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A hybrid metaheuristic for the efficient solution of GARCH with trend models

Uribe, Lourdes; Perea, Benjamin; Hernández del Valle, … - In: Computational economics 52 (2018) 1, pp. 145-166

Persistent link: https://www.econbiz.de/10012052926

Recursive linear models optimized by bioinspired metaheuristics to streamflow time series prediction

Siqueira, Hugo; Belotti, Jonatas Trabuco; Boccato, Levy; … - In: International transactions in operational research : a … 30 (2023) 2, pp. 742-773

Persistent link: https://www.econbiz.de/10013417077

Genetic learning as an explanation of stylized facts of foreign exchange markets

Lux, Thomas; Schornstein, Sascha - 2002

This paper revisits the Kareken-Wallace model of exchange rate formation in a two-country overlapping generations world. Following the seminal paper by Arifovic (Journal of Political Economy, 104, 1996, 510-541) we investigate a dynamic version of the model in which agents' decision rules are...

Persistent link: https://www.econbiz.de/10011431839

Modeling intraday information in financial markets with the scatter search metaheuristic

Silva, Carlos Gomes da - In: International journal of financial engineering 2 (2015) 2, pp. 1-22

Persistent link: https://www.econbiz.de/10011333425

GRASP heuristic for time series compression with piecewise aggregate approximation

Siyou Fotso, Vanel Steve; Mephu Nguifo, Engelbert; … - In: RAIRO / Operations research 53 (2019) 1, pp. 243-259

Persistent link: https://www.econbiz.de/10012113635

Genetic learning as an explanation of stylized facts of foreign exchange markets

Lux, Thomas; Schornstein, Sascha - 2002

This paper revisits the Kareken-Wallace model of exchange rate formation in a two-country overlapping generations world. Following the seminal paper by Arifovic (Journal of Political Economy, 104, 1996, 510 - 541) we investigate a dynamic version of the model in which agents' decision rules are...