Similar Search Results

Bertsimas, Dimitris; Dunn, Jack; Wang, Yuchen - In: Operations research letters 49 (2021) 2, pp. 201-206

Persistent link: https://www.econbiz.de/10012506615

Weight-categorized truck flow estimation : a data-fusion approach and a Florida case study

Zhao, Dongfang; Balusu, Suryaprasanna Kumar; Sheela, … - In: Transportation research / E : an international journal 136 (2020), pp. 1-16

Persistent link: https://www.econbiz.de/10012233631

Nonlinear inverse optimization for parameter estimation of commodity-vehicle-decoupled freight assignment

Chow, Joseph Y. J.; Ritchie, Stephen G.; Jeong, Kyungsoo - In: Transportation research / E : an international journal 67 (2014), pp. 71-91

Persistent link: https://www.econbiz.de/10010384598

A computational framework for solving nonlinear binary optimization problems in robust causal inference

Islam, Md Saiful; Morshed, Md Sarowar; Noor-E-Alam, Md - In: INFORMS journal on computing : JOC ; charting new … 34 (2022) 6, pp. 3023-3041

Persistent link: https://www.econbiz.de/10014326334

Recursive estimation in large panel data models : theory and practice

Jiang, Bin; Yang, Yanrong; Gao, Jiti; Hsiao, Cheng - In: Journal of econometrics 224 (2021) 2, pp. 439-465

Persistent link: https://www.econbiz.de/10013275396

A stochastic sequential quadratic optimization algorithm for nonlinear-equality-constrained optimization with rank-deficient Jacobians

Berahas, Albert S.; Curtis, Frank E.; O’Neill, Michael J. - In: Mathematics of operations research 49 (2024) 4, pp. 2212-2248

Persistent link: https://www.econbiz.de/10015197860

A stochastic inexact sequential quadratic optimization algorithm for nonlinear equality-constrained optimization

Curtis, Frank E.; Robinson, Daniel P.; Zhou, Baoyu - In: INFORMS journal on optimization 6 (2024) 3/4, pp. 173-195

Persistent link: https://www.econbiz.de/10015191199

Modified profile likelihood inference and interval forecast of the burst of financial bubbles

Filimonov, Vladimir; Demos, Guilherme; Heinimann, Hans … - 2016

We present a detailed methodological study of the application of the modified profile likelihood method for the calibration of nonlinear financial models characterised by a large number of parameters. We apply the general approach to the Log-Periodic Power Law Singularity (LPPLS) model of...

Persistent link: https://www.econbiz.de/10011514498