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Welcome to the COMISEF-Wiki - COMISEF Wiki

List all pages by keyword. List all pages by category. Add a new page. Welcome to the COMISEF-Wiki. From the project description:. COMISEF is a Research and Training Network, co-ordinated by Peter Winker, University of Giessen. In this context, COMISEF will conduct individual and joint research and training activities exploiting the specific expertise of all partners. For more information, please visit the COMISEF homepage. Heuristic optimisation in economics and econometrics. Finding sense in finance.

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List all pages by keyword. List all pages by category. Add a new page. Welcome to the COMISEF-Wiki. From the project description:. COMISEF is a Research and Training Network, co-ordinated by Peter Winker, University of Giessen. In this context, COMISEF will conduct individual and joint research and training activities exploiting the specific expertise of all partners. For more information, please visit the COMISEF homepage. Heuristic optimisation in economics and econometrics. Finding sense in finance.

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Welcome to the COMISEF-Wiki - COMISEF Wiki | comisef.wikidot.com Reviews

https://comisef.wikidot.com

List all pages by keyword. List all pages by category. Add a new page. Welcome to the COMISEF-Wiki. From the project description:. COMISEF is a Research and Training Network, co-ordinated by Peter Winker, University of Giessen. In this context, COMISEF will conduct individual and joint research and training activities exploiting the specific expertise of all partners. For more information, please visit the COMISEF homepage. Heuristic optimisation in economics and econometrics. Finding sense in finance.

INTERNAL PAGES

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Applications - COMISEF Wiki

http://comisef.wikidot.com/applications

List all pages by keyword. List all pages by category. Add a new page. Least Median of Squares Estimation by Optimization Heuristics with an Application to CAPM. Robust regression with Particle Swarm Optimisation in R. Least Median of Squares Estimation by Optimization Heuristics with an Application to CAPM. Robust regression with Particle Swarm Optimisation in R. An Empirical Analysis of Alternative Portfolio Selection Criteria. Calibrating Option Pricing Models with Heuristics. If you want to discuss c...

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Add a new page - COMISEF Wiki

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List all pages by keyword. List all pages by category. Add a new page. Add a new page. Add a new page. To add a new page, just enter its name here. If you want to create an article, tutorial, tip, or concept, please start the name with ‘article:’, ‘tutorial:’, ‘tip:’, or ‘concept:’ (see the next subsection). Content pages on the wiki are divided into certain categories:. As an example, the page Threshold Accepting. Is a concept page. Hence, its page name is. Powered by Wikidot.com. Change the name (also ...

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List all pages by category - COMISEF Wiki

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List all pages by keyword. List all pages by category. Add a new page. List all pages by category. Calibrating the Nelson-Siegel Model. Keywords: differential evolution fixed income nelson-siegel nelson-siegel-svensson new r yield curve models. Robust International Portfolio Management. Keywords: currencies derivatives portfolio optimisation robust optimisation. Calibrating Option Pricing Models with Heuristics. Keywords: differential evolution heston model new particle swarm stochastic volatility. Keywo...

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External Links - COMISEF Wiki

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List all pages by keyword. List all pages by category. Add a new page. Computation and Numerical Methods. A lecture script that gives a thorough overview of numerical issues. Scientific Computing: An Introductory Survey. The homepage of Michael Heath's book ‘Scientific Computing: An Introductory Survey’, with lecture notes and other resources. Kenneth Judd's Economics and Computation. Editing and writing papers. Classification System of the Journal of Economic Literature. Elements of Statistical Learning.

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Index Mutual Fund Replication with Two Rebalance Strategies - COMISEF Wiki

http://comisef.wikidot.com/article:index-mutual-fund-replication-with-two-rebalance-str

List all pages by keyword. List all pages by category. Add a new page. Index Mutual Fund Replication with Two Rebalance Strategies. Passive Portfolio Management, Fund Tracking, Multi-Period Optimization, Differential Evolution. 2 Tracking Error Minimization and Multi-period Readjustment. 21 The Optimization Problem for Tracker Construction. The TE optimization problem is described as. N {i,T {0} $. Number of shares of the $i$. Th equity invested at time $T 0$. The transaction cost limiting ratio; $P t$.

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COMISEF | Computational Optimization Methods in Statistics, Econometrics and Finance

Computational Optimization Methods in Statistics, Econometrics and Finance. Training and Transfer of Knowledge. COMISEF is a Research and Training Network, co-ordinated by Peter Winker, University of Giessen. Training and Transfer of Knowledge. COMISEF provides several tutorials and workshops for training and the transfer of knowledge. Workshops provide members with the relevant skills essential for conducting academic research. Information on the Complementary Skills can be found here.

comisef.wikidot.com

Welcome to the COMISEF-Wiki - COMISEF Wiki

List all pages by keyword. List all pages by category. Add a new page. Welcome to the COMISEF-Wiki. From the project description:. COMISEF is a Research and Training Network, co-ordinated by Peter Winker, University of Giessen. In this context, COMISEF will conduct individual and joint research and training activities exploiting the specific expertise of all partners. For more information, please visit the COMISEF homepage. Heuristic optimisation in economics and econometrics. Finding sense in finance.

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INTERVIU CU DOAMNA I. COMISEL DRAGNEA. INTERVIU CU DOAMNA I. COMISEL DRAGNEA. Prof dr. etnomuzicolog Emilia Irina Victoria Dragnea - o linişte nedreaptă asupra Emiliei Comişel. Stefan Vlad, PolinaManoila,Irina Dragnea,Viorica Flintasu, A.Vzgheran,N.Furdui .Iancu,Mariana Anghel, Elena Chirica, NicolaeMuresan, Maria Tripon. Emilia Comişel, etnomuzicolog). Numele Emilia Comişel este una cu tezaurul spiritual al neamului românesc: folclorul. Fiica savantei, distinsa doamnă profesor dr. etnomuzicolog ...Limba...

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