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Optimal setup of a multihead weighing machine
Castillo, Enrique del; Beretta, Alessia; Semeraro, Quirico - In: European journal of operational research : EJOR 259 (2017) 1, pp. 384-393
Persistent link: https://www.econbiz.de/10011645002
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Optimization approaches to Supervised Classification
Silva, A. Pedro Duarte - In: European journal of operational research : EJOR 261 (2017) 2, pp. 772-788
Persistent link: https://www.econbiz.de/10011738521
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Assessing multivariate predictors of financial market movements : a latent factor framework for ordinal data
Huber, Philippe; Scaillet, Olivier; Victoria-Feser, … - 2009
Persistent link: https://www.econbiz.de/10003937094
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Assessing multivariate predictors of financial market movements : a latent factor framework for ordinal data
Huber, Philippe; Scaillet, Olivier; Victoria-Feser, … - 2008
Much of the trading activity in Equity markets is directed to brokerage houses. In exchange they provide so-called quot;soft dollarsquot; which basically are amounts spent in quot;researchquot; for identifying profitable trading opportunities. Soft dollars represent about USD 1 out of every USD...
Persistent link: https://www.econbiz.de/10003966616
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Reducing transaction costs for interest rate risk hedging with stochastic programming
Blomvall, Jörgen; Hagenbjörk, Johan - In: European journal of operational research : EJOR 302 (2022) 3, pp. 1282-1293
Persistent link: https://www.econbiz.de/10013363855
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Optimal loan portfolio under regulatory and internal constraints
Okawara, Makoto; Takahashi, Akihiko - In: International journal of financial engineering 10 (2023) 4, pp. 1-44
Persistent link: https://www.econbiz.de/10014444676
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Optimal loan portfolio under regulatory and internal constraints
Okawara, Makoto; Takahashi, Akihiko - 2023
Persistent link: https://www.econbiz.de/10014289142
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Interpretable support vector machines for functional data
Martin-Barragan, Belen; Lillo, Rosa; Romo, Juan - In: European journal of operational research : EJOR 232 (2014) 1, pp. 146-155
Persistent link: https://www.econbiz.de/10010224722
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Quantification of survey expectations by means of symbolic regression via genetic programming to estimate economic growth in Central and Eastern European economies
Claveria, Oscar; Monte, Enric; Torra, Salvador - In: Eastern European economics 54 (2016) 2, pp. 171-189
Persistent link: https://www.econbiz.de/10011507863
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Assessing portfolio credit risk changes in a sample of EU large and complex banking groups in reaction to macroeconomic shocks
Castrén, Olli; Fitzpatrick, Trevor; Sydow, Matthias - 2009
In terms of regulatory and economic capital, credit risk is the most significant risk faced by banks. We implement a credit risk model - based on publicly available information . with the aim of developing a tool to monitor credit risk in a sample of large and complex banking groups (LCBGs) in...
Persistent link: https://www.econbiz.de/10003831692