Optimizing logistic regression coefficients for discrimination and calibration using estimation of distribution algorithms
Author
Abstract
Suggested Citation
DOI: 10.1007/s11750-008-0054-3
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Winker, Peter & Gilli, Manfred, 2004. "Applications of optimization heuristics to estimation and modelling problems," Computational Statistics & Data Analysis, Elsevier, vol. 47(2), pages 211-223, September.
- Jørgen Hilden, 1991. "The Area under the ROC Curve and Its Competitors," Medical Decision Making, , vol. 11(2), pages 95-101, June.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Unler, Alper & Murat, Alper, 2010. "A discrete particle swarm optimization method for feature selection in binary classification problems," European Journal of Operational Research, Elsevier, vol. 206(3), pages 528-539, November.
- Danuta Zawadzka & Agnieszka Strzelecka & Ewa Szafraniec-Siluta, 2021. "Debt as a Source of Financial Energy of the Farm—What Causes the Use of External Capital in Financing Agricultural Activity? A Model Approach," Energies, MDPI, vol. 14(14), pages 1-17, July.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Blueschke-Nikolaeva, V. & Blueschke, D. & Neck, R., 2012.
"Optimal control of nonlinear dynamic econometric models: An algorithm and an application,"
Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3230-3240.
- Viktoria Blüschke-Nikolaeva & Dmitri Blüschke & Reinhard Neck, 2010. "Optimal Control of Nonlinear Dynamic Econometric Models: An Algorithm and an Application," Working Papers 032, COMISEF.
- Giorgio Fagiolo & Mattia Guerini & Francesco Lamperti & Alessio Moneta & Andrea Roventini, 2017.
"Validation of Agent-Based Models in Economics and Finance,"
LEM Papers Series
2017/23, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Giorgio Fagiolo & Mattia Guerini & Francesco Lamperti & Alessio Moneta & Andrea Roventini, 2019. "Validation of Agent-Based Models in Economics and Finance," SciencePo Working papers Main halshs-02375423, HAL.
- Giorgio Fagiolo & Mattia Guerini & Francesco Lamperti & Alessio Moneta & Andrea Roventini, 2019. "Validation of Agent-Based Models in Economics and Finance," Post-Print halshs-02375423, HAL.
- Arthur De Sá Ferreira & Ney Meziat-Filho & Ana Paula Antunes Ferreira, 2021. "Double threshold receiver operating characteristic plot for three-modal continuous predictors," Computational Statistics, Springer, vol. 36(3), pages 2231-2245, September.
- S.-C. Horng & S.-Y. Lin, 2009. "Ordinal Optimization of G/G/1/K Polling Systems with k-Limited Service Discipline," Journal of Optimization Theory and Applications, Springer, vol. 140(2), pages 213-231, February.
- Savin, Ivan & Egbetokun, Abiodun, 2016.
"Emergence of innovation networks from R&D cooperation with endogenous absorptive capacity,"
Journal of Economic Dynamics and Control, Elsevier, vol. 64(C), pages 82-103.
- Ivan Savin & Abiodun Egbetokun, 2013. "Emergence of Innovation Networks from R&D Cooperation with Endogenous Absorptive Capacity," Working Papers CEB 13-022, ULB -- Universite Libre de Bruxelles.
- Ivan Savin & Abiodun Egbetokun, 2013. "Emergence of Innovation Networks from R&D Cooperation with Endogenous Absorptive Capacity," Jena Economics Research Papers 2013-022, Friedrich-Schiller-University Jena.
- Ivan Savin & Abiodun Egbetokun, 2016. "Emergence of innovation networks from R&D cooperation with endogenous absorptive capacity," Post-Print hal-01725400, HAL.
- Chipman, J. & Winker, P., 2005. "Optimal aggregation of linear time series models," Computational Statistics & Data Analysis, Elsevier, vol. 49(2), pages 311-331, April.
- Lyra, M. & Paha, J. & Paterlini, S. & Winker, P., 2010.
"Optimization heuristics for determining internal rating grading scales,"
Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2693-2706, November.
- Marianna Lyra & Johannes Paha & Sandra Paterlini & Peter Winker, 2008. "Optimization Heuristics for Determining Internal Rating Grading Scales," Working Papers 005, COMISEF.
