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Volumn 42, Issue 3, 2003, Pages 349-361

An algorithm for computing estimators that optimize step functions

Author keywords

Computational optimization; Estimator computation; Maximum score; Step function

Indexed keywords

ALGORITHMS; COMPUTATIONAL METHODS; ESTIMATION; FUNCTIONS; OPTIMIZATION;

EID: 0037471371     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-9473(02)00210-4     Document Type: Article
Times cited : (7)

References (10)
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    • Dorsey, R.E.1    Mayer, W.J.2
  • 3
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    • An evolutionary bootstrap method for selecting dynamic trading strategies
    • Refenes, A.P.N., Burgess, A.N., Moody, J.D. (Eds.), KluwerAcademic Publishers, Dordrecht
    • LeBaron, B., 1998. An evolutionary bootstrap method for selecting dynamic trading strategies. In: Refenes,A.P.N., Burgess, A.N., Moody, J.D. (Eds.), Decision Technologies for Computational Finance. KluwerAcademic Publishers, Dordrecht, pp. 141-160.
    • (1998) Decision Technologies for Computational Finance , pp. 141-160
    • LeBaron, B.1
  • 4
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    • Maximum score estimation of the stochastic utility model of choice
    • Manski, C., 1975. Maximum score estimation of the stochastic utility model of choice. J. Econom. (3), 205-228.
    • (1975) J. Econom. , Issue.3 , pp. 205-228
    • Manski, C.1
  • 5
    • 0000305992 scopus 로고
    • Semiparametric analysis of discrete response
    • Manski, C., 1985. Semiparametric analysis of discrete response. J. Econom. 27, 313-333.
    • (1985) J. Econom. , vol.27 , pp. 313-333
    • Manski, C.1
  • 7
    • 0029191076 scopus 로고    scopus 로고
    • Genetic algorithms with collective sharing for robust optimization in financial applications
    • Pictet, O.V., Dacorogna, M.M., Dave, R.D., Chopard, B., Schirru, R., Tomassini, M. 1996. Genetic algorithms with collective sharing for robust optimization in financial applications. Neural Network World 5 (4), 573-587.
    • (1996) Neural Network World , vol.5 , Issue.4 , pp. 573-587
    • Pictet, O.V.1    Dacorogna, M.M.2    Dave, R.D.3    Chopard, B.4    Schirru, R.5    Tomassini, M.6
  • 8
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    • An introduction to risk neutral forecasting
    • Abu-Mostafa, Y.S., LeBaron, B., Lo, A.W., Weigend, A.S. (Eds.), MIT Press, Cambridge, MA
    • Skouras, S., 1999. An introduction to risk neutral forecasting. In: Abu-Mostafa, Y.S., LeBaron, B., Lo, A.W.,Weigend, A.S. (Eds.), Computational Finance. MIT Press, Cambridge, MA.
    • (1999) Computational Finance
    • Skouras, S.1
  • 9
    • 0005865794 scopus 로고    scopus 로고
    • Data-snooping, technical trading rule performance and the bootstrap
    • Sullivan, R., Timmermann, A., White, H., 1999. Data-snooping, technical trading rule performance and the bootstrap. J. Finance 54 (5), 1647-1691.
    • (1999) J. Finance , vol.54 , Issue.5 , pp. 1647-1691
    • Sullivan, R.1    Timmermann, A.2    White, H.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.