The following pages link to Computational Economics (Q60497):
Displaying 50 items.
- Genetic algorithms, teleological conservatism, and the emergence of optimal demand relations: The case of stable preferences (Q1341876) (← links)
- Solving applied general equilibrium models represented as a mixture of linearized and levels equations (Q1341879) (← links)
- Experiences in the pricing of trivariate contingent claims with finite difference methods on a massively parallel computer (Q1342435) (← links)
- Global estimation of feedforward networks with a priori constraints (Q1342437) (← links)
- Tensor methods for full-information maximum likelihood estimation: Unconstrained estimation (Q1342438) (← links)
- Computational aspects in applied stochastic control (Q1342439) (← links)
- Decision modelling with HIPRE 3+. The Amsterdam airport case (Q1342440) (← links)
- Predicting index returns with morphological filters (Q1360063) (← links)
- A dynamic spatial Cournot-Nash equilibrium model and an algorithm (Q1360065) (← links)
- A homotopy approach to solving nonlinear rational expectation problems (Q1360066) (← links)
- On incentives and updating in agent based models (Q1360067) (← links)
- Interval arithmetic for input-output models with inexact data (Q1360068) (← links)
- Functional search in economics using genetic programming (Q1362858) (← links)
- SD-solver: Towards a ``Multidirectional'' CLP-based simulation tool. Framework and short financial examples (Q1362860) (← links)
- Checking for saddlepoint stability: An easy test (Q1362861) (← links)
- Features of multiregional and intertemporal AGE modelling with GEMPACK (Q1362862) (← links)
- The loss in efficiency from using grouped data to estimate coefficients of group level variables (Q1362865) (← links)
- A variational inequality approach to marketable pollution permits (Q1362867) (← links)
- A small-sample correction for testing for \(g\)th-order serial correlation with artificial regressions (Q1366838) (← links)
- Computing 3SLS solutions of simultaneous equation models with a possible singular variance-covariance matrix (Q1366840) (← links)
- Constrained maximum likelihood (Q1366842) (← links)
- A search for hidden relationships: Data mining with genetic algorithms (Q1366843) (← links)
- Nonlinear optimization on a parallel Intel i860 RISC based architecture (Q1366847) (← links)
- Automatic differentiation and interval arithmetic for estimation of disequilibrium models (Q1366848) (← links)
- Computational economics in Geneva. Vol. 1: Computational econometrics, statistics, and optimization. 2nd annual meeting of the Society for Computational Economics, Geneva, Switzerland, June 1996 (Q1366849) (← links)
- What is computational economics? (Q1367947) (← links)
- Visualisation in the simulation and control of economic models (Q1367950) (← links)
- No arbitrage between economies and correlation risk management (Q1367952) (← links)
- Algorithms for finding repeated game equilibria (Q1367953) (← links)
- Precision performances of terminal conditions for short time horizons forward-looking systems (Q1367955) (← links)
- Analytical derivatives for Morkov switching models (Q1367958) (← links)
- Hybrid classifiers for financial multicriteria decision making: The case of bankruptcy prediction (Q1372898) (← links)
- Finite-sample adjustments for homogeneity and symmetry tests in systems of demand equations: A Monte Carlo evaluation (Q1372900) (← links)
- A code archive for economics and econometrics (Q1372902) (← links)
- Derivative asset pricing with transaction costs: an extension (Q1372903) (← links)
- Solving dynamic economic models with nonconvexities due to fixed costs (Q1372904) (← links)
- Computational economics in Geneva. Vol. 2: Computational economics and finance. 2nd annual meeting of the Society for Computational Economics, Geneva, Switzerland, June 1996 (Q1386847) (← links)
- Numerical analysis of strategic contingent claims models (Q1386850) (← links)
- Moving endpoints and the internal consistency of agents' ex ante forecasts (Q1386851) (← links)
- Alternative approaches to modeling time variation in the case of the U. S. real interest rate (Q1386853) (← links)
- Modelling federal reserve discount policy (Q1386855) (← links)
- Numerical strategies for solving the nonlinear rational expectations commodity market model (Q1386856) (← links)
- A stochastic nonlinear regression estimator using wavelets (Q1386858) (← links)
- Wavelet analysis of commodity price behavior (Q1386861) (← links)
- The path integral approach to financial modeling and options pricing (Q1386862) (← links)
- Statistical properties of a time-series-complexity measure applied to stock returns (Q1389125) (← links)
- Portfolio selection using the ADELAIS multiobjective linear programming system (Q1389127) (← links)
- A dynamic model of collective bargaining (Q1389128) (← links)
- A genetic algorithm simulation of a transition economy: An application to insider-privatization in Croatia (Q1389130) (← links)
- A comparison of the performance of flexible functional forms for use in applied general equilibrium modelling (Q1389132) (← links)
