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Optimizing Hydropower Reservoir Operation Using Hybrid Genetic Algorithm and Chaos
Cheng, Chun-Tian; Wang, Wen-Chuan; Xu, Dong-Mei; Chau, K. - In: Water Resources Management 22 (2008) 7, pp. 895-909
convergence, slow iterations to reach the global optimal solution and getting stuck at a local optimum. A novel chaos genetic … algorithm (CGA) based on the chaos optimization algorithm (COA) and genetic algorithm (GA), which makes use of the ergodicity … and internal randomness of chaos iterations, is presented to overcome premature local optimum and increase the convergence …
Persistent link: https://www.econbiz.de/10010794658
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Optimality-based bound contraction with multiparametric disaggregation for the global optimization of mixed-integer bilinear problems
Castro, Pedro; Grossmann, Ignacio - In: Journal of Global Optimization 59 (2014) 2, pp. 277-306
We address nonconvex mixed-integer bilinear problems where the main challenge is the computation of a tight upper bound for the objective function to be maximized. This can be obtained by using the recently developed concept of multiparametric disaggregation following the solution of a...
Persistent link: https://www.econbiz.de/10010793966
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Asset price and wealth dynamics with heterogeneous expectations : a deterministic nonlinear structural model approach
Florian Heitger - 2010
Based on a classical financial market model different model variants known from the literature are discussed and analyzed, each focussing on modeling financial markets as a nonlinear dynamic system by introducing the formation of (heterogeneous) beliefs about future asset prices into the model...
Persistent link: https://www.econbiz.de/10009428980
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Random walks and non-linear paths in macroeconomic time series : some evidence and implications
Bevilacqua, Franco; Zon, Adriaan van - Institut für Volkswirtschaftstheorie und -politik <Wien> - 2001
This paper investigates whether the inherent non-stationarity of macroeconomic time series is entirely due to a random walk or also to non-linear components. Applying the numerical tools of the analysis of dynamical systems to long time series for the US, we reject the hypothesis that these...
Persistent link: https://www.econbiz.de/10005841587
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Market characteristics and chaos dynamics in stock markets: an international comparison
Mattarocci, Gianluca - Volkswirtschaftliche Fakultät, … - 2006
The chaos theory assumes that the returns dynamics are not normally distributed and more complex approaches have to be …
Persistent link: https://www.econbiz.de/10005835468
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Deterministic randomness in a model of finance and growth
Gomes, Orlando - Volkswirtschaftliche Fakultät, … - 2007
Following the literature on growth, cycles and financial development, this paper develops an endogenous growth model where the source of endogenous business cycles relates to the allocation of credit between productive investment and consumption. An important role is given to consumer sentiment,...
Persistent link: https://www.econbiz.de/10005836012
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The Futility of Utility: how market dynamics marginalize Adam Smith
McCauley, Joseph L. - Volkswirtschaftliche Fakultät, … - 1999
General Equilibrium Theory in econometrics is based on the vague notion of utility. Prices, dynamics, and market equilibria are supposed to be derived from utility. Utility is sometimes treated like a potential, other times like a Lagrangian. Illegal assumptions of integrability of actions and...
Persistent link: https://www.econbiz.de/10005837138
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Quantum corrections to the classical dynamics: application to the SU(2) Lipkin model11This work was partially supported by FAPESP and CNPq.
Santos, M. Trindade dos; Nemes, M.C. - In: Physica A: Statistical Mechanics and its Applications 259 (1998) 3, pp. 291-314
chaos incorporates the Heisenberg uncertainty principle and thus, is the mechanism through which quantum tunneling is …
Persistent link: https://www.econbiz.de/10010599478
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Testing for nonlinearity and chaos in economic time series with noise titration
Caraiani, Petre - In: Economics Letters 120 (2013) 2, pp. 192-194
Recently, a new test for nonlinearity and chaos was proposed, the noise titration technique. I discuss in this paper … assessments exist, both simulated and real data. Compared to other tests for nonlinearity and chaos I find that this approach …
Persistent link: https://www.econbiz.de/10010678806
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ТЕОРЕТИЧЕСКИЕ ПОДХОДЫ К ОБОСНОВАНИЮ ХАОТИЧЕСКОЙ ТЕОРИИ ИНФЛЯЦИИ ЭКОНОМИЧЕСКОГО ПРОСТРАНСТВА
МИШАРИН Ю.В. - In: Вестник Пермского … (2013) 3, pp. 6-12
Рассматриваются теоретические подходы к обоснованию хаотической теории инфляции экономического пространства, базирующиеся на современных представлениях о...
Persistent link: https://www.econbiz.de/10011239995