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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Computational economics"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Mathematische Optimierung"
~subject:"Wohlfahrtsanalyse"
~type_genre:"Article in journal"
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Capital income
Zeitreihenanalyse
Mathematische Optimierung
Wohlfahrtsanalyse
Theorie
544
Theory
544
Forecasting model
89
Prognoseverfahren
89
Time series analysis
74
Portfolio selection
70
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70
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65
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Amman, Hans M.
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1
Atli, Ayca Hatice
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Computational economics
Working paper / National Bureau of Economic Research, Inc.
European journal of operational research : EJOR
1,831
Computers & operations research : and their applications to problems of world concern ; an international journal
1,060
Operations research letters
539
International journal of production research
502
Economics letters
436
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International journal of forecasting
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INFORMS journal on computing : JOC
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of forecasting
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Journal of economic dynamics & control
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Management science : journal of the Institute for Operations Research and the Management Sciences
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International journal of production economics
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Econometric theory
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Mathematical methods of operations research
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Omega : the international journal of management science
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Applied economics
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Journal of banking & finance
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Transportation research / E : an international journal
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Journal of the Operational Research Society : OR
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Top : an official journal of the Spanish Society of Statistics and Operations Research
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Finance research letters
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Journal of empirical finance
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INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
143
Econometric reviews
142
Journal of financial economics
139
Journal of the Operational Research Society
132
Operational research : an international journal
129
Opsearch : journal of the Operational Research Society of India
129
International review of economics & finance : IREF
126
RAIRO / Operations research
126
Applied economics letters
123
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
119
Journal of global optimization : an international journal dealing with theoretical and computational aspects of seeking global optima and their applications in science, management and engineering
117
OR spectrum : quantitative approaches in management
117
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ECONIS (ZBW)
150
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1
Nonparametric test for volatility in clustered multiple time series
Barrios, Erniel B.
;
Redondo, Paolo Victor T.
- In:
Computational economics
63
(
2024
)
2
,
pp. 861-876
Persistent link: https://www.econbiz.de/10014475068
Saved in:
2
A synthetic data-plus-features driven approach for portfolio optimization
Pagnoncelli, Bernardo K.
;
Ramírez, Domingo
;
Rahimian, Hamed
- In:
Computational economics
62
(
2023
)
1
,
pp. 187-204
Persistent link: https://www.econbiz.de/10014327294
Saved in:
3
On the optimal size and composition of customs unions : an evolutionary approach
Saber, Takfarinas
;
Naeher, Dominik
;
De Lombaerde, Philippe
- In:
Computational economics
62
(
2023
)
4
,
pp. 1457-1479
Persistent link: https://www.econbiz.de/10014437379
Saved in:
4
Boosting the scalability of farm-level models : efficient surrogate modeling of compositional simulation output
Troost, Christian
;
Parussis-Krech, Julia
;
Mejaíl, Matías
- In:
Computational economics
62
(
2023
)
3
,
pp. 721-759
Persistent link: https://www.econbiz.de/10014382831
Saved in:
5
Exploring uncertainty, sensitivity and robust solutions in mathematical programming through bayesian analysis
Tsionas, Efthymios G.
;
Philippas, Dionisis
;
Zopounidis, …
- In:
Computational economics
62
(
2023
)
1
,
pp. 205-227
Persistent link: https://www.econbiz.de/10014327494
Saved in:
6
Portfolio optimization via online gradient descent and risk control
Yamim, J. D. M.
;
Borges, C. C. H.
;
Neto, R. F.
- In:
Computational economics
62
(
2023
)
1
,
pp. 361-381
Persistent link: https://www.econbiz.de/10014327502
Saved in:
7
A method to pre-compile numerical integrals when solving stochastic dynamic problems
Arapakis, Karolos
- In:
Computational economics
61
(
2023
)
2
,
pp. 593-610
Persistent link: https://www.econbiz.de/10014228454
Saved in:
8
Solving high-dimensional dynamic portfolio choice models with hierarchical B-splines on sparse grids
Schober, Peter
;
Valentin, Julian
;
Pflüger, Dirk
- In:
Computational economics
59
(
2022
)
1
,
pp. 185-224
Persistent link: https://www.econbiz.de/10013168972
Saved in:
9
A bootstrap method to test Granger-causality in the frequency domain
Farnè, Matteo
;
Montanari, Angela
- In:
Computational economics
59
(
2022
)
3
,
pp. 935-966
Persistent link: https://www.econbiz.de/10013169203
Saved in:
10
A comparative analysis of parsimonious yield curve models with focus on the Nelson-Siegel, Svensson and Bliss versions
Wahlstrøm, Ranik Raaen
;
Paraschiv, Florentina
; …
- In:
Computational economics
59
(
2022
)
3
,
pp. 967-1004
Persistent link: https://www.econbiz.de/10013169206
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