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SIMANN: A Global Optimization Algorithm using Simulated Annealing

Goffe, William L. - In: Studies in Nonlinear Dynamics & Econometrics 1 (1996) 3

This paper describes SIMANN, a Fortran and GAUSS implementation of the simulated annealing algorithm. The Fortran code … optimization routines for difficult optimization problems. This paper compares SIMANN to the DFP algorithm on another optimization …

Persistent link: https://www.econbiz.de/10014620792

Computation of business-cycle models with the Generalized Schur Method

Heer, Burkhard; Maußner, Alfred - 2009

We describe an algorithm that is able to compute the solution of a singular linear difference system under rational … expectations. The algorithm uses the Generalized Schur Factorization and is illustrated by a simple example. …

Persistent link: https://www.econbiz.de/10010275804

The two-dimensional Kolmogorov-Smirnov test

Lopes, R H C; Reid, I; Hobson, P R - 2007

computes inO(n2); Cooke’s test that computes in O(n2).We prove that Cooke’s algorithm runs in O(n2), contrary to his claims …

Persistent link: https://www.econbiz.de/10009465493

Bandwidth Selection for Local Linear Quantile Regression with Applications to Financial Market Data

Attar, Hoda E. El- - 2008

distribution. We generalize the iterative Plug-in algorithm for local linear quantile regression with double kernel smoothing in … section (4.5). In section (4.6), we present an iterative-Plug-in algorithm for the local linear quantile regression. In … section (4.7), we discuss the consistency and the asymptotic normality of the plug-in algorithm. In chapter 5, we apply the …

Persistent link: https://www.econbiz.de/10009471892

Setting Priorities in School Choice Enrollment Systems: Who Benefits from Placement Algorithm Preferences?

Valant, Jon; Walker, Brigham - 2024

schools. This study explores whether the New Orleans placement algorithm favored students of certain races or socioeconomic …

Persistent link: https://www.econbiz.de/10014533941

Can unbiased predictive AI amplify bias?

Khan, Tanvir Ahmed - 2023

Predictive AI is increasingly used to guide decisions on agents. I show that even a bias-neutral predictive AI can potentially amplify exogenous (human) bias in settings where the predictive AI represents a cost-adjusted precision gain to unbiased predictions, and the final judgments are made by...

Persistent link: https://www.econbiz.de/10014563942

System-dynamics-based modeling of business simulation algorithms

Gold, Steven - 2005

Research on the internal algorithms used to model business simulations have focused on individual components of the business system. Yet the business environment is complex in nature, characterized by interdependencies and nonlinear relationships that require a systems approach if effective game...

Persistent link: https://www.econbiz.de/10009459196