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Linear optimal weighting estimator (LOWE) for efficient parallel hybridization of load forecasts
Chahkotahi, Fatemeh; Khashei, Mehdi - In: Journal of modelling in management 17 (2022) 3, pp. 1028-1048
Persistent link: https://www.econbiz.de/10013362699
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An extended regularized Kalman filter based on Genetic Algorithm : application to dynamic asset pricing models
Jiang, Minqi; Liu, Jiapeng; Zhang, Lu - In: The quarterly review of economics and finance : journal … 79 (2021), pp. 28-44
Persistent link: https://www.econbiz.de/10012655014
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On the impact of deep learning-based time-series forecasts on multistage stochastic programming policies
Wang, Juyoung; Cevik, Mucahit; Bodur, Merve - In: INFOR : information systems and operational research 60 (2022) 2, pp. 133-164
Persistent link: https://www.econbiz.de/10013271181
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Wie viel bringt eine verbesserte Produktionsprogrammplanung auf der Grundlage einer systematischen Auswertung empirischer Zeitreihen? : Die Bedeutung von Prognosemodellen bei der O...
Mußhoff, Oliver; Hirschauer, Norbert - In: Agrarwirtschaft : Zeitschrift für Betriebswirtschaft, … 55 (2006) 4, pp. 175-187
Persistent link: https://www.econbiz.de/10003328379
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Portfolio optimization : application of the Markowitz model using lagrange and profitability forecast
Brătian, Vasile - In: Expert journal of economics 6 (2018) 1, pp. 26-34
This paper presents the theoretical and applicative model elaborated by Harry Markowitz on the determination of the structure of the efficient securities portfolio. In this sense, in order to determine the structure of the efficient Markowitz portfolio (PE), a Lagrange function is built and...
Persistent link: https://www.econbiz.de/10012062904
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An augmented Lagrangian filter method
Leyffer, Sven; Vanaret, Charlie - In: Mathematical methods of operations research : ZOR 92 (2020) 2, pp. 343-376
Persistent link: https://www.econbiz.de/10012395579
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A stochastic program with time series and affine decision rules for the reservoir management problem
Gauvin, Charles; Delage, Erick; Gendreau, Michel - In: European journal of operational research : EJOR 267 (2018) 2, pp. 716-732
Persistent link: https://www.econbiz.de/10011812732
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A successive linear programming algorithm with non-linear time series for the reservoir management problem
Gauvin, Charles; Delage, Erick; Gendreau, Michel - In: Computational Management Science : CMS 15 (2018) 1, pp. 55-86
Persistent link: https://www.econbiz.de/10011860866
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Parallel optimization of sparse portfolios with AR-HMMs
Sipos, I. Róbert; Ceffer, Attila; Levendovszky, János - In: Computational economics 49 (2017) 4, pp. 563-578
Persistent link: https://www.econbiz.de/10011762135
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Stochastic Models for the Disaggregation of Precipitation Time Series on Sub-Daily Scale : Identification of Parameters by Global Optimization
Villani, Veronica; Di Serafino, Daniela; Guido, Rianna; … - 2015
Stochastic disaggregation model, based on coupling of the modified version of the Bartlett-Lewis Rectangular Pulse stochastic rainfall model and proportional adjusting procedure, is shown to disaggregate daily observed precipitation to hourly scale. Furthermore synthetic hourly time series are...
Persistent link: https://www.econbiz.de/10014135930