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Adaptive simulated annealing (ASA): Lessons learned

Citations

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Cited by:

  1. Minford, Patrick & Meenagh, David & Le, Vo Phuong Mai, 2012. "What causes banking crises? An empirical investigation," CEPR Discussion Papers 9057, C.E.P.R. Discussion Papers.
  2. L. Ingber, 1996. "Canonical momenta indicators of financial markets and neocortical EEG," Lester Ingber Papers 96cm, Lester Ingber.
  3. Vo Le & David Meenagh & Patrick Minford & Zhirong Ou, 2013. "What Causes Banking Crises? An Empirical Investigation for the World Economy," Open Economies Review, Springer, vol. 24(4), pages 581-611, September.
  4. Li Dai & Patrick Minford & Peng Zhou, 2015. "A DSGE model of China," Applied Economics, Taylor & Francis Journals, vol. 47(59), pages 6438-6460, December.
  5. Luo, Zhongyang & Sultan, Umair & Ni, Mingjiang & Peng, Hao & Shi, Bingwei & Xiao, Gang, 2016. "Multi-objective optimization for GPU3 Stirling engine by combining multi-objective algorithms," Renewable Energy, Elsevier, vol. 94(C), pages 114-125.
  6. Liu, Chunping & Minford, Patrick, 2014. "How important is the credit channel? An empirical study of the US banking crisis," Journal of Banking & Finance, Elsevier, vol. 41(C), pages 119-134.
  7. Gianfranco Gagliardi & Vincenzo Gallelli & Antonio Violi & Marco Lupia & Gianni Cario, 2024. "Optimal Placement of Sensors in Traffic Networks Using Global Search Optimization Techniques Oriented towards Traffic Flow Estimation and Pollutant Emission Evaluation," Sustainability, MDPI, vol. 16(9), pages 1-23, April.
  8. Fan, Jingwen & Minford, Patrick & Ou, Zhirong, 2016. "The role of fiscal policy in Britain's Great Inflation," Economic Modelling, Elsevier, vol. 58(C), pages 203-218.
  9. Supriya Dhabal & Palaniandavar Venkateswaran, 2014. "Two-Dimensional IIR Filter Design Using Simulated Annealing Based Particle Swarm Optimization," Journal of Optimization, Hindawi, vol. 2014, pages 1-10, September.
  10. Patrick Minford & Zhirong Ou & Michael Wickens, 2015. "Revisiting the Great Moderation: Policy or Luck?," Open Economies Review, Springer, vol. 26(2), pages 197-223, April.
  11. Lester Ingber & Radu Paul Mondescu, 2000. "Optimization of Trading Physics Models of Markets," Papers physics/0007075, arXiv.org.
  12. Mayer, D.G. & Belward, J.A. & Burrage, K., 1998. "Tabu search not an optimal choice for models of agricultural systems," Agricultural Systems, Elsevier, vol. 58(2), pages 243-251, October.
  13. Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Wickens, Michael, 2011. "How much nominal rigidity is there in the US economy? Testing a new Keynesian DSGE model using indirect inference," Journal of Economic Dynamics and Control, Elsevier, vol. 35(12), pages 2078-2104.
  14. Minford, Patrick & Ou, Zhirong, 2013. "Taylor Rule or optimal timeless policy? Reconsidering the Fed's behavior since 1982," Economic Modelling, Elsevier, vol. 32(C), pages 113-123.
  15. Vo Le & Kent Matthews & David Meenagh & Patrick Minford & Zhiguo Xiao, 2014. "Banking and the Macroeconomy in China: A Banking Crisis Deferred?," Open Economies Review, Springer, vol. 25(1), pages 123-161, February.
  16. Ye, Hong & Lin, Zhiping, 2006. "Speed-up simulated annealing by parallel coordinates," European Journal of Operational Research, Elsevier, vol. 173(1), pages 59-71, August.
  17. Liu, Chunping & Minford, Patrick, 2014. "Comparing behavioural and rational expectations for the US post-war economy," Economic Modelling, Elsevier, vol. 43(C), pages 407-415.
  18. Vincenzo Russo & Gabriele Torri, 2019. "Calibration of one-factor and two-factor Hull–White models using swaptions," Computational Management Science, Springer, vol. 16(1), pages 275-295, February.
  19. Antti Solonen, 2013. "Proposal adaptation in simulated annealing for continuous optimization problems," Computational Statistics, Springer, vol. 28(5), pages 2049-2065, October.
  20. Alfeus, Mesias & Grasselli, Martino & Schlögl, Erik, 2020. "A consistent stochastic model of the term structure of interest rates for multiple tenors," Journal of Economic Dynamics and Control, Elsevier, vol. 114(C).
  21. Mesias Alfeus, 2019. "Stochastic Modelling of New Phenomena in Financial Markets," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 1-2019, January-A.
  22. Ingber, Lester, 2000. "High-resolution path-integral development of financial options," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 283(3), pages 529-558.
  23. L. Ingber & J.K. Wilson, 2000. "Statistical mechanics of financial markets: Exponential modifications to Black-Scholes," Lester Ingber Papers 00fm, Lester Ingber.
