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Sharing cuts under aggregated forecasts when decomposing multi-stage stochastic programs

Queiroz, Anderson Rodrigo de; Morton, David P. - In: Operations research letters 41 (2013) 3, pp. 311-316

Persistent link: https://www.econbiz.de/10009757327

A distributionally robust chance-constrained kernel-free quadratic surface support vector machine

Lin, Fengming; Fang, Shu-Cherng; Fang, Xiaolei; Gao, Zheming - In: European journal of operational research : EJOR 316 (2024) 1, pp. 46-60

Persistent link: https://www.econbiz.de/10014566312

Nonlinear forecasting of the Gold Miner Spread : an application of correlations filters

Dunis, Christian; Laws, Jason; Middleton, Peter W.; … - In: Intelligent systems in accounting finance and … 20 (2013) 4, pp. 207-231

Persistent link: https://www.econbiz.de/10010233196

Development of the Beneish Model by Combining Artificial Neural Network and Particle Swarm Optimization Algorithm for Earnings Management Prediction

Asgari Alouj, Hosein - 2020

Persistent link: https://www.econbiz.de/10012836856

Time Series Forecasting With a Learning Algorithm : An Approximate Dynamic Programming Approach

Collado, Ricardo - 2019

We consider the basic problem of refi tting a time series over a finite period of time and formulate it as a stochastic dynamic program. By changing the underlying Markov decision process we are able to obtain a model that at optimality considers historical data as well as forecasts of future...

Persistent link: https://www.econbiz.de/10012894079