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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
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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
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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
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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
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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
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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
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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