Estimation Non Linier Model with Genetic Algoritma

Sunday, November 16, 2008

In general, estimates in Model Non Linier method using OLS (Ordinary Least Square) or ML (Maximum Likelihood) with conventional algorithms method such as Gause-Newton; Rhapson-Newton, Levenberg-Marquardt; Berndt, Hall, Hall & Hausman or the quadratic Hill-Climbing. These Algorithms will not produce a global minimum / maximum. In this paper will explain the new approach, namely Genetic Algorithm to ensure global maximum/ minimum. Monte Carlo simulation is used to guarantee the results Robusness estimates. Computing used MATLAB.


Download if you want to get the full paper: Genetic Algoritma.pdf

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