Similar Search Results

Spatio-temporal hydro forecasting of multireservoir inflows for hydro-thermal scheduling

Lohmann, Timo; Hering, Amanda S.; Rebennack, Steffen - In: European journal of operational research : EJOR 255 (2016) 1, pp. 243-258

Persistent link: https://www.econbiz.de/10011530864

Time Series Forecasting With a Learning Algorithm : An Approximate Dynamic Programming Approach

Collado, Ricardo - 2019

We consider the basic problem of refi tting a time series over a finite period of time and formulate it as a stochastic dynamic program. By changing the underlying Markov decision process we are able to obtain a model that at optimality considers historical data as well as forecasts of future...

Persistent link: https://www.econbiz.de/10012894079

Concepts of Forecast and Decision Horizons : Applications to Dynamic Stochastic Optimization Problems

Bes, Christian - 2015

Focuses on a study which developed a framework for forecast and decision horizons. Definition of finite and infinite horizon stochastic optimization problems for a given forecast; Description of the general framework; Conditions for the existence of a solution horizon; Development of sufficient...

Persistent link: https://www.econbiz.de/10012750265

Multi-period power utility optimization under stock return predictability

Bodnar, Taras; Ivasiuk, Dmytro; Parolya, Nestor; … - In: Computational management science 20 (2023) 1, pp. 1-27

Persistent link: https://www.econbiz.de/10014228499

Labor market imperfections and selective separability in household models : a predictive typology of Mexican Ejidatarios

Sadoulet, Elisabeth; De Janvry, Alain; Benjamin, Catherine - 1996

Persistent link: https://www.econbiz.de/10000946209

Household forecasting : preservation of age patterns

Keilman, Nico - In: International journal of forecasting 32 (2016) 3, pp. 726-735

Persistent link: https://www.econbiz.de/10011621790

Distributionally robust inventory control when demand is a martingale

Xin, Linwei; Goldberg, David Alan - In: Mathematics of operations research 47 (2022) 3, pp. 2387-2414

Persistent link: https://www.econbiz.de/10013375068

Stochastic household forecasts by coherent random shares predictions

Keilman, Nico; Duin, Coen van - 2014 - This version 14 April 2014

We compute a stochastic household forecast for the Netherlands by the random share method. Time series of shares of … persons in nine household positions, broken down by sex and five-year age group for the years 1996-2010 are modelled by means … of time indices for each household position for men and women. We model these time indices as a Random Walk with Drift …

Persistent link: https://www.econbiz.de/10010354141

Consumer bankruptcy prediction using balanced and imbalanced data

Brygała, Magdalena - In: Risks : open access journal 10 (2022) 2, pp. 1-13

the current global pandemic crisis, the future of household finances is uncertain. The change of the macroeconomic and …

Persistent link: https://www.econbiz.de/10012805903

Nowcasting household consumption in Azerbaijan

Ramazanova, Nazrin; Rahmanov, Ramiz - 2021

Persistent link: https://www.econbiz.de/10013448566

1
2
3
4
5
6
7
8
9
10
Next
Last