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Market risk management in a post-Basel II regulatory environment
Drenovak, Mikica; Ranković, Vladimir; Ivanković, Miloš; … - In: European journal of operational research : EJOR 257 (2017) 3, pp. 1030-1044
Persistent link: https://www.econbiz.de/10011641392
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Support vector regression for loss given default modelling
Yao, Xiao; Crook, Jonathan N.; Andreeva, Galina - In: European journal of operational research : EJOR 240 (2015) 2, pp. 528-538
Persistent link: https://www.econbiz.de/10010487012
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Modeling, forecasting and trading the EUR exchange rates with hybrid rolling genetic algorithms : support vector regression forecast combinations
Sermpinis, Georgios; Stasinakis, Charalampos; … - In: European journal of operational research : EJOR 247 (2015) 3, pp. 831-846
Persistent link: https://www.econbiz.de/10011386316
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European exchange trading funds trading with locally weighted support vector regression
Sermpinis, Georgios; Stasinakis, Charalampos; Rosillo, … - In: European journal of operational research : EJOR 258 (2017) 1, pp. 372-384
Persistent link: https://www.econbiz.de/10011642226
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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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Approximate dynamic programming for the military aeromedical evacuation dispatching, preemption-rerouting, and redeployment problem
Jenkins, Phillip R.; Robbins, Matthew J.; Lunday, Brian J. - In: European journal of operational research : EJOR 290 (2021) 1, pp. 132-143
Persistent link: https://www.econbiz.de/10012435804
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Robust regression under the general framework of bounded loss functions
Fu, Saiji; Tian, Yingjie; Tang, Long - In: European journal of operational research : EJOR 310 (2023) 3, pp. 1325-1339
Persistent link: https://www.econbiz.de/10014471175
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Convex support vector regression
Liao, Zhiqiang; Dai, Sheng; Kuosmanen, Timo - In: European journal of operational research : EJOR 313 (2024) 3, pp. 858-870
Persistent link: https://www.econbiz.de/10014456645
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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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Reverse sensitivity testing : what does it take to break the model?
Pesenti, Silvana M.; Millossovich, Pietro; Tsanakas, Andreas - In: European journal of operational research : EJOR 274 (2019) 2, pp. 654-670
Persistent link: https://www.econbiz.de/10011990176