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consistent with the statistical properties of the learning algorithm. Our method is generically formulated to cover different …
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We compare forecasts from different adaptive learning algorithms and calibrations applied to US real-time data on inflation and growth. We find that the Least Squares with constant gains adjusted to match (past) survey forecasts provides the best overall performance both in terms of forecasting...
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-called peer group games being non-negative additive games on a permission tree. We provide a polynomial time algorithm for …
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Dieser Beitrag bietet eine Einführung in eine Gruppe moderner Algorithmen, den sogenannten evolutionären Optimierungsverfahren. Anhand eines einfachen Beispiels wird die grundsätzliche Funktionsweise dieser Algorithmen skizziert. Darüberhinaus wird ein Überblick über die...
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We revisit classic algorithmic search and optimization problems from the perspective of competition. Rather than a … single optimizer minimizing expected cost, we consider a zero-sum game in which an optimization problem is presented to two … duels, among others. We give bounds on how often one can beat the classic optimization algorithms in such duels. …
Persistent link: https://www.econbiz.de/10009427188