Heuristic Optimization Methods in Econometrics

By Manfred Gilli, Peter Winker. 2009

83 citations recorded by the source corpus.

Subfields: Computational Theory and Mathematics, Control and Systems Engineering, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/b0b2eb8a1f55db1836a761b4f1c5b6d63ec6862b

Citations in the corpus

• Calibrating the Nelson-Siegel-Svensson Model (2010, unknown): “The problem is not convex, so we will use appropriate procedures: optimisation heuristics (Gilli and Winker, 2009).”