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Titlebook: Computational Economic Systems; Models, Methods & Ec Manfred Gilli Book 1996 Springer Science+Business Media Dordrecht 1996 GARCH.agents.dy

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書目名稱Computational Economic Systems
副標題Models, Methods & Ec
編輯Manfred Gilli
視頻videohttp://file.papertrans.cn/233/232256/232256.mp4
叢書名稱Advances in Computational Economics
圖書封面Titlebook: Computational Economic Systems; Models, Methods & Ec Manfred Gilli Book 1996 Springer Science+Business Media Dordrecht 1996 GARCH.agents.dy
描述The approach to many problems in economic analysis has changeddrastically with the development and dissemination of new and moreefficient computational techniques. .Computational EconomicSystems:. .Models, Methods & Econometrics. presents a selectionof papers illustrating the use of new computational methods andcomputing techniques to solve economic problems. .Part I of the volume consists of papers which focus on modellingeconomic systems, presenting computational methods to investigate theevolution of behavior of economic agents, techniques to solve complexinventory models on a parallel computer and an original approach forthe construction and solution of multicriteria models involvinglogical conditions. .Contributions to Part II concern new computational approaches toeconomic problems. We find an application of wavelets to outlierdetection. New estimation algorithms are presented, one concerningseemingly related regression models, a second one on nonlinearrational expectation models and a third one dealing with switchingGARCH estimation. Three contributions contain original approaches forthe solution of nonlinear rational expectation models.
出版日期Book 1996
關(guān)鍵詞GARCH; agents; dynamics; econometrics; economic dynamics; modeling; regression; strategy
版次1
doihttps://doi.org/10.1007/978-94-015-8743-3
isbn_softcover978-90-481-4655-0
isbn_ebook978-94-015-8743-3Series ISSN 0929-130X
issn_series 0929-130X
copyrightSpringer Science+Business Media Dordrecht 1996
The information of publication is updating

書目名稱Computational Economic Systems影響因子(影響力)




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書目名稱Computational Economic Systems網(wǎng)絡(luò)公開度




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A Distributed Parallel Genetic Algorithm: An Application from Economic Dynamicsblem of premature convergence often encountered in serial genetic algorithms. The DPGA is used to solve an infinite horizon optimal growth model which has become a standard test case for algorithms in the economic dynamics literature. The DPGA is shown to be easy to use and to produce good solutions
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Multi-Item Stochastic Inventory Models with Constraints and Their Parallel Computationl computers to solving this model, which, like many other inventory models, provides the basis for decisions in business and manufacturing industries. The parallel algorithm we have constructed in this study, with nearly perfect speedup, can solve for our model with 2000 items simulated for 30 years
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Building and Solving Multicriteria Models Involving Logical Conditionss transformed into an equivalent mixed-integer programming formulation and the Chebyshev norm is used to generate efficient compromise solutions according to the aspiration levels of the decision maker. The methodology follows the principles of Behavioral Realism.
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