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Genetic algorithms : principles and perspectives ; a guide to GA theory

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Genetic Algorithms: Principles and Perspectives : A Guide to GA Theory

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Basic Principles -- Schema Theory -- No Free Lunch for GAs -- GAs as Markov Processes -- The Dynamical Systems Model -- Statistical Mechanics Approximations -- Predicting GA Performance -- Landscapes -- Summary.

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Discrete-time stochastic volatility models and MCMC-based statistical inference

Hautsch, Nikolaus (contributor); Ou, Yangguoyi (contributor) - 2008

In this paper, we review the most common specifications of discrete-time stochastic volatility (SV) models and … indices and foreign exchange rates. -- Stochastic volatility ; Markov chain Monte Carlo ; Metropolis-Hastings algorithm Jump …