Search Results - subject:"Robust"

Double robust inference for continuous updating GMM

Kleibergen, Frank; Zhan, Zhaoguo - In: Quantitative economics : QE ; journal of the … 16 (2025) 1, pp. 295-327

We propose the double robust Lagrange multiplier (DRLM) statistic for testing hypotheses specified on the minimizer of … robust to both misspecification and weak identification, hence its name. The minimizer is the so‐called pseudo‐true value …

Persistent link: https://www.econbiz.de/10015190343

Norm constrained empirical portfolio optimization with stochastic dominance : robust optimization non-asymptotics

Arvanitis, Stelios - 2025

-constrained problem, as a problem of Distributional Robust Optimization. This enables the use of concentration inequalities involving the …

Persistent link: https://www.econbiz.de/10015194229

Data-driven prediction of relevant scenarios for robust combinatorial optimization

Goerigk, Marc; Kurtz, Jannis - In: Computers & operations research : an international journal 174 (2025), pp. 1-14

Persistent link: https://www.econbiz.de/10015330169

A distributionally robust optimization strategy for virtual bidding in two-settlement electricity markets

Audet, Xavier; Qako, Kliti; Lesage-Landry, Antoine - 2025

Persistent link: https://www.econbiz.de/10015386862

Robust parameter design for constrained randomization lifetime improvement experiments

Lv, Shanshan; Zhao, Yichen; Li, Sen; Wang, Guodong; … - In: Journal of management science and engineering 10 (2025) 1, pp. 126-141

with minimal variations in their performance. Robust parameter design offers an effective strategy to help manufacturers … robust product reliability under a constrained randomization experiment. To consider random effects, we develop a Bayesian …

Persistent link: https://www.econbiz.de/10015361722

Robust portfolio selection under model ambiguity using deep learning

Miri, Sadegh; Salavati, Erfan; Shamsi, Mostafa - 2025

the statistical parameters governing asset returns. We propose a novel method that combines robust optimization with …

Persistent link: https://www.econbiz.de/10015338300

General Polyhedral Approximation of two-stage robust linear programming for budgeted uncertainty

Grunau, Lukas; Niemann, Tim; Stiller, Sebastian - In: Computers & operations research : an international journal 179 (2025), pp. 1-10

Persistent link: https://www.econbiz.de/10015338565

Monopoly pricing with unknown demand

Weber, Thomas A. - 2025

Persistent link: https://www.econbiz.de/10015394871

Robust ordinal regression for subsets comparisons with interactions

Gilbert, Hugo; Ouaguenouni, Mohamed; Öztürk, Meltem; … - In: European journal of operational research : EJOR 320 (2025) 1, pp. 146-159

Persistent link: https://www.econbiz.de/10015085164

Heterogeneous effects of a teacher strike on education and labor market outcomes

Langen, Henrika; Laine, Liisa T. - 2025

We study the impact of a teacher strike on students still in compulsory school and about to choose their secondary education track. Using administrative data and a difference-in-differences approach, we estimate the effect of a regional strike in Finland on educational attainment and long-term...

Persistent link: https://www.econbiz.de/10015407901