The following pages link to Computational Economics (Q60497):
Displaying 50 items.
- Multiagent system simulations of signal averaging in English auctions with two-dimensional value signals (Q1038767) (← links)
- Which econometric specification to characterize the U.S. inflation rate process? (Q1038769) (← links)
- Predicting EU energy industry excess returns on EU market index via a constrained genetic algorithm (Q1038771) (← links)
- Numerical methods in economics and finance (Q1272684) (← links)
- The nonconvexities problem in adaptive control models: A simple computational solution (Q1272685) (← links)
- ASPEN: A microsimulation model of the economy (Q1272688) (← links)
- Econometric estimation of a continuous time macroeconomic model of the United Kingdom with segmented trends (Q1272689) (← links)
- Front-tracking finite difference methods for the valuation of American options (Q1272691) (← links)
- Atomic decomposition of financial data (Q1272693) (← links)
- The Walras algorithm: A convergent distributed implementation of general equilibrium outcomes (Q1273452) (← links)
- On the Hicksian laws of comparative statics for the Hicksian case: The path-following approach using an alternative homotopy (Q1273454) (← links)
- Simulating the madness of crowds: Price bubbles in an auction-mediated robot market (Q1273456) (← links)
- Computationally convenient distributional assumptions for common-value auctions (Q1273457) (← links)
- Implementing the double bootstrap (Q1273458) (← links)
- Bubbles and market crashes (Q1275203) (← links)
- Comparative dynamics in perfect-foresight models (Q1275205) (← links)
- Teaching macroeconomics with GAMS (Q1275207) (← links)
- An introduction to simulated annealing algorithms for the computation of economic equilibrium (Q1275209) (← links)
- Nonlinear versus linear learning devices: A procedural perspective (Q1275210) (← links)
- Running the economy: A review of the internet-based Fairmodel (Q1275212) (← links)
- Optimal nonlinear income taxation with a two-dimensional population: A computational approach (Q1284833) (← links)
- A nonrecursive solution method for the linear-quadratic optimal control problem with a singular transition matrix (Q1284834) (← links)
- On optimal design of treasury bonds (Q1284835) (← links)
- Using genetic algorithms to model the evolution of heterogeneous beliefs (Q1284836) (← links)
- Symplectic methods for the solution to Riccati matrix equations related to macroeconomic models (Q1284837) (← links)
- On the tradeoff between computational simplicity and asymptotic properties in multivariate probit (Q1284839) (← links)
- Solving irregular econometric and mathematical optimization problems with a genetic hybrid algorithm (Q1300632) (← links)
- Optimal portfolio hedging with nonlinear derivatives and transaction costs (Q1300634) (← links)
- The effect of (mis-specified) GARCH filters on the finite sample distribution of the BDS test (Q1300636) (← links)
- A new convergence theorem for successive overrelaxation iterations (Q1300637) (← links)
- One dimensional SDE models, low order numerical methods and simulation based estimation: A comparison of alternative estimators (Q1300639) (← links)
- Off-line computation of Stackelberg solutions with the genetic algorithm (Q1305808) (← links)
- Approximated distributions of sampling inequality indices (Q1305809) (← links)
- Numerical solution of an endogenous growth model with threshold learning (Q1305810) (← links)
- Portmanteau model diagnostics and tests for nonlinearity: A comparative Monte Carlo study of two alternative methods (Q1305811) (← links)
- A calibration procedure of dynamic CGE model for non-steady state situations using GEMPACK (Q1305812) (← links)
- Massively parallel implementation of the splitting equilibration algorithm (Q1316420) (← links)
- User modeling for flexible inference control and its relevance to decision-making in economics and management (Q1316421) (← links)
- A synopsis of the smoothing formulae associated with the Kalman filter (Q1316424) (← links)
- Economic incentives in software design (Q1316425) (← links)
- The design of economic policy under model uncertainty (Q1316428) (← links)
- A constrained optimal control program in APL (Q1316430) (← links)
- A user's guide to the numerical solution of two-point boundary value problems arising in continuous time dynamic economic models (Q1316431) (← links)
- Computability, complexity and economics (Q1318305) (← links)
- Cointegration tests on MARS (Q1318307) (← links)
- Identification environment and robust forecasting for nonlinear time series (Q1318308) (← links)
- Global optimization using interval arithmetic (Q1318309) (← links)
- Connectionist projection pursuit regression (Q1341872) (← links)
- Using a genetic algorithm to determine an index of leading economic indicators (Q1341873) (← links)
- Recognizing business cycle turning points by means of a neural network (Q1341875) (← links)
