Solving irregular econometric and mathematical optimization problems with a genetic hybrid algorithm
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Publication:1300632
DOI10.1023/A:1008621308348zbMath0954.90033MaRDI QIDQ1300632
Publication date: 9 February 2001
Published in: Computational Economics (Search for Journal in Brave)
evolutionary programmingeconometric functionsgenetic hybrid algorithmnonconvex mixed integer nonlinear programming problems
Related Items (15)
Designing a superstructure for parametric search for optimal search spaces in non‐trivial optimization problems ⋮ A parallel fuzzy GMM-algorithm for approximate VGARCH-modeling with a multi-modal discontinuous merit function ⋮ A multipurpose parallel genetic hybrid algorithm for nonlinear nonconvex programming problems ⋮ An optimization method to estimate models with store-level data: a case study ⋮ Concurrent processing of heteroskedastic vector-valued mixture density models ⋮ Extracting clusters from aggregate panel data: a market segmentation study ⋮ Massively parallel processing of recursive multi-period portfolio models ⋮ Cluster analysis of panel data sets using non-standard optimisation of information criteria ⋮ A flexible platform for mixed‐integer non‐linear programming problems ⋮ Concurrent processing of mixed‐integer non‐linear programming problems ⋮ Dynamic portfolio management under competing representations ⋮ Variable selection in regression models using nonstandard optimisation of information criteria ⋮ Scalability of the genetic hybrid algorithm on a parallel supercomputer ⋮ Genetic modelling of multivariate EGARCHX-processes: evidence on the international asset return signal response mechanism ⋮ A note on global optimization in adaptive control, econometrics and macroeconomics.
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