- Marianna Lyra & Johannes Paha & Sandra Paterlini & Peter Winker, 2008. "Optimization Heuristics for Determining Internal Rating Grading Scales," Center for Economic Research (RECent) 023, University of Modena and Reggio E., Dept. of Economics "Marco Biagi".
- Marianna Lyra & Johannes Paha & Sandra Paterlini & Peter Winker, 2009. "Optimization Heuristics for Determining Internal Rating Grading Scales," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0015, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
- Manuel Rizzo & Francesco Battaglia, 2016. "On the Choice of a Genetic Algorithm for Estimating GARCH Models," Computational Economics, Springer;Society for Computational Economics, vol. 48(3), pages 473-485, October.
- Baur, Dirk G. & Glover, Kristoffer J., 2014. "Heterogeneous expectations in the gold market: Specification and estimation," Journal of Economic Dynamics and Control, Elsevier, vol. 40(C), pages 116-133.
- Peter Winker & Marianna Lyra & Chris Sharpe, 2011.
"Least median of squares estimation by optimization heuristics with an application to the CAPM and a multi-factor model,"
Computational Management Science, Springer, vol. 8(1), pages 103-123, April.
- Peter Winker & Marianna Lyra & Chris Sharpe, 2008. "Least Median of Squares Estimation by Optimization Heuristics with an Application to the CAPM and Multi Factor Models," Working Papers 006, COMISEF.
- Unler, Alper & Murat, Alper, 2010. "A discrete particle swarm optimization method for feature selection in binary classification problems," European Journal of Operational Research, Elsevier, vol. 206(3), pages 528-539, November.
- Kapetanios, George, 2007. "Variable selection in regression models using nonstandard optimisation of information criteria," Computational Statistics & Data Analysis, Elsevier, vol. 52(1), pages 4-15, September.
- Pahalage Dhanushka Sandaruwan & Champi Thusangi Wannige, 2021. "An improved deep learning model for hierarchical classification of protein families," PLOS ONE, Public Library of Science, vol. 16(10), pages 1-15, October.
- S. Bandyopadhyay & R. Baragona & U. Maulik, 2010. "Fuzzy clustering of univariate and multivariate time series by genetic multiobjective optimization," Working Papers 028, COMISEF.
- Makram El-Shagi, 2011.
"An evolutionary algorithm for the estimation of threshold vector error correction models,"
International Economics and Economic Policy, Springer, vol. 8(4), pages 341-362, December.
- El-Shagi, Makram, 2010. "An Evolutionary Algorithm for the Estimation of Threshold Vector Error Correction Models," IWH Discussion Papers 1/2010, Halle Institute for Economic Research (IWH).
- Domenico Cucina & Mattheos Protopapas & Antonietta di Salvatore, 2008. "Meta-heuristic Methods for Outliers Detection in Multivariate Time Series," Working Papers 003, COMISEF.
- Kirstin Hubrich & Timo Teräsvirta, 2013. "Thresholds and Smooth Transitions in Vector Autoregressive Models," CREATES Research Papers 2013-18, Department of Economics and Business Economics, Aarhus University.
- Chen, Ray-Bing & Hsu, Yen-Wen & Hung, Ying & Wang, Weichung, 2014. "Discrete particle swarm optimization for constructing uniform design on irregular regions," Computational Statistics & Data Analysis, Elsevier, vol. 72(C), pages 282-297.
- Lin, D.K.J. & Sharpe, C. & Winker, P., 2010.
"Optimized U-type designs on flexible regions,"
Computational Statistics & Data Analysis, Elsevier, vol. 54(6), pages 1505-1515, June.
- Dennis K.J. Lin & Chris Sharpe & Peter Winker, 2009. "Optimized U-type Designs on Flexible Regions," Working Papers 013, COMISEF.
- Detlef Seese & Christof Weinhardt & Frank Schlottmann (ed.), 2008. "Handbook on Information Technology in Finance," International Handbooks on Information Systems, Springer, number 978-3-540-49487-4, November.
More about this item
Keywords
Logistic regression; Evolutionary algorithms; Estimation of distribution algorithms; Calibration and discrimination; 62J12; 90C59; 90C29;All these keywords.
JEL classification:
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:topjnl:v:16:y:2008:i:2:p:345-366. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.