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Mathematical justification of a heuristic for statistical correlation of real-life time series
Agafonov, Evgeny; Bargiela, Andrzej; Burke, Edmund K.; … - In: European journal of operational research : EJOR 198 (2009) 1, pp. 275-286
Persistent link: https://www.econbiz.de/10003853602
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Measuring rank correlation coefficients between financial time series : a GARCH-copula based sequence alignment algorithm
Laih, Yih-wenn - In: European journal of operational research : EJOR 232 (2014) 2, pp. 375-382
Persistent link: https://www.econbiz.de/10010224694
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Long-run wavelet-based correlation for financial time series
Conlon, Thomas; Cotter, John; Gençay, Ramazan - In: European journal of operational research : EJOR 271 (2018) 2, pp. 676-696
Persistent link: https://www.econbiz.de/10011890368
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Global convergence of a robus filter SQP algorithm
Shen, Chungen; Xue, Wenjuan; Chen, Xiongda - In: European journal of operational research : EJOR 206 (2010) 1, pp. 34-45
Persistent link: https://www.econbiz.de/10003968276
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The effect of measurement errors on the performance of the exponentially weighted moving average control charts for the ratio of two normally distributed variables
Nguyen, Huu-Du; Kim Phuc Tran; Kim Duc Tran - In: European journal of operational research : EJOR 293 (2021) 1, pp. 203-218
Persistent link: https://www.econbiz.de/10012502468
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Corporate credit risk counter-cyclical interdependence : a systematic analysis of cross-border and cross-sector correlation dynamics
Yfanti, Stavroula; Karanasos, Menelaos; Zopounidis, … - In: European journal of operational research : EJOR 304 (2023) 2, pp. 813-831
Persistent link: https://www.econbiz.de/10013534569
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Real options approach-based demand forecasting method for a range of products with highly volatile and correlated demand
Huang, Ming-guan - In: European journal of operational research : EJOR 198 (2009) 3, pp. 867-877
Persistent link: https://www.econbiz.de/10003857921
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Continuous (s, S) policy with MMPP correlated demand
Nasr, Walid W.; Maddah, Bacel - In: European journal of operational research : EJOR 246 (2015) 3, pp. 874-885
Persistent link: https://www.econbiz.de/10011344406
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Hedge fund systemic risk signals
Savona, Roberto - In: European journal of operational research : EJOR 236 (2014) 1, pp. 282-291
Persistent link: https://www.econbiz.de/10010361715
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A family of composite discrete bivariate distributions with uniform marginals for simulating realistic and challenging optimization-problem instances
Reilly, Charles H.; Sapkota, Nabin - In: European journal of operational research : EJOR 241 (2015) 3, pp. 642-652
Persistent link: https://www.econbiz.de/10010487589