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Bayesian Value-at-Risk backtesting : the case of annuity pricing
Leung, Melvern; Li, Youwei; Pantelous, Athanasios A.; … - In: European journal of operational research : EJOR 293 (2021) 2, pp. 786-801
Persistent link: https://www.econbiz.de/10012513273
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Modeling and forecasting exchange rate volatility in time-frequency domain
Barunik, Jozef; Krehlik, Tomas; Vacha, Lukas - In: European journal of operational research : EJOR 251 (2016) 1, pp. 329-340
Persistent link: https://www.econbiz.de/10011446589
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Dynamic portfolio choice with return predictability and transaction costs
Ma, Guiyuan; Siu, Chi Chung; Zhu, Song-Ping - In: European journal of operational research : EJOR 278 (2019) 3, pp. 976-988
Persistent link: https://www.econbiz.de/10012102528
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Reverse adaptive krill herd locally weighted support vector regression for forecasting and trading exchange traded funds
Sermpinis, Georgios; Stasinakis, Charalampos; … - In: European journal of operational research : EJOR 263 (2017) 2, pp. 540-558
Persistent link: https://www.econbiz.de/10011793981
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Machine learning for corporate default risk : multi-period prediction, frailty correlation, loan portfolios, and tail probabilities
Sigrist, Fabio Roman Albert; Leuenberger, Nicola - In: European journal of operational research : EJOR 305 (2023) 3, pp. 1390-1406
Persistent link: https://www.econbiz.de/10013498806
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Combining probabilistic forecasts of COVID-19 mortality in the United States
Taylor, James W.; Taylor, Kathryn S. - In: European journal of operational research : EJOR 304 (2023) 1, pp. 25-41
Persistent link: https://www.econbiz.de/10013454170
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A matheuristic algorithm for stochastic home health care planning
Nikzad, Erfaneh; Bashiri, Mahdi; Abbasi, Babak - In: European journal of operational research : EJOR 288 (2021) 3, pp. 753-774
Persistent link: https://www.econbiz.de/10012387351
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Optimizing healthcare network design under reference pricing and parameter uncertainty
Denoyel, Victoire; Alfandari, Laurent; Thiele, Aurélie - In: European journal of operational research : EJOR 263 (2017) 3, pp. 996-1006
Persistent link: https://www.econbiz.de/10011794498
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Optimal dynamic longevity hedge with basis risk
Tan, Ken Seng; Weng, Chengguo; Zhang, Jinggong - In: European journal of operational research : EJOR 297 (2022) 1, pp. 325-337
Persistent link: https://www.econbiz.de/10013259312
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Randomization and the valuation of guaranteed minimum death benefits
Deelstra, Griselda; Hieber, Peter - In: European journal of operational research : EJOR 309 (2023) 3, pp. 1218-1236
Persistent link: https://www.econbiz.de/10014435008