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SOCP relaxation bounds for the optimal subset selection problem applied to robust linear regression
Flores, Salvador - In: European journal of operational research : EJOR 246 (2015) 1, pp. 44-50
Persistent link: https://www.econbiz.de/10011341194
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Piecewise linear function fitting via mixed-integer linear programming
Rebennack, Steffen; Krasko, Vitaliy - In: INFORMS journal on computing : JOC 32 (2020) 2, pp. 507-530
Persistent link: https://www.econbiz.de/10012242802
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Die Behandlung qualitativer Datenstrukturen in quantitativen Analysemethoden durch das Prinzip der optimalen Skalierung
Hansohm, Jürgen - 1987
Persistent link: https://www.econbiz.de/10000736391
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Intertemporal optimization and nonlinear error-correction models
Escribano, Álvaro; Pfann, Gerard A. - 1993
Persistent link: https://www.econbiz.de/10000874379
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Computational statistics
Rao, Calyampudi Radhakrishna (contributor) - 1993
Persistent link: https://www.econbiz.de/10000348576
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Zinsmodelle in der stochastischen Optimierung : mit Anwendungen im Asset- & Liability-Management
Schürle, Michael - 1998
Persistent link: https://www.econbiz.de/10000672590
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Robust estimation of nonlinear production frontiers and efficiency : a neutral network approach
Markellos, Raphaēl N.; Costa, Álvaro - 1997
Persistent link: https://www.econbiz.de/10000957003
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A limit theorem for random matrices with a multiparameter
Schürger, Klaus - 1990
Persistent link: https://www.econbiz.de/10000784451
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Optimal sequential checkpoint intervals for error detection
Naruse, Kenichiro; Nakagawa, Toshio; Maeji, Sayori - In: Recent advances in stochastic operations research II, (pp. 213-224). 2009
Persistent link: https://www.econbiz.de/10003847874
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Can robust portfolio optimisation help to build better portfolios?
Scherer, Bernd - In: The journal of asset management 7 (2007) 6, pp. 373-387
Persistent link: https://www.econbiz.de/10003439376