Browsing by Keywords "Stochastic growth model"
Now showing items 1-2 of 2
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Approximating the stochastic growth model with neural networks trained by genetic algorithms
(Bilkent University, 2006)In this thesis study, we present a direct numerical solution methodology for the onesector nonlinear stochastic growth model. Rather than parameterizing or dealing with the Euler equation, like other methods do, our ... -
Feedback approximation of the stochastic growth model by genetic neural networks
(Springer New York LLC, 2006)A direct numerical optimization method is developed to approximate the one-sector stochastic growth model. The feedback investment policy is parameterized as a neural network and trained by a genetic algorithm to maximize ...