  24. Changran He & Guoye Wang & Zhangpeng Gong & Zhichao Xing & Dongxin Xu, 2018. "A Control Algorithm for the Novel Regenerative–Mechanical Coupled Brake System with by-Wire Based on Multidisciplinary Design Optimization for an Electric Vehicle," Energies, MDPI, vol. 11(9), pages 1-18, September.
  25. Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick, 2016. "Monetarism rides again? US monetary policy in a world of Quantitative Easing," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 44(C), pages 85-102.
  26. Graeme J. Doole & David J. Pannell, 2008. "Optimisation of a Large, Constrained Simulation Model using Compressed Annealing," Journal of Agricultural Economics, Wiley Blackwell, vol. 59(1), pages 188-206, February.
  27. Lehmann, Sebastian & Huth, Andreas, 2015. "Fast calibration of a dynamic vegetation model with minimum observation data," Ecological Modelling, Elsevier, vol. 301(C), pages 98-105.
  28. Minford, Patrick & Ou, Zhirong & Fan, Jingwen, 2013. "The Fiscal Theory of the Price Level - identification and testing for the UK in the 1970s," CEPR Discussion Papers 9763, C.E.P.R. Discussion Papers.
  29. László Pál, 2017. "Empirical study of the improved UNIRANDI local search method," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 25(4), pages 929-952, December.
  30. Le, Vo Phuong Mai & Matthews, Kent & Meenagh, David & Minford, Patrick & Xiao, Zhiguo, 2015. "China s financial crisis the role of banks and monetary policy," Cardiff Economics Working Papers E2015/1, Cardiff University, Cardiff Business School, Economics Section.
  31. Aminu, Nasir & Meenagh, David & Minford, Patrick, 2018. "The role of energy prices in the Great Recession — A two-sector model with unfiltered data," Energy Economics, Elsevier, vol. 71(C), pages 14-34.
  32. L. Ingber, 1993. "ASA-README included with ASA code," Lester Ingber Papers 93as, Lester Ingber.
  33. Nilsson, Birger & Hansson, Björn, 2004. "A Two-State Capital Asset Pricing Model with Unobservable States," Working Papers 2004:28, Lund University, Department of Economics.
  34. L. Sedda & P. Atkinson & E. Barca & G. Passarella, 2012. "Imputing censored data with desirable spatial covariance function properties using simulated annealing," Journal of Geographical Systems, Springer, vol. 14(3), pages 265-282, July.
  35. repec:uts:finphd:41 is not listed on IDEAS
  36. Pedamallu, Chandra Sekhar & Ozdamar, Linet, 2008. "Investigating a hybrid simulated annealing and local search algorithm for constrained optimization," European Journal of Operational Research, Elsevier, vol. 185(3), pages 1230-1245, March.
  37. Xin‐Jiang He & Sha Lin, 2023. "Analytically pricing European options under a hybrid stochastic volatility and interest rate model with a general correlation structure," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(7), pages 951-967, July.
  38. Roy, Dilip Kumar & Lal, Alvin & Sarker, Khokan Kumer & Saha, Kowshik Kumar & Datta, Bithin, 2021. "Optimization algorithms as training approaches for prediction of reference evapotranspiration using adaptive neuro fuzzy inference system," Agricultural Water Management, Elsevier, vol. 255(C).
  39. L. Ingber & R.P. Mondescu, 2003. "Automated internet trading based on optimized physics models of markets," Lester Ingber Papers 03ai, Lester Ingber.
  40. Olayinka Oyekola, 2022. "How Resilient Is the U.S. Economy to Foreign Disturbances?," Mathematics, MDPI, vol. 10(9), pages 1-33, April.
  41. Efrat Taig & Ohad Ben-Shahar, 2019. "Gradient Surfing: A New Deterministic Approach for Low-Dimensional Global Optimization," Journal of Optimization Theory and Applications, Springer, vol. 180(3), pages 855-878, March.
  42. Ferreiro, Ana M. & García-Rodríguez, José Antonio & Vázquez, Carlos & e Silva, E. Costa & Correia, A., 2019. "Parallel two-phase methods for global optimization on GPU," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 156(C), pages 67-90.
  43. M. Bowman & L. Ingber, 1997. "Canonical momenta of nonlinear combat," Lester Ingber Papers 97cm, Lester Ingber.
  44. Nasir Aminu, 2018. "Evaluation of a DSGE Model of Energy in the United Kingdom Using Stationary Data," Computational Economics, Springer;Society for Computational Economics, vol. 51(4), pages 1033-1068, April.
  45. Mesias Alfeus & Kirsty Fitzhenry & Alessia Lederer, 2024. "Stochastic Default Risk Estimation Evidence from the South African Financial Market," Computational Economics, Springer;Society for Computational Economics, vol. 64(3), pages 1715-1756, September.
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