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Optimal discrimination designs
Dette, Holger; Titoff, Stefanie - 2008
We consider the problem of constructing optimal designs for model discrimination between competing regression models. Various new properties of optimal designs with respect to the popular T-optimality criterion are derived, which in many circumstances allow an explicit determination of T-optimal...
Persistent link: https://www.econbiz.de/10003835805
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Risk discriminating portfolio optimization
Deshpande, Amit; Ertley, Brian; Lundin, Mark; Satchell, … - In: Quantitative finance 19 (2019) 2, pp. 177-185
Persistent link: https://www.econbiz.de/10012194647
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Optimal patronage
Drugov, Mikhail - 2015
Persistent link: https://www.econbiz.de/10010482951
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Using a differential evolutionary algorithm to test the efficient market hypothesis
Simmons, Phillip Ray - In: Computational economics 40 (2012) 4, pp. 377-385
Persistent link: https://www.econbiz.de/10009692016
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Front-running scalping strategies and market manipulation : why does high-frequency trading need stricter regulation?
Manahov, Viktor - In: The financial review : the official publication of the … 51 (2016) 3, pp. 363-402
Persistent link: https://www.econbiz.de/10011550911
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Dynamical agent's strategies and the fractal market hypothesis
Vácha, Lukáš; Vošvrda, Miloslav S. - In: Prague economic papers : a bimonthly journal of … 14 (2005) 2, pp. 163-170
Persistent link: https://www.econbiz.de/10002909142
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Toward a computable approach to the efficient market hypothesis : an application of genetic programming
Chen, Shu-Heng - In: Journal of economic dynamics & control 21 (1997) 6, pp. 1043-1063
Persistent link: https://www.econbiz.de/10001335979
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Second order of stochastic dominance efficiency vs mean variance efficiency
Malavasi, Matteo; Ortobelli Lozza, Sergio; Trück, Stefan - In: European journal of operational research : EJOR 290 (2021) 3, pp. 1192-1206
Persistent link: https://www.econbiz.de/10012495268
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Die Erreichbarkeit der Arbeitsmärkte für Berufspendler aus den Gemeinden Schleswig-Holsteins
Schulz, Ann-Christine; Bröcker, Johannes - 2007
Persistent link: https://www.econbiz.de/10003491230
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Backward unraveling over time : the evolution of strategic behavior in the entry level British medical labor markets
Ünver, M. Utku - In: Journal of economic dynamics & control 25 (2001) 6/7, pp. 1039-1080
Persistent link: https://www.econbiz.de/10001572009