Search Results - person:"Borwein, Jonathan M."

Evaluation and ranking of market forecasters

Bailey, David H.; Borwein, Jonathan M.; Salehipour, Amir; … - In: Journal of investment management : JOIM 16 (2018) 2, pp. 47-64

Persistent link: https://www.econbiz.de/10011915448

The probability of backtest overfitting

Bailey, David H.; Borwein, Jonathan M.; López de … - In: The journal of computational finance 20 (2016/2017) 4, pp. 39-69

Persistent link: https://www.econbiz.de/10011691629

Stock portfolio design and backtest overfitting

Bailey, David H.; Borwein, Jonathan M.; López de … - In: Journal of investment management : JOIM 15 (2017) 1, pp. 75-87

Persistent link: https://www.econbiz.de/10011700609

Fifty years of maximal monotonicity

Borwein, Jonathan M. - In: Optimization letters 4 (2010) 4, pp. 473-490

Persistent link: https://www.econbiz.de/10008660529

Variational Methods in Convex Analysis

Borwein, Jonathan M.; Zhu, Qiji J. - In: Journal of global optimization : an international … 35 (2006) 2, pp. 197-214

Persistent link: https://www.econbiz.de/10007268964

A convex dual approach to the computation of NMR complex spectra

Borwein, Jonathan M.; Maréchal, Pierre; Naugler, David - In: Computational Statistics 51 (2000) 1, pp. 91-102

The particular entropy method proposed by Hoch et al. [7] for the computation of NMR complex spectra allows an elegant application of the concepts of duality theory. Correspondingly, duality theory casts new light on their choice of entropy. The purpose of this paper is to present the relevant...

Persistent link: https://www.econbiz.de/10010847730

A convex dual approach to the computation of NMR complex spectra

Borwein, Jonathan M.; Maréchal, Pierre; Naugler, David - In: Mathematical Methods of Operations Research 51 (2000) 1, pp. 91-102

Persistent link: https://www.econbiz.de/10010950144

A convex dual approach to the computation of NMR complex spectra

Borwein, Jonathan M.; Maréchal, Pierre; Naugler, David - In: Mathematical methods of operations research 51 (2000) 1, pp. 91-102

Persistent link: https://www.econbiz.de/10006625145

A nonconvex separation property in Banach spaces

Borwein, Jonathan M.; Jofré, Alejandro - In: Computational Statistics 48 (1998) 2, pp. 169-179

We establish, in infinite dimensional Banach space, a nonconvex separation property for general closed sets that is an extension of Hahn-Banach separation theorem. We provide some consequences in optimization, in particular the existence of singular multipliers and show the relation of our...

Persistent link: https://www.econbiz.de/10010847986

A nonconvex separation property in Banach spaces

Borwein, Jonathan M.; Jofré, Alejandro - In: Mathematical Methods of Operations Research 48 (1998) 2, pp. 169-179

Persistent link: https://www.econbiz.de/10010950357