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Modification of Hansen-Hurwitz's estimators for negatively correlated variates
Ikughur, Jonathan A. - In: CBN journal of applied statistics 5 (2014) 1, pp. 1-14
Most estimators in probability proportional to size (PPS) with replacement (WR) sampling design are defined for …
Persistent link: https://www.econbiz.de/10011489339
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Simultaneous selection of variables and smoothing parameters by genetic algorithms
Krause, Rüdiger (contributor); Tutz, Gerhard (contributor) - 2004
In additive models the problem of variable selection is strongly linked to the choice of the amount of smoothing used for components that represent metrical variables. Many software packages use separate toolsto solve the different tasks of variable selection and smoothing parameter choice. The...
Persistent link: https://www.econbiz.de/10003379046
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Estimation of an EGARCH volatility option pricing model using a bacteria foraging optimisation algorithm
Dang, Jing; Brabazon, Anthony; O'Neill, Michael; … - In: Natural computing in computational finance ; [the …, (pp. 109-127). 2008
Persistent link: https://www.econbiz.de/10009515172
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Additive modelling with penalized regression splines and genetic algorithms
Krause, Rüdiger (contributor); Tutz, Gerhard (contributor) - 2003
_j. In this paper we treat the problem of choosing the smoothing parameters by genetic algorithms. In several simulation …
Persistent link: https://www.econbiz.de/10002529550
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A Robustness of Vector Auto-Regressive Models Performance On Outliers Detection Using Genetic Algorithm
wororomi, jonathan - 2020
the outliers presented in a multivariate time series data. Based on these simulation, the models performance which …
Persistent link: https://www.econbiz.de/10012839733
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An iterative multiparametric approach for determining the location of AVI sensors for robust route flow estimation
Álvarez-Bazo, F.; Cerulli, Raffaele; … - In: Computers & operations research : and their … 138 (2022), pp. 1-21
Persistent link: https://www.econbiz.de/10013040918
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Estimation of a logistic regression model by a genetic algorithm to predict pipe failures in sewer networks
Robles-Velasco, Alicia; Cortés, Pablo; Muñuzuri, Jesús; … - In: OR spectrum : quantitative approaches in management 43 (2021) 3, pp. 759-776
Persistent link: https://www.econbiz.de/10012622294
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A biased random-key genetic algorithm for the maximum quasi-clique problem
Pinto, Bruno Q.; Ribeiro, Celso C.; Rosseti, Isabel; … - In: European journal of operational research : EJOR 271 (2018) 3, pp. 849-865
Persistent link: https://www.econbiz.de/10011903225
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Genetic algorithms for parameter estimation in modelling of index returns
Franco, Manuel; Vivo, Juana-María - In: The European journal of finance 24 (2018) 13, pp. 1088-1099
Persistent link: https://www.econbiz.de/10012258872
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On the choice of a genetic algorithm for estimating GARCH models
Rizzo, Manuel; Battaglia, Francesco - In: Computational economics 48 (2016) 3, pp. 473-485
Persistent link: https://www.econbiz.de/10011712524