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"Border" effects of unobserved "borders" in China's internal trade

Li, Ziruo; Huang, Jionghao; Xia, Xiaohua - In: Applied economics 54 (2022) 30, pp. 3439-3481

Persistent link: https://www.econbiz.de/10013410771

Russia's comparative advantages in foreign trade : forecasting potential dynamics and identifying stimulation measures

Savin, Ivan - 2013

Persistent link: https://www.econbiz.de/10009684693

A Stochastic LQR Model for Child Order Placement in Algorithmic Trading

Shen, Jackie - 2020

Modern Algorithmic Trading ("Algo") allows institutional investors and traders to liquidate or establish big security positions in a fully automated or low-touch manner. Most existing academic or industrial Algos focus on how to "slice" a big parent order into smaller child orders over a given...

Persistent link: https://www.econbiz.de/10012837206

BP-CVaR : a novel model of estimating CVaR with back propagation algorithm

Wang, Gang-Jin; Zhu, Chun-Long - In: Economics letters 209 (2021), pp. 1-4

Persistent link: https://www.econbiz.de/10013209345

Benchmarking global optimizers

Arnoud, Antoine; Guvenen, Fatih; Kleineberg, Tatjana - 2019

Persistent link: https://www.econbiz.de/10012128867

Observation thinning in data assimilation computations

Gratton, Serge; Rincon-Camacho, Monserrat; Simon, Ehouarn; … - In: EURO journal on computational optimization 3 (2015) 1, pp. 31-51

Persistent link: https://www.econbiz.de/10010500756

Benchmarking Global Optimizers

Arnoud, Antoine - 2019

) Improved Stochastic Ranking Evolution Strategy (ISRES), (iii) Multi-Level Single-Linkage (MLSL) algorithm, (iv) Stochastic … versions of TikTak, which is a multistart global optimization algorithm used in some recent economic applications. For … completeness, we add three popular local algorithms to the comparison--the Nelder-Mead downhill simplex algorithm, the Derivative …

Persistent link: https://www.econbiz.de/10012480284

Parameter learning and change detection using a particle filter with accelerated adaptation

Gellert, Karol; Schlögl, Erik - In: Risks : open access journal 9 (2021) 12, pp. 1-18

This paper presents the construction of a particle filter, which incorporates elements inspired by genetic algorithms, in order to achieve accelerated adaptation of the estimated posterior distribution to changes in model parameters. Specifically, the filter is designed for the situation where...

Persistent link: https://www.econbiz.de/10012794245

Benchmarking Global Optimizers

Arnoud, Antoine - 2019

) Improved Stochastic Ranking Evolution Strategy (ISRES), (iii) Multi-Level Single-Linkage (MLSL) algorithm, (iv) Stochastic … versions of TikTak, which is a multistart global optimization algorithm used in some recent economic applications. For … completeness, we add three popular local algorithms to the comparison—the Nelder-Mead downhill simplex algorithm, the Derivative …

Persistent link: https://www.econbiz.de/10012861735

Conditional heteroscedasticity models with time-varying parameters : estimation and asymptotics

Pourkhanali, Armin; Keith, Jonathan; Zhang, Xibin - 2020

Persistent link: https://www.econbiz.de/10012697180