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type_genre:"Article in journal"
type_genre:"Survey"
~isPartOf:"Computational economics"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Mathematical programming"
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Mathematical programming
Theorie
2,960
Theory
2,960
Monetary policy
296
Geldpolitik
295
Portfolio selection
238
Portfolio-Management
238
Learning process
180
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180
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160
Schätzung
159
Mathematische Optimierung
156
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142
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156
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Amman, Hans M.
4
Chen, Shu-Heng
3
Chow, Gregory C.
3
Akamatsu, Takashi
2
Alkemade, Floortje
2
Dechert, W. Davis
2
Druedahl, Jeppe
2
Hommes, Cars H.
2
Horsley, Anthony
2
Joshi, Sumit
2
Judd, Kenneth L.
2
Kendrick, David A.
2
LaPoutré, Han
2
Maliar, Lilia
2
Maliar, Serguei
2
Rutherford, Thomas F.
2
Schinas, C. J.
2
Toloo, Mehdi
2
Tucci, Marco Paolo
2
Vezeris, D. Th.
2
Wrobel, Andrew J.
2
Yeh, Chia-hsuan
2
Zenios, Stauros Andrea
2
Albrecht, James W.
1
Alemdar, Nedim M.
1
Alexakis, Christos A.
1
Aliprantis, Charalambos D.
1
Amir, Rabah
1
Arapakis, Karolos
1
Arellano, Cristina
1
Arifovic, Jasmina
1
Baccara, Mariagiovanna
1
Balvers, Ronald J.
1
Barat, Mona
1
Barberà, Salvador
1
Barney, L. Dwayne
1
Bartholomew-Biggs, Michael C.
1
Battauz, Anna
1
Bayón, L.
1
Beenstock, Michael
1
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Computational economics
Journal of economic dynamics & control
European journal of operational research : EJOR
1,794
Computers & operations research : and their applications to problems of world concern ; an international journal
1,054
Operations research letters
531
International journal of production research
484
Mathematics of operations research
320
INFORMS journal on computing : JOC
314
Operations research
300
Mathematical methods of operations research
185
International journal of production economics
183
Omega : the international journal of management science
172
Transportation research / E : an international journal
152
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
149
Management science : journal of the Institute for Operations Research and the Management Sciences
148
Journal of the Operational Research Society : OR
142
Opsearch : journal of the Operational Research Society of India
126
Operational research : an international journal
125
RAIRO / Operations research
123
Journal of the Operational Research Society
122
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
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
116
OR spectrum : quantitative approaches in management
113
International transactions in operational research : ITOR ; a journal of the International Federation of Operational Research Societies (IFORS)
109
Top : transactions in operations research
109
Annals of operations research
102
International transactions in operational research : a journal of the International Federation of Operational Research Societies
100
EURO journal on computational optimization
90
4OR : a quarterly journal of operations research
87
Computational Management Science : CMS
84
Computers & operations research : an international journal
78
Journal of scheduling
78
Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
72
Networks and spatial economics : a journal of infrastructure modeling and computation
68
Operations research forum
63
Journal of combinatorial optimization
56
4OR : quarterly journal of the Belgian, French and Italian Operations Research Societies
51
Computational management science
51
Central European journal of operations research
50
INFOR : information systems and operational research
50
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ECONIS (ZBW)
156
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51
Profitability edge by dynamic back testing optimal period selection for technical parameters optimization, in trading systems with forecasting
Vezeris, D. Th.
;
Schinas, C. J.
;
Papaschinopoulos, G.
- In:
Computational economics
51
(
2018
)
4
,
pp. 761-807
Persistent link: https://www.econbiz.de/10011971261
Saved in:
52
A linear stochastic programming model for optimal leveraged portfolio selection
Valladão, Davi Michel
;
Veiga, Alvaro
;
Street, Alexandre
- In:
Computational economics
51
(
2018
)
4
,
pp. 1021-1032
Persistent link: https://www.econbiz.de/10011972212
Saved in:
53
Parallel optimization of sparse portfolios with AR-HMMs
Sipos, I. Róbert
;
Ceffer, Attila
;
Levendovszky, János
- In:
Computational economics
49
(
2017
)
4
,
pp. 563-578
Persistent link: https://www.econbiz.de/10011762135
Saved in:
54
A recursive method for solving a climate-economy model : value function iterations with logarithmic approximations
Hwang, In Chang
- In:
Computational economics
50
(
2017
)
1
,
pp. 95-110
Persistent link: https://www.econbiz.de/10011762215
Saved in:
55
A general endogenous grid method for multi-dimensional models with non-convexities and constraints
Druedahl, Jeppe
;
Jørgensen, Thomas H.
- In:
Journal of economic dynamics & control
74
(
2017
),
pp. 87-107
Persistent link: https://www.econbiz.de/10011740487
Saved in:
56
Adapting and optimizing the systemic model of banking originated losses (SYMBOL) tool to the multi-core architecture
Muresano, Ronal
;
Pagano, Andrea
- In:
Computational economics
48
(
2016
)
2
,
pp. 253-280
Persistent link: https://www.econbiz.de/10011646741
Saved in:
57
Multi-period mean-variance portfolio optimization based on Monte-Carlo simulation
Cong, F.
;
Oosterlee, Cornelis Willebrordus
- In:
Journal of economic dynamics & control
64
(
2016
),
pp. 23-38
Persistent link: https://www.econbiz.de/10011708209
Saved in:
58
Envelope condition method with an application to default risk models
Arellano, Cristina
;
Maliar, Lilia
;
Maliar, Serguei
; …
- In:
Journal of economic dynamics & control
69
(
2016
),
pp. 436-459
Persistent link: https://www.econbiz.de/10011708605
Saved in:
59
Economic modeling using evolutionary algorithms : the influence of mutation on the premature convergence effect
Maschek, Michael K.
- In:
Computational economics
47
(
2016
)
2
,
pp. 297-319
Persistent link: https://www.econbiz.de/10011712359
Saved in:
60
LU Decomposition in DEA with an application to hospitals
Toloo, Mehdi
;
Jalili, Rahele
- In:
Computational economics
47
(
2016
)
3
,
pp. 473-488
Persistent link: https://www.econbiz.de/10011712416
Saved in:
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