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Estimating a stochastic production frontier when the adjusted error is symmetric
Li, Qi - In: Economics letters 52 (1996) 3, pp. 221-228
Persistent link: https://www.econbiz.de/10001212521
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Optimal pricing with costly adjustment : evidence from retail-grocery prices
Slade, Margaret Emily - In: The review of economic studies 65 (1998) 1, pp. 87-107
Persistent link: https://www.econbiz.de/10001238785
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Estimating the number and location of knots in spline regressions
Marsh, Lawrence C. - In: The journal of applied business research 2 (1986) 2, pp. 60-70
Persistent link: https://www.econbiz.de/10001157279
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A comparison between goal programming and regression analysis for portfolio selection
Tamiz, Mehrdad - In: Multiple criteria decision making : proceedings of the …, (pp. 421-432). 1997
Persistent link: https://www.econbiz.de/10001320327
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Benchmarking global optimizers
Arnoud, Antoine; Guvenen, Fatih; Kleineberg, Tatjana - 2019
Persistent link: https://www.econbiz.de/10012128867
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The macroeconomic determinants of Nifty : a quantitative approach based on causal factoring
Subathra, R.; Mohideen, A. Kachi - In: International journal of economics and business research 10 (2015) 3, pp. 247-257
Persistent link: https://www.econbiz.de/10011499989
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A neuro-fuzzy regression approach for estimation and optimisation of gasoline consumption
Azadeh, Mohammad Ali; Alajdad, S. Mohammad Hasan Manzour; … - In: International journal of services and operations management 17 (2014) 2, pp. 221-256
Persistent link: https://www.econbiz.de/10010390042
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Non-Parametric Integral Estimation Using Data Clustering in Stochastic Dynamic Programming : An Introduction Using Lifetime Financial Modelling
Khemka, Gaurav - 2017
This paper considers an alternative way of structuring stochastic variables in a dynamic programming framework where the model structure dictates that numerical methods of solution are necessary. Rather than estimating integrals within a Bellman equation using quadrature nodes, we use nodes...
Persistent link: https://www.econbiz.de/10012968342
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Evolutionary computational approach in TAR model estimation
Parpinel, Francesca; Pizzi, Claudio - 2011
Persistent link: https://www.econbiz.de/10011628855
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CVaR regression based on the relation between CVaR and mixed-quantile quadrangles
Golodnikov, Alex; Kuzmenko, Viktor; Uryasev, Stan - In: Journal of risk and financial management : JRFM 12 (2019) 3/107, pp. 1-22
for the analysis is established with the quadrangle theory of risk functions. We derived relationships between elements of …
Persistent link: https://www.econbiz.de/10012025262