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~subject:"Crude oil"
~subject:"Theorie"
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Crude oil
Theorie
Markov chain
2,319
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Tsionas, Efthymios G.
12
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8
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7
Xu, Libo
7
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6
Elliott, Robert J.
6
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6
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5
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Li, Yong
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4
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4
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D'Amico, Guglielmo
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Boute, Robert N.
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Scandinavian actuarial journal
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International journal of theoretical and applied finance
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ECONIS (ZBW)
1,042
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1
A deep real options policy for sequential service region design and timing
Rath, Srushti
;
Chow, Joseph Y. J.
- In:
Computers & operations research : an international journal
161
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014560244
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2
Manipulating hidden-Markov-model inferences by corrupting batch data
Caballero, William N.
;
Camacho, Jose Manuel
;
Ekin, Tahir
; …
- In:
Computers & operations research : an international journal
162
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014560617
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3
Bayesian collapsed Gibbs sampling for a stochastic volatility model with a Dirichlet process mixture
Wu, Frank C. Z.
- In:
Journal of applied econometrics
39
(
2024
)
4
,
pp. 697-704
Persistent link: https://www.econbiz.de/10014562850
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4
Stateful posted pricing with vanishing regret via dynamic deterministic Markov decision processes
Emek, Yuval
;
Lavi, Ron
;
Niazadeh, Rad
;
Shi, Yangguang
- In:
Mathematics of operations research
49
(
2024
)
2
,
pp. 880-900
Persistent link: https://www.econbiz.de/10014564607
Saved in:
5
A scalable multi-objective maintenance optimization model for systems with multiple heterogeneous components and a finite lifespan
Kivanç, İpek
;
Fecarotti, Claudia
;
Raassens, Néomie
; …
- In:
European journal of operational research : EJOR
315
(
2024
)
2
,
pp. 567-579
Persistent link: https://www.econbiz.de/10014565127
Saved in:
6
A data-driven optimization approach to plan smart waste collection operations
Morais, Carolina Soares de
;
Ramos, Tânia Rodrigues Pereira
- In:
International transactions in operational research : a …
31
(
2024
)
4
,
pp. 2178-2208
Persistent link: https://www.econbiz.de/10014511749
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7
Optimal trend-following rules in two-state regime-switching models
Zakamulin, Valeriy
;
Giner, Javier
- In:
The journal of asset management : a major new, …
25
(
2024
)
4
,
pp. 327-348
Persistent link: https://www.econbiz.de/10014583459
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8
Stability in threshold VAR models
Chen, Pu
;
Semmler, Willi
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
3
,
pp. 531-544
Persistent link: https://www.econbiz.de/10014632042
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9
An approximate dynamic programming approach to network-based scheduling of chemotherapy treatment sessions
Wenzel, Arturo
;
Sauré, Antoine
;
Cataldo, Alejandro
; …
- In:
International journal of production research
62
(
2024
)
12
,
pp. 4314-4330
Persistent link: https://www.econbiz.de/10014547291
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10
Forecasting trading-session return volatility in Taiwan futures market : a periodic regime switching with jump approach
Lai, Yi-Hao
;
Wang, Yi-Chiuan
;
Chang, Yu Ching
- In:
Asia Pacific financial markets
31
(
2024
)
2
,
pp. 285-305
Persistent link: https://www.econbiz.de/10014548365
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