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Robust newsvendor problem with autoregressive demand
Carrizosa, Emilio; Olivares-Nadal, Alba V.; … - In: Computers & operations research : and their … 68 (2016), pp. 123-133
Persistent link: https://www.econbiz.de/10011442377
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Bayesian interval robust optimization for sustainable energy system planning in Qiqihar City, China
Dong, Cong; Huang, Guo H.; Cai, Yanpeng; Cheng, Guanhui; … - In: Energy economics 60 (2016), pp. 357-376
Persistent link: https://www.econbiz.de/10011700360
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Robust portfolio choice with ambiguity and learning about return predictability
Branger, Nicole; Larsen, Linda Sandris; Munk, Claus - In: Journal of banking & finance 37 (2013) 5, pp. 1397-1411
Persistent link: https://www.econbiz.de/10009729098
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Mortality improvement rates : modeling, parameter uncertainty and robustness
Hunt, Andrew; Villegas, Andrés M. - 2020
Persistent link: https://www.econbiz.de/10012585895
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Reading the tea leaves : model uncertainty, robust forecasts, and the autocorrelation of analysts' forecast errors
Linnainmaa, Juhani; Torous, Walter N.; Yae, James - In: Journal of financial economics 122 (2016) 1, pp. 42-64
Persistent link: https://www.econbiz.de/10011590878
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Robust aircraft conflict resolution under trajectory prediction uncertainty
Dias, Fernando H. C.; Rey, David - In: Operations research letters 50 (2022) 5, pp. 503-508
Persistent link: https://www.econbiz.de/10013449432
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Multi-dimensional clearing functions for aggregate capacity modelling in multi-stage production systems
Albey, Erinc; Bilge, Ümit; Uzsoy, Reha - In: International journal of production research 55 (2017) 13/14, pp. 4164-4179
Persistent link: https://www.econbiz.de/10011671668
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Robust optimization for utilizing forecasted returns in institutional investment
Koutsoyannis, Christos; Satchell, Stephen - In: Forecasting expected returns in the financial markets, (pp. 177-189). 2007
Persistent link: https://www.econbiz.de/10003557954
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Portfolio Management with Dual Robustness in Prediction and Optimization : A Mixture Model Based Learning Approach
Zhu, Shushang - 2013
uncertainty. By using duality theory, we show that the robust portfolio selection problem via learning with a mixture model can be …
Persistent link: https://www.econbiz.de/10013076696
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Robust Epidemiological Prediction and Optimization
Fu, Chenyi; Sim, Melvyn; Zhou, Minglong - 2021
The COVID-19 pandemic has brought many countries to their knees, and the urgency to return to normalcy has never been greater. Epidemiological models, such as the SEIR compartmental model, are indispensable tools for, among other things, predicting how pandemic may spread over time and how...
Persistent link: https://www.econbiz.de/10013218499