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Risk Adjusted Returns to Technical Trading Rules: a Genetic Programming Approach
JP Marney, Colin Fyfe, Heather Tarbert, David Miller - Society for Computational Economics - SCE - 2001
Background This paper is a continuation of our investigation of the paradox of technical analysis in the stock market (Fyfe, Marney and Tarbert (1999), Marney et. al (2000)). The Efficient Markets Hypothesis (hereafter the EMH) holds that there should be no discernible pattern in share price...
Persistent link: https://www.econbiz.de/10005345552
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Parallel Computation in Econometrics: A Simplified Approach
Doornik, Jurgen A.; Shephard, Neil; Hendry, David F. - Economics Group, Nuffield College, University of Oxford - 2004
Parallel computation has a long history in econometric computing, but is not at all wide spread. We believe that a major impediment is the labour cost of coding for parallel architectures. Moreover, programs for specific hardware often become obsolete quite quickly. Our approach is to take a...
Persistent link: https://www.econbiz.de/10005256829
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An asynchronous parallel benders decomposition method for stochastic network design problems
Rahmaniani, Ragheb; Crainic, Teodor Gabriel; Gendreau, … - In: Computers & operations research : an international journal 162 (2024), pp. 1-15
Persistent link: https://www.econbiz.de/10014560325
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A parallel branch-and-bound heuristic for the integrated long-haul and local vehicle routing problem on an adaptive transportation network
Hosoda, Junko; Maher, Stephen J.; Shinano, Yuji; … - In: Computers & operations research : an international journal 165 (2024), pp. 1-16
Persistent link: https://www.econbiz.de/10014563074
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Simultaneous scheduling of jobs and transporters in a hybrid flow shop with collision-free transporter routing : a novel parallel heuristic
Amirteimoori, Arash; Mohamed, Moataz; Kia, Reza - In: Computers & operations research : an international journal 168 (2024), pp. 1-19
Persistent link: https://www.econbiz.de/10014566993
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Exact likelihood for inverse gamma Stochastic Volatility models
Leon-Gonzalez, Roberto; Majoni, Blessings - 2024 - This version: April 2024
Persistent link: https://www.econbiz.de/10014574199
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Heuristic algorithms for the inverse mixed integer linear programming problem
Duan, Zhaoyang; Wang, Lizhi - In: Journal of Global Optimization 51 (2011) 3, pp. 463-471
Persistent link: https://www.econbiz.de/10009324680
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Algorithms for Extracting Frequent Episodes in the Process of Temporal Data Mining
PIRJAN, Alexandru - In: Informatica Economica 14 (2010) 3, pp. 165-178
algorithms. Parallel pattern discovery algorithms offer better performance and scalability, so they are of a great interest for …
Persistent link: https://www.econbiz.de/10009416745
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Towards a practical parallelisation of the simplex method
Hall, J. - In: Computational Management Science 7 (2010) 2, pp. 139-170
Persistent link: https://www.econbiz.de/10008594132
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Parallel Computation In Econometrics: A Simplified Approach
Hendry, David; Shephard, Neil; Doornik, Jurgen - Department of Economics, Oxford University - 2003
Parallel computation has a long history in econometric computing, but is not at all wide spread. We believe that a major impediment is the labour cost of coding for parallel architectures. Moreover, programs for specific hardware often become obsolete quite quickly. Our approach is to take a...
Persistent link: https://www.econbiz.de/10010604954