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Model predictive control for optimal pairs trading portfolio with gross exposure and transaction cost constraints

Yamada, Yuji; Primbs, James A. - In: Asia-Pacific financial markets 25 (2018) 1, pp. 1-21

Persistent link: https://www.econbiz.de/10012032980

Multi-period portfolio selection with drawdown control

Nystrup, Peter; Boyd, Stephen P.; Lindström, Erik; … - In: Application of operations research to financial markets, (pp. 245-271). 2019

Persistent link: https://www.econbiz.de/10012157466

Modeling the value of flexible heat pumps

Felten, Björn; Weber, Christoph - 2017

Residential heat pumps are one of the most resource-efficient means for space heating. Their market shares are prospected to rise substantially within the next decades. By installing a thermal energy storage, the operation of heat pumps is - to a certain extent - decoupled from heat demand. Such...

Persistent link: https://www.econbiz.de/10011761653

Optimal residential model predictive control energy management performance with PV microgeneration

Godina, Radu; Rodrigues, Eduardo M. G.; Pouresmaeil, Edris - In: Computers & operations research : and their … 96 (2018), pp. 143-156

Persistent link: https://www.econbiz.de/10011870510

Dynamic portfolio optimization across hidden market regimes

Nystrup, Peter; Madsen, Henrik; Lindström, Erik - In: Quantitative finance 18 (2018) 1, pp. 83-95

Persistent link: https://www.econbiz.de/10011905831

A constrained EPSAC approach to inventory control for a benchmark supply chain system

Fu, Dongfei; Ionescu, Clara M.; Aghezzaf, El-Houssaine; … - In: International journal of production research 54 (2016) 1/2, pp. 232-250

Persistent link: https://www.econbiz.de/10011491323

Bayesian nonparametric portfolio selection with rolling maximum drawdown control

Mei, Xiaoling; Wang, Yachong; Zhu, Weixuan - In: Quantitative finance 23 (2023) 10, pp. 1497-1510

Persistent link: https://www.econbiz.de/10014419173

A macroscopic portfolio model : from rational agents to bounded rationality

Trimborn, Torsten - In: Mathematics and financial economics 13 (2019) 3, pp. 491-518

Persistent link: https://www.econbiz.de/10012055868

Model predictive control for inventory management in biomass manufacturing supply chains

Álvarez-Rodríguez, Dayron Antonio; Normey-Rico, Julio … - In: International journal of production research 55 (2017) 11/12, pp. 3596-3608

Persistent link: https://www.econbiz.de/10011655348

Scenario-based model predictive control for multi-echelon supply chain management

Schildbach, Georg; Morari, Manfred - In: European journal of operational research : EJOR 252 (2016) 2, pp. 540-549

Persistent link: https://www.econbiz.de/10011457711