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One-dimensional cutting stock optimization : the case of a low ratio between stock and order lengths
Gradišar, Miro - 2006
Persistent link: https://www.econbiz.de/10008657671
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Special issue on microeconometrics of dynamic decision making
Kapteyn, Arie (contributor);  … - In: Journal of applied econometrics 10 (1995), pp. 1-195
Persistent link: https://www.econbiz.de/10001194281
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Economic dynamics: optimality, inference and societal evolution
An, Mark Yuying - 1993
Persistent link: https://www.econbiz.de/10000914153
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General EM algorithm for fitting non-monotone hazard functions from truncated and censored observations
Barde, Stephane; Ko, Young Myoung; Shin, Hayong - In: Operations research letters 50 (2022) 5, pp. 476-483
Persistent link: https://www.econbiz.de/10013449423
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Optimal trading with cointegrated pairs of stocks
Yamada, Yuji; Primbs, James A. - In: Recent advances in financial engineering 2011: …, (pp. 183-202). 2012
Persistent link: https://www.econbiz.de/10009573431
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Optimal execution of multiasset block orders under stochastic liquidity
Makimoto, Naoki; Sugihara, Yoshihiko - 2010
Persistent link: https://www.econbiz.de/10008748180
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Formulierung und Optimierung neuronaler Netze
Rast, Martin - 2004
Persistent link: https://www.econbiz.de/10002178813
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Moment problems via semidefinite programming : applications in probability and finance
Popescu, Ioana; Bertsimas, Dimitris - 2000
Persistent link: https://www.econbiz.de/10001497375
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Mean-absolute deviation portfolio optimization model and its applications to Tokyo stock market
Konno, Hiroshi - In: Management science : journal of the Institute for … 37 (1991) 5, pp. 519-531
Persistent link: https://www.econbiz.de/10001106902
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Dynamische Portfolio-Selektion unter Berücksichtigung von Kurssprüngen
Nietert, Bernhard - 1998
Persistent link: https://www.econbiz.de/10000998162