Balanced random interval arithmetic in market model estimation

European Journal of Operational Research

Volumn 175, Issue 3, 2006, Pages 1367-1378

  Zilinskas, Julius ^a   Bogle, Ian David Lockhart ^b  

^a VILNIUS UNIVERSITY   (Lithuania)

^b UNIVERSITY COLLEGE LONDON   (United Kingdom)

Author keywords

Balanced random interval arithmetic; Global optimization; Interval arithmetic

Indexed keywords

ALGORITHMS; COMPUTATIONAL COMPLEXITY; FUNCTIONS; GLOBAL OPTIMIZATION; MATHEMATICAL MODELS; MAXIMUM LIKELIHOOD ESTIMATION;

BALANCED RANDOM INTERVAL ARITHMETIC; BRANCH AND BOUND ALGORITHMS; INTERVAL ARITHMETIC;

DIGITAL ARITHMETIC;

EID: 33749136647     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ejor.2005.02.013     Document Type: Article

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