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Nonlinear manifold learning for early warnings in financial markets

Huang, Yan; Kou, Gang; Peng, Yi - In: European journal of operational research : EJOR 258 (2017) 2, pp. 692-702

Persistent link: https://www.econbiz.de/10011644452

Numerical study of learning algorithms on Stiefel manifold

Kanamori, Takafumi; Takeda, Akiko - In: Computational Management Science : CMS 11 (2014) 4, pp. 319-340

Persistent link: https://www.econbiz.de/10010437155

Particle swarm optimisation-based source code plagiarism detection approach using non-negative matrix factorisation algorithm

Bhavani, M.; Reddy, K. Thammi; Varma, P. Suresh - In: International journal of applied management science : IJAMS 12 (2020) 3, pp. 169-185

Persistent link: https://www.econbiz.de/10012250352

Real-time radiation treatment planning with optimality guarantees via cluster and bound methods

Ungun, Baris; Xing, Lei; Boyd, Stephen P. - In: INFORMS journal on computing : JOC 31 (2019) 3, pp. 544-558

Persistent link: https://www.econbiz.de/10012061806

A cluster driven log-volatility factor model : a deepening on the source of the volatility clustering

Verma, Anshul; Buonocore, R. J.; Di Matteo, Tiziana - In: Quantitative finance 19 (2019) 6, pp. 981-996

Persistent link: https://www.econbiz.de/10012194736

Accelerating value function approximations for dynamic dial-a-ride problems via dimensionality reductions

Heitmann, Reinhold-Julius Otto; Soeffker, Ninja; … - In: Computers & operations research : an international journal 167 (2024), pp. 1-17

Persistent link: https://www.econbiz.de/10014566086

A machine learning approach to portfolio pricing and risk management for high-dimensional problems

Fernandez-Arjona, Lucio; Filipović, Damir - 2020

We present a general framework for portfolio risk management in discrete time, based on a replicating martingale. This martingale is learned from a finite sample in a supervised setting. The model learns the features necessary for an effective low-dimensional representation, overcoming the curse...

Persistent link: https://www.econbiz.de/10012219260

A pre-processing reduction method for the generalized travelling salesman problem

El Krari, Mehdi; Ahiod, Belaïd; El Benani, Youssef Bouazza - In: Operational research : an international journal 21 (2021) 4, pp. 2543-2591

Persistent link: https://www.econbiz.de/10012663252

A machine learning approach to portfolio pricing and risk management for high-dimensional problems

Fernandez-Arjona, Lucio; Filipović, Damir - In: Mathematical finance : an international journal of … 32 (2022) 4, pp. 982-1019

Persistent link: https://www.econbiz.de/10013463383

On the combined inverse-square effect of multiple points in multidimensional space

Coletti, Keaton; Kalczyński, Paweł; Drezner, Zvi - In: Operations research letters : a journal of INFORMS … 55 (2024), pp. 1-4

Persistent link: https://www.econbiz.de/10015049755