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Explainability through uncertainty : trustworthy decision-making with neural networks
Thuy, Arthur; Benoit, Dries F. - In: European journal of operational research : EJOR 317 (2024) 2, pp. 330-340
Persistent link: https://www.econbiz.de/10014635795
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An integrated data-driven method using deep learning for a newsvendor problem with unobservable features
Pirayesh Neghab, Davood; Khayyati, Siamak; Karaesmen, Fikri - In: European journal of operational research : EJOR 302 (2022) 2, pp. 482-496
Persistent link: https://www.econbiz.de/10013270115
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Deep neural networks, gradient-boosted trees, random forests : statistical arbitrage on the S&P 500
Krauss, Christopher; Do, Xuan Anh; Huck, Nicolas - In: European journal of operational research : EJOR 259 (2017) 2, pp. 689-702
Persistent link: https://www.econbiz.de/10011661795
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On the exact solution of the multi-period portfolio choice problem for an exponential utility under return predictability
Bodnar, Taras; Parolya, Nestor; Schmid, Wolfgang - In: European journal of operational research : EJOR 246 (2015) 2, pp. 528-542
Persistent link: https://www.econbiz.de/10011338116
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Simulation of multidimensional diffusions with sticky boundaries via Markov chain approximation
Meier, Christian; Li, Lingfei; Zhang, Gongqiu - In: European journal of operational research : EJOR 305 (2023) 3, pp. 1292-1308
Persistent link: https://www.econbiz.de/10013498792
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On expected utility for financial insurance portfolios with stochastic dependencies
Ortega, Eva; Escudero, Laureano F. - In: European journal of operational research : EJOR 200 (2009/10) 1, pp. 181-186
Persistent link: https://www.econbiz.de/10003895121
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Ambiguity in risk preferences in robust stochastic optimization
Haskell, William B.; Fu, Lunce; Dessouky, Maged - In: European journal of operational research : EJOR 254 (2016) 1, pp. 214-225
Persistent link: https://www.econbiz.de/10011503281
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Second-order stochastic dominance constrained portfolio optimization : theory and computational tests
Kallio, Markku; Hardoroudi, Nasim Dehghan - In: European journal of operational research : EJOR 264 (2018) 2, pp. 675-685
Persistent link: https://www.econbiz.de/10011801909
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Robust decision making using a general utility set
Hu, Jian; Bansal, Manish; Mehrotra, Sanjay - In: European journal of operational research : EJOR 269 (2018) 2, pp. 699-714
Persistent link: https://www.econbiz.de/10011864436
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An empirical analysis of scenario generation methods for stochastic optimization
Löhndorf, Nils - In: European journal of operational research : EJOR 255 (2016) 1, pp. 121-132
Persistent link: https://www.econbiz.de/10011530843