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Search: subject:"Stochastisches Modell "
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Stochastic process
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Gadat, Sébastien
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3
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2
Bolte, Jérôme
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Coulibaly-Pasquier, Koléhè
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Gollier, Christian
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Panloup, Fabien
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Christophe, Claire
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Working papers / TSE : WP
European journal of operational research : EJOR
644
International journal of theoretical and applied finance
324
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282
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219
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196
Computers & operations research : and their applications to problems of world concern ; an international journal
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106
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90
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Economic modelling
81
Transportation research / E : an international journal
81
International journal of financial engineering
80
Annals of operations research
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Finance research letters
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INFORMS journal on computing : JOC
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Transportation science : a journal of the Institute for Operations Research and the Management Sciences
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Omega : the international journal of management science
76
Computational Management Science : CMS
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Journal of banking & finance
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ECONIS (ZBW)
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1
Nonparametric identification and estimation of stochastic bloch models from many small networks
Jochmans, Koen
-
2024
-
This version: February 19, 2024
Persistent link: https://www.econbiz.de/10014490875
Saved in:
2
On the separation cut-off phenomenon for Brownian motions on high dimensional spheres
Arnaudon, Marc
;
Coulibaly-Pasquier, Koléhè
;
Miclo, Laurent
-
2024
Persistent link: https://www.econbiz.de/10014476100
Saved in:
3
A simple calculus of sums of powers
Perrin, Olivier
-
2024
Persistent link: https://www.econbiz.de/10014636192
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4
On the convergence of global-optimization fraudulent stochastic algorithms
Miclo, Laurent
-
2023
Persistent link: https://www.econbiz.de/10014283736
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5
FastPart: over-parameterized stochastic gradient descent for sparse optimisation on measures
Castro, Yohann de
;
Gadat, Sébastien
;
Marteau, Clément
-
2023
-
Version as of December 9, 2023
Persistent link: https://www.econbiz.de/10014439405
Saved in:
6
Subgradient sampling for nonsmooth nonconvex minimization
Bolte, Jérôme
;
Le, Tam
;
Pauwels, Edouard
-
2022
Persistent link: https://www.econbiz.de/10012888151
Saved in:
7
Portfolio optimization under CV@R constraint with stochastic mirror descent
Gadat, Sébastien
;
Costa, Manon
;
Huang, Lorick
-
2022
Persistent link: https://www.econbiz.de/10013263291
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8
A stochastic Gauss-Newton algorithm for regularized semi-discrete optimal transport
Bercu, Bernard
;
Bigot, Jérémie
;
Gadat, Sébastien
; …
-
2021
Persistent link: https://www.econbiz.de/10012596536
Saved in:
9
Asymptotic study of stochastic adaptive algorithm in non-convex landscape
Gadat, Sébastien
;
Gavra, Ioana
-
2021
Persistent link: https://www.econbiz.de/10012434763
Saved in:
10
On the evolution by duality of domains on manifolds : sur l'évolution par dualité de domaines dans des variétés
Coulibaly-Pasquier, Koléhè
;
Miclo, Laurent
-
2020
Persistent link: https://www.econbiz.de/10012286313
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