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Mean-univariate GARCH VaR portfolio optimization : actual portfolio approach
Ranković, Vladimir; Drenovak, Mikica; Urosevic, Branko; … - In: Computers & operations research : and their … 72 (2016), pp. 83-92
Persistent link: https://www.econbiz.de/10011488146
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A new linearization method for generalized linear multiplicative programming
Wang, Chun-feng; Liu, San-yang - In: Computers & operations research : and their … 38 (2011) 7, pp. 1008-1013
Persistent link: https://www.econbiz.de/10008806941
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Estimating steady-state distributions via simulation-generated histograms
Chen, E. Jack; Kelton, W. David - In: Computers & operations research : and their … 35 (2008) 4, pp. 1003-1016
Persistent link: https://www.econbiz.de/10003669825
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Mean-CVaR portfolio selection : a nonparametric estimation framework
Yao, Haixiang; Li, Zhongfei; Lai, Yongzeng - In: Computers & operations research : and their … 40 (2013) 4, pp. 1014-1022
Persistent link: https://www.econbiz.de/10009719644
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A hierarchical optimization problem : estimating traffic flow using Gamma random variables in a Bayesian context
Castillo, Enrique; Menéndez, José María; … - In: Computers & operations research : and their … 41 (2014), pp. 240-251
Persistent link: https://www.econbiz.de/10010223311
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Low-discrepancy sampling for approximate dynamic programming with local approximators
Cervellera, Cristiano; Gaggero, Mauro; Macciò, Danilo - In: Computers & operations research : and their … 43 (2014), pp. 108-115
Persistent link: https://www.econbiz.de/10010242069
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Calculating targer inventory levels for constrained production : a fast simulation-based approximation
Betts, John M. - In: Computers & operations research : and their … 49 (2014), pp. 18-27
Persistent link: https://www.econbiz.de/10010383162
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Scoring procedures for multiple criteria decision aiding with robust and stochastic ordinal regression
Kadziński, Miłosz; Michalski, Marcin - In: Computers & operations research : and their … 71 (2016), pp. 54-70
Persistent link: https://www.econbiz.de/10011471561
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Multi-step virtual metrology for semiconductor manufacturing : a multilevel and regularization methods-based approach
Susto, Gian Antonio; Pampuri, Simone; Schirru, Andrea; … - In: Computers & operations research : and their … 53 (2015), pp. 328-337
Persistent link: https://www.econbiz.de/10010493468
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A sample average approximation method for disassemblx line balancing problem under uncertainty
Bentaha, Mohand Lounes; Battaïa, Olga; Dolgui, Alexandre - In: Computers & operations research : and their … 51 (2014), pp. 111-122
Persistent link: https://www.econbiz.de/10010408891