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International assets allocation with risk management via multi-stage stochastic programming
Yin, Libo; Han, Liyan - In: Computational economics 55 (2020) 2, pp. 385-405
Persistent link: https://www.econbiz.de/10012223636
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Bayesian estimation for high-frequency volatility models in a time deformed framework
Santos, Antonio A. F. - In: Computational economics 57 (2021) 2, pp. 455-479
Persistent link: https://www.econbiz.de/10012486920
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Uncertainty optimization based feature selection model for stock marketing
Sinha, Arvind Kumar; Shende, Pradeep - In: Computational economics 63 (2024) 1, pp. 357-389
Persistent link: https://www.econbiz.de/10014472223
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Modifying hybrid optimisation algorithms to construct spot term structure of interest rates and proposing a standardised assessment
Sasongko, Aryo; Utama, Cynthia Afriani; Wibowo, Buddi; … - In: Computational economics 54 (2019) 3, pp. 957-1003
Persistent link: https://www.econbiz.de/10012134486
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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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A Benders decomposition method for solving stochastic complementarity problems with an application in energy
Gabriel, Steven A.; Fuller, J. David - In: Computational economics 35 (2010) 4, pp. 301-329
Persistent link: https://www.econbiz.de/10003992459
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Stochastic control of linear and nonlinear econometric models : some computational aspects
Blueschke, D.; Blueschke-Nikolaeva, V.; Neck, Reinhard - In: Computational economics 42 (2013) 1, pp. 107-118
Persistent link: https://www.econbiz.de/10009750433
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A linear stochastic programming model for optimal leveraged portfolio selection
Valladão, Davi Michel; Veiga, Alvaro; Street, Alexandre - In: Computational economics 51 (2018) 4, pp. 1021-1032
Persistent link: https://www.econbiz.de/10011972212
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Analyzing contagion effect in markets during financial crisis using stochastic autoregressive canonical vine model
Goel, Anubha; Mehra, Aparna - In: Computational economics 53 (2019) 3, pp. 921-950
Persistent link: https://www.econbiz.de/10012135103
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Parallel optimization of sparse portfolios with AR-HMMs
Sipos, I. Róbert; Ceffer, Attila; Levendovszky, János - In: Computational economics 49 (2017) 4, pp. 563-578
Persistent link: https://www.econbiz.de/10011762135