Narrow search
Showing 1 - 10 of 16,945
Cover Image
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
Cover Image
Semi-metric portfolio optimization : a new algorithm reducing simultaneous asset shocks
James, Nick; Menzies, Max; Chan, Jennifer - In: Econometrics : open access journal 11 (2023) 1, pp. 1-33
between time series' structural breaks. Then, we build on the classical portfolio optimization theory of Markowitz and use …
Persistent link: https://www.econbiz.de/10014281489
Cover Image
Solving stochastic optimization models with learning and rational expectations
Amman, Hans M.; Kendrick, David A.; Achath, Sudhakar - 1994
Persistent link: https://www.econbiz.de/10000151684
Cover Image
User equilibrium with recourse
Unnikrishnan, Avinash; Waller, Steven Travis - In: Networks and spatial economics : a journal of … 9 (2009) 4, pp. 575-593
Persistent link: https://www.econbiz.de/10003933747
Cover Image
Convex multi-task feature learning /Andreas Argyriou; Theodoros Evgeniou and Massimiliano Pontil
Argyriou, Andreas (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003565196
Cover Image
Endogenous risks and learning in climate change decision analysis
O'Neill, Brian C.; Ermolʹev, Jurij M.; Ermol'eva, … - In: Coping with uncertainty : modeling and policy issues, (pp. 283-300). 2006
Persistent link: https://www.econbiz.de/10003394897
Cover Image
Simplified swarm optimization in disassembly sequencing problems with learning effects
Yeh, Wei-chang - In: Computers & operations research : and their … 39 (2012) 9, pp. 2168-2177
Persistent link: https://www.econbiz.de/10009506512
Cover Image
The knowledge gradient algorithm for a general class of online learning problems
Ryzhov, Ilya O.; Powell, Warren B.; Frazier, Peter I. - In: Operations research 60 (2012) 1, pp. 180-195
Persistent link: https://www.econbiz.de/10009532627
Cover Image
Hybrid method of multiple kernel learning and genetic algorithm for forecasting short-term foreign exchange rates
Deng, Shangkun; Yoshiyama, Kazuki; Mitsubuchi, Takashi; … - In: Computational economics 45 (2015) 1, pp. 49-89
Persistent link: https://www.econbiz.de/10010511339
Cover Image
Multiple strategies based orthogonal design particle swarm optimizer for numerical optimization
Qin, Quande; Cheng, Shi; Zhang, Qingyu; Wei, Yi-Ming; … - In: Computers & operations research : and their … 60 (2015), pp. 91-110
Persistent link: https://www.econbiz.de/10011279666