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Sensitivity of university rankings : implications of stochastic dominance efficiency analysis
Pinar, Mehmet; Milla, Joniada; Stengos, Thanasēs - In: Education economics 27 (2019) 1, pp. 75-92
Persistent link: https://www.econbiz.de/10012202824
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A more efficient algorithm for Convex Nonparametric Least Squares
Lee, Chia-yen; Johnson, Andrew L.; Moreno-Centeno, Erick; … - In: European journal of operational research : EJOR 227 (2013) 2, pp. 391-400
Persistent link: https://www.econbiz.de/10009725603
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A More Efficient Algorithm for Convex Nonparametric Least Squares
Lee, Chia-Yen - 2013
Convex Nonparametric Least Squares (CNLS) is a nonparametric regression method that does not require a priori specification of the functional form. The CNLS problem is solved by mathematical programming techniques; however, since the CNLS problem size grows quadratically as a function of the...
Persistent link: https://www.econbiz.de/10013091856
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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
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Optimal lag structure selection in VEC-Models
Winker, Peter; Maringer, Dietmar G. - In: New directions in macromodelling, (pp. 213-234). 2004
Persistent link: https://www.econbiz.de/10002717560
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On the semimartingale property via bounded logarithmic utility
Larsen, Kasper; Žitković, Gordan - In: Annals of finance 4 (2008) 2, pp. 255-268
Persistent link: https://www.econbiz.de/10003645478
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Along but beyond mean-variance : utility maximization in a semimartingale model
Huhtala, Heli (contributor) - 2008
Persistent link: https://www.econbiz.de/10003651107
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Martingale representation theorem for the G-expectation
Soner, Halil Mete; Touzi, Nizar; Jianfeng Zhang - 2010
This paper considers the nonlinear theory of G-martingales as introduced by Peng in [16, 17]. A martingale … representation theorem for this theory is proved by using the techniques and the results established in [20] for the second order …
Persistent link: https://www.econbiz.de/10008798300
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Some various convergence results for multivalued martingales
Akhiat, Fettah; Castaing, Charles; Ezzaki, Fatima - In: Advances in mathematical economics 13 (2010), pp. 1-33
Persistent link: https://www.econbiz.de/10003960095
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On honest times in financial modeling
Nikeghbali, Ashkan; Platen, Eckhard - 2008
Persistent link: https://www.econbiz.de/10003857128