A Heuristic Technique for Model Selection Problems

Manfred Gilli () and Nicolas Roth

No 365, Computing in Economics and Finance 2002 from Society for Computational Economics

Keywords: Heuristic optimization; threshold accepting; model selection; cross-validation; credit spreads. (search for similar items in EconPapers)
JEL-codes: G1 (search for similar items in EconPapers)
Date: 2002-07-01
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