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type_genre:"Sammelwerk"
~isPartOf:"Computational economics"
~subject:"Mathematical programming"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
~type_genre:"Book section"
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Mathematical programming
Theorie
532
Theory
532
Forecasting model
85
Prognoseverfahren
85
Time series analysis
71
Zeitreihenanalyse
71
Portfolio selection
69
Portfolio-Management
69
Mathematische Optimierung
67
Agent-based modeling
64
Agentenbasierte Modellierung
64
Stochastic process
43
Stochastischer Prozess
43
Volatility
42
Volatilität
42
Simulation
39
Börsenkurs
36
Share price
36
Estimation
33
Neural networks
32
Neuronale Netze
32
Schätzung
32
State space model
29
Zustandsraummodell
29
Learning process
27
Lernprozess
27
Stock market
27
Aktienmarkt
26
Financial market
24
Finanzmarkt
24
Monte Carlo simulation
23
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23
Algorithm
21
Algorithmus
21
Markov chain
21
Markov-Kette
21
USA
21
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21
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20
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7
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Article
66
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1
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Sammelwerk
Amtsdruckschrift
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Aufsatz in Zeitschrift
67
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English
67
Author
All
Amman, Hans M.
3
Alkemade, Floortje
2
Halkos, George E.
2
LaPoutré, Han
2
Schinas, C. J.
2
Toloo, Mehdi
2
Vezeris, D. Th.
2
Alexakis, Christos A.
1
Arapakis, Karolos
1
Barat, Mona
1
Bayón, L.
1
Berger, Thomas
1
Bizergianidou, V. A.
1
Blueschke, D.
1
Blueschke-Nikolaeva, V.
1
Borges, C. C. H.
1
Bouzianis, G.
1
Brorsen, B. Wade
1
Cai, Yongyang
1
Cao, Xinwei
1
Ceffer, Attila
1
Cerda, José
1
Chang, Wonjun
1
Chen, Chi Ming
1
Chen, Yuanyuan
1
Cheng, Hsiu-tzu
1
Chipeniuk, Karsten O.
1
Cifuentes, Arturo
1
Claveria, Oscar
1
Cohen, Gil
1
Curiel, Itza
1
De Lombaerde, Philippe
1
Deng, Shangkun
1
Deng, Yue
1
Di Giannatale, Sonia
1
Dowling, Michael
1
Druedahl, Jeppe
1
Eck, Nees Jan van
1
Eleftheriadis, I.
1
Eleftheriou, Konstantinos
1
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Computational economics
European journal of operational research : EJOR
1,742
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
469
INFORMS journal on computing : JOC
314
Mathematics of operations research
301
Operations research
291
Mathematical methods of operations research
185
International journal of production economics
180
Omega : the international journal of management science
165
Transportation research / E : an international journal
152
Top : an official journal of the Spanish Society of Statistics and Operations Research
149
Management science : journal of the Institute for Operations Research and the Management Sciences
144
Journal of the Operational Research Society : OR
142
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
141
Opsearch : journal of the Operational Research Society of India
126
Operational research : an international journal
125
RAIRO / Operations research
123
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
Journal of the Operational Research Society
113
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
Annals of operations research
103
EURO journal on computational optimization
90
4OR : a quarterly journal of operations research
87
Journal of economic dynamics & control
87
International transactions in operational research : a journal of the International Federation of Operational Research Societies
86
Computational Management Science : CMS
84
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
Journal of heuristics
50
4OR : quarterly journal of the Belgian, French and Italian Operations Research Societies
49
INFOR : information systems and operational research
49
Journal of industrial engineering international
49
Central European journal of operations research
47
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ECONIS (ZBW)
67
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
On ESG portfolio construction : a multi-objective optimization approach
Xidonas, Panos
;
Essner, Eric
- In:
Computational economics
63
(
2024
)
1
,
pp. 21-45
Persistent link: https://www.econbiz.de/10014471935
Saved in:
9
Uncertainty optimization based feature selection model for stock marketing
Sinha, Arvind Kumar
;
Shende, Pradeep
- In:
Computational economics
63
(
2024
)
1
,
pp. 357-389
Persistent link: https://www.econbiz.de/10014472223
Saved in:
10
Risk aversion, reservation utility and bargaining power : an evolutionary algorithm approximation of incentive contracts
Curiel, Itza
;
Di Giannatale, Sonia
;
Labrador-Badía, Giselle
- In:
Computational economics
63
(
2024
)
2
,
pp. 477-511
Persistent link: https://www.econbiz.de/10014472277
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