Computational Statistics and Data Analysis Special Issue on APPLICATIONS OF OPTIMIZATION HEURISTICS TO ESTIMATION AND MODELLING PROBLEMS
Guest Editors: Manfred Gilli and Peter Winker Estimation and modelling problems as they arise in many fields often turn out to be intractable by standard numerical methods. One way to deal with such a situation consists in simplifying models and procedures. However, the solutions to these simplified problems might not be satisfying. A different approach consists in applying optimization heuristics such as evolutionary algorithms (Simulated Annealing, Threshold Accepting), neural networks, genetic algorithms, tabu search, hybrid methods and many others, which have been developed over the last two decades. Although the use of these methods became more standard in several fields of sciences, their use in estimation and modelling in statistics appears to be still limited. We therefore invite submissions for a special issue of Computational Statistics & Data Analysis on Applications of Optimization Heuristics to estimation and modelling problems. We will consider papers addressing estimation and modelling problems by making use of optimization heuristics. Besides a discussion of the algorithm, the paper should contribute some real application. Also welcome are discussions of the computational complexity of estimation and modelling problems giving rise to the use of optimization heuristics. The DEADLINE for submissions is December 31, 2002. The focus of the papers submitted to the special issue must contain both computational and estimation or modelling components. Authors who are uncertain as to the suitability of their papers for the special issue should contact the special issue editors. All papers submitted must contain original unpublished work that is not being submitted for publication elsewhere. Manuscripts submitted to this special issue will be refereed according to standard procedures for Computational Science and Data Analysis. Information about the journal can be found at http://www.elsevier.com/locate/csda Electronic submission is encouraged. Please e-mail a postscript or PDF file of your manuscript to one of the special issue editors: Manfred Gilli Department of Econometrics University of Geneva 40, Bd du Pont d'Arve CH-1211 Geneve 4 Switzerland E-mail: [EMAIL PROTECTED] Peter Winker Dept. of Economics and Quant. Methods International University in Germany Campus 1 D-76646 Bruchsal Germany E-mail: [EMAIL PROTECTED] -- Erricos John Kontoghiorghes Institut d'informatique, Universite de Neuchatel, Rue Emile-Argand 11, Case Postale 2, CH-2007 Neuchatel, Switzerland Email: [EMAIL PROTECTED] Tel: +41 32 718 27 38 Fax: +41 32 718 27 01
