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Search: subject:"stochastic gradient descent"
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stochastic gradient descent
13
Theorie
12
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12
Stochastic process
11
Stochastischer Prozess
11
Mathematical programming
8
Mathematische Optimierung
8
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3
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3
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2
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2
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Athanasopoulos, George
2
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2
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2
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2
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2
Panagiotelis, Anastasios
2
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1
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1
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1
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1
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1
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1
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1
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Mathematics of operations research
3
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2
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2
Electronic markets : the international journal on networked business
1
European journal of operational research : EJOR
1
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ECONIS (ZBW)
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Pricing under uncertainty in multi-interval real-time markets
Cho, Jehum
;
Papavasiliou, Anthony
- In:
Operations research
71
(
2023
)
6
,
pp. 1928-1942
Persistent link: https://www.econbiz.de/10014444842
Saved in:
2
Continuous-time
stochastic
gradient
descent
for optimizing over the stationary distribution of stochastic differential equations
Wang, Ziheng
;
Sirignano, Justin
- In:
Mathematical finance : an international journal of …
34
(
2024
)
2
,
pp. 348-424
Persistent link: https://www.econbiz.de/10014514766
Saved in:
3
Risk Budgeting portfolios : existence and computation
Cetingoz, Adil Rengim
;
Fermanian, Jean-David
;
Guéant, …
- In:
Mathematical finance : an international journal of …
34
(
2024
)
3
,
pp. 896-924
Persistent link: https://www.econbiz.de/10014565279
Saved in:
4
Feature-based inventory control with censored demand
Ding, Jingying
;
Huh, Woonghee Tim
;
Ying, Rong
- In:
Manufacturing & service operations management : M & SOM
26
(
2024
)
3
,
pp. 1157-1172
Persistent link: https://www.econbiz.de/10014536812
Saved in:
5
Network revenue management with online inverse batch gradient descent method
Chen, Yiwei
;
Shi, Cong
- In:
Production and operations management : the flagship …
32
(
2023
)
7
,
pp. 2123-2137
Persistent link: https://www.econbiz.de/10014328577
Saved in:
6
Probabilistic forecast reconciliation : properties, evaluation and score optimisation
Panagiotelis, Anastasios
;
Gamakumara, Puwasala
; …
- In:
European journal of operational research : EJOR
306
(
2023
)
2
,
pp. 693-706
Persistent link: https://www.econbiz.de/10014279069
Saved in:
7
Probabilistic forecast reconciliation : properties, evaluation and score optimisation
Panagiotelis, Anastasios
;
Gamakumara, Puwasala
; …
-
2020
Persistent link: https://www.econbiz.de/10012608354
Saved in:
8
Robust pricing and hedging via neural stochastic differential equations
Gierjatowicz, Patrick
;
Sabate-Vidales, Marc
;
Siska, David
; …
- In:
The journal of computational finance
26
(
2022
)
3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10014314540
Saved in:
9
Laplacian large margin distribution machine for semi-supervised classification
Zhou, Jingyue
;
Tian, Ye
;
Luo, Jian
;
Zhai, Qianru
- In:
Journal of the Operational Research Society
73
(
2022
)
8
,
pp. 1889-1904
Persistent link: https://www.econbiz.de/10013373080
Saved in:
10
Distributed stochastic optimization with large delays
Zhou, Zhengyuan
;
Mertikopoulos, Panayotis
;
Bambos, Nicholas
- In:
Mathematics of operations research
47
(
2022
)
3
,
pp. 2082-2111
Persistent link: https://www.econbiz.de/10013375026
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