Publications by Written by DK WC

Dynamic Stochastic General Equilibrium (DSGE): gEcon + Rmarkdown

25.06.2021

gEcon packages of R gEcon is the package of R to model both Dynamic Stochastic General Equilibrium (DSGE) and Static General Equilibrium. Static General Equilibrium is also called Computable General Equilibrium(CGE). The computational solvers of traditional econometric modeling software packages such as GAMS, GEMPACK and Dynare are based on the f...

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Stochastic Optimization Algorithm Methods

24.06.2021

1 Penalty method Four Cases Outputs 2 Constrained optimization Method The inequality constraints in in Figure 1 are as follows: 3 Genetic Alogrithm (GA) Method unzipped matlab coding folder: m files includes as follows: myMainFunctionOptimization.m myUnitTest.m myMedianFitnessValueFunction.m InitializePopulation.m GFunction.m Evaluate...

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Stochastic Optimization Algorithm: Four Cases

24.06.2021

Case 1: Traveling Salesman Problem Answer 2.1 a) The following is to illustrate how to compute the total distinct possible paths for each city : Suppose the total numbers of Cities = N Cities Total numbers of all possible paths of each city \(= (N-1)*(N-2)(N-3)*....*1 = (N-1)!\) Since for each city connected to other city path, two cities are s...

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Non-Stationary Mixed-Frequency Variables in Time Series Models: A New Design Approach(Part II)

23.06.2021

Code Show All Code Hide All Code Non-Stationary Mixed-Frequency Variables in Time Series Models: A New Design Approach(Part II) Written at UIO 2013 Non-Stationary Mixed-Frequency Variables in Time Series Models: A New Design Approach(Part II) Abstract Part I Chapter 1 Chapter 2 Part II Chapter 3 Chapter 4 Summary and Conclusion Bibliogra...

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Modeling Non-Normal Tail-Dependence Structure with Extreme Value Theory and Copula Function

23.06.2021

Modeling Non-Normal Tail-Dependence Structure with Extreme Value Theory and Copula Function Written at HSOE 2008 DKWC Republished:2021-06-29 ...

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Non-Stationary Mixed-Frequency Variables in Time Series Models: A New Design Approach(Part I)

23.06.2021

Code Show All Code Hide All Code Non-Stationary Mixed-Frequency Variables in Time Series Models: A New Design Approach(Part I) Written at UIO 2013 Non-Stationary Mixed-Frequency Variables in Time Series Models: A New Design Approach(Part I) Abstract Preface Part I Chapter 1 Chapter 2 Part II Chapter 3 Chapter 4 DKWC Republished:2021-06...

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Dynamic Stochastic General Equilibrium (DSGE): Dynare + Matlab +Rmardown

25.06.2021

Dynare Software Dynare is a software of macroeconomic policy package that either run in Matlab or Octove platform. The signature of Dynare has twos. One model is Dynamic Stochastic General Equilibrium (DSGE) Model, while the other is Overlapping Generations (OLG) Model. Two signature-models of Dynare are based on the assumption of on the rational...

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Forest Commodity at Risk(FCaR)

29.06.2021

Code Show All Code Hide All Code Forest Commodity at Risk(FCaR) Forest Commodity at Risk(FCaR) 1 Forest Risk Commodity (FRC) 2 Forest Commodity at Risk(FCaR) 3 Research focuses on Dynamic Stochastic General Equilibrium (DSGE) in three areas: DKWC 2021-06-29 1 Forest Risk Commodity (FRC) According to the Global Canopy Website, a Forest Ri...

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Pre-rotated Multi-scaling Digit Recognition: Matlab Scripts

14.07.2021

Code Show All Code Hide All Code Pre-rotated Multi-scaling Digit Recognition: matlab Scripts Pre-rotated Multi-scaling Digit Recognition: matlab Scripts Four Input File Images: Main.m files Case 1 : Computer-Generated Digits Images Case 2 : Computer-Generated-Pre-Rotated Digits Images: Case 3 : Handwritten Digits Images Case 4: Handwritten-...

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Mathematical Modeling of Complex System: Self-Propelled Particles Simulation

17.07.2021

1 Implementing Viscek Model : Polarization Polarisation based on the paper of Vicsek et al. (1995) How to form polarized groups of free particles Vsicel Model in polar coordinate system Motions of Equations: \(\left \langle \theta_{j}(t) \right \rangle_{r}\) is the average orientiation of particles at distance smaller than \(r\) with respect to...

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