: https://www.econbiz.de/10014506437

Application of empirical wavelet transform, particle swarm optimization, gravitational search algorithm and long short-term memory neural network to copper price forecasting

Kim, Yong-Hyong; Ham, Song-Jun; Ri, Chong-Sim; Kim, Won-Hyok - In: Portuguese economic journal 24 (2025) 1, pp. 151-169

Persistent link: https://www.econbiz.de/10015332545

Quantification of survey expectations by means of symbolic regression via genetic programming to estimate economic growth in Central and Eastern European economies

Claveria, Oscar; Monte, Enric; Torra, Salvador - In: Eastern European economics 54 (2016) 2, pp. 171-189

Persistent link: https://www.econbiz.de/10011507863

Using survey data to forecast real activity with evolutionary algorithms : a cross-country analysis

Claveria, Oscar; Monte, Enric; Torra, Salvador - In: Journal of applied economics 20 (2017) 2, pp. 329-349

Persistent link: https://www.econbiz.de/10011950622

Evolutionary computation for macroeconomic forecasting

Claveria, Oscar; Monte, Enric; Torra, Salvador - In: Computational economics 53 (2019) 2, pp. 833-849

Persistent link: https://www.econbiz.de/10012134879

SV mixture : classification using EM algorithm

Hachicha, Ahmed; Hachicha, Fatma; Masmoudi, Afif - 2013

The present paper presents a theoretical extension of our earlier work entitled“A comparative study of two models SV with MCMC algorithm” cited, Rev Quant Finan Acc (2012) 38:479-493 DOI 10.1007/s11156-011-0236-1 where we propose initially a mixture stochastic volatility model providing a...

Persistent link: https://www.econbiz.de/10009755511

Time Series Forecasting With a Learning Algorithm : An Approximate Dynamic Programming Approach

Collado, Ricardo - 2019

We consider the basic problem of refi tting a time series over a finite period of time and formulate it as a stochastic … decision process. By recursively applying this idea over a range of future time periods, look-ahead dynamic programming methods … techniques give rise to models calibrated to historical data which at any point in time would be optimally positioned to react to …

Persistent link: https://www.econbiz.de/10012894079

Optimal Selection of Expert Forecasts with Integer Programming

Matsypura, Dmytro - 2017

Combinations of point forecasts from expert forecasters are known to frequently outperform individual forecasts. It is also well documented that combination by simple averaging very often has performance superior to that of more sophisticated combinations. This empirical fact is referred to as...

Persistent link: https://www.econbiz.de/10012966346