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subject:"Stochastic process"
subject:"Time series analysis"
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~subject:"Monetary policy"
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ECONIS (ZBW)
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1
An asynchronous parallel benders decomposition method for stochastic network design problems
Rahmaniani, Ragheb
;
Crainic, Teodor Gabriel
;
Gendreau, …
- In:
Computers & operations research : an international journal
162
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014560325
Saved in:
2
Leveraging decision diagrams to solve two-stage stochastic programs with binary recourse and logical linking constraints
MacNeil, Moira
;
Bodur, Merve
- In:
European journal of operational research : EJOR
315
(
2024
)
1
,
pp. 228-241
Persistent link: https://www.econbiz.de/10014562823
Saved in:
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
Saved in:
4
Exploring skill distribution tails through stochastic dominance
Besenhard, Petra
- In:
Journal of applied econometrics
39
(
2024
)
4
,
pp. 714-720
Persistent link: https://www.econbiz.de/10014562854
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5
Stochastic inventory routing with dynamic demands and intra-day depletion
Alarcon Ortega, Emilio J.
;
Malicki, Sebastian
;
Doerner, …
- In:
Computers & operations research : an international journal
163
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014562858
Saved in:
6
Unified Branch-and-Benders-Cut for two-stage stochastic mixed-integer programs
Mahéo, Arthur
;
Belieres, Simon
;
Adulyasak, Yossiri
; …
- In:
Computers & operations research : an international journal
164
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014562896
Saved in:
7
Re-use of samples in stochastic annealing
Ball, Robin
;
Branke, Juergen
;
Meisel, Stephan
- In:
Computers & operations research : an international journal
164
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014563001
Saved in:
8
Testing the boundaries of applicability of standard Stochastic Discount Factor models
Pezzo, Luca
;
Zhu, Yinchu
;
Hassan, M. Kabir
;
Tian, Jiayuan
- In:
Journal of financial stability
72
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014565271
Saved in:
9
Risk Budgeting portfolios : existence and computation
Cetingoz, Adil Rengim
;
Fermanian, Jean-David
;
Guéant, …
- In:
Mathematical finance : an international journal of …
34
(
2024
)
3
,
pp. 896-924
Persistent link: https://www.econbiz.de/10014565279
Saved in:
10
Quantifying dimensional change in stochastic portfolio theory
Bayraktar, Erhan
;
Kim, Donghan
;
Tilva, Abhishek
- In:
Mathematical finance : an international journal of …
34
(
2024
)
3
,
pp. 977-1021
Persistent link: https://www.econbiz.de/10014565288
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