Peter Winker

Optimization Heuristics in Econometrics

Applications of Threshold Accepting

• Gebundenes Buch

Produktbeschreibung

Moderne heuristische Optimierungsverfahren in der Technik, der Operationsforschung, der Statistik und Ökonometrie werden in diesem neuen Band behandelt. Der Autor vermittelt alle theoretischen Grundlagen zur praktischen Anwendung der beschriebenen Verfahren. Spezielle Einsatzgebiete der Methoden werden durchgängig angegeben und erläutert. (12/00)

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Produktdetails

• Wiley Series in Probability and Statistics
• Verlag: Wiley & Sons
• 1. Auflage
• Seitenzahl: 360
• Erscheinungstermin: 22. Dezember 2000
• Englisch
• Abmessung: 235mm x 157mm x 26mm
• Gewicht: 632g
• ISBN-13: 9780471856313
• ISBN-10: 0471856312
• Artikelnr.: 09290267

Autorenporträt

Peter Winker is the author of Optimization Heuristics in Econometrics : Applications of Threshold Accepting, published by Wiley.

Inhaltsangabe

Preface.
Introduction.
OPTIMIZATION IN STATISTICS AND ECONOMETRICS.
Optimization in Economics.
Optimization in Statistics and Econometrics.
The Heuristic Optimization Paradigm.
HEURISTIC OPTIMIZATION: THRESHOLD ACCEPTING.
Optimization Methods.
The Global Optimization Heuristic Threshold Accepting.
Relative Performance of Threshold Accepting.
Tuning of Threshold Accepting.
A Practical Guide to the Implementation of Threshold Accepting.
APPLICATIONS IN STATISTICS AND ECONOMETRICS.
Introduction.
Experimental Design.
Identification of Multivariate Lag Structures.
Optimal Aggregation.
Censored Quantile Regression.
Continuous Global Optimization.
CONCLUSION AND OUTLOOK.
Conclusion.
Outlook for Further Research.
References.
List of Symbols.
Author Index.
Subject Index.

Rezensionen

"For statisticians and econometricians with a general interest in new optimization paradigms, Winker...introduces optimization heuristics for application..." (Reference Research Book News, Vol. 16, No. 3, August 2001) "...a very fine textbook...does an excellent job of motivating ones ... interests in optimization heuristics." (Technometrics, Vol. 43, No. 4, November 2001) "a text that comprehensively addresses this 'art' is to be congratulated..." (Short Book Reviews, August 2002)