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A pontryaghin maximum principle approach for the optimization of dividends/consumption of spectrally negative Markov processes, until a generalized draw-down time
Avram, Florin; Goreac, Dan - In: Scandinavian actuarial journal 2019 (2019) 9, pp. 799-823
Persistent link: https://www.econbiz.de/10012194999
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Technical change and model specification : US agricultural production
Lim, Hongil - In: American journal of agricultural economics 79 (1997) 2, pp. 543-554
Persistent link: https://www.econbiz.de/10001230139
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Mathematical optimization for time series decomposition
Gozuyilmaz, Seyma; Kundakcioglu, O. Erhun - In: OR spectrum : quantitative approaches in management 43 (2021) 3, pp. 733-758
Persistent link: https://www.econbiz.de/10012622293
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An augmented Lagrangian filter method
Leyffer, Sven; Vanaret, Charlie - In: Mathematical methods of operations research : ZOR 92 (2020) 2, pp. 343-376
Persistent link: https://www.econbiz.de/10012395579
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Improving time series forecasting using elephant herd optimization with feature selection methods
Das, Soumya; Mishra, Sarojananda; Senapati, ManasRanjan - In: Journal of management analytics 8 (2021) 1, pp. 113-133
Persistent link: https://www.econbiz.de/10012440092
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Technical note: cyclic variables and Markov decision processes
Haviv, Avery - In: Operations research 68 (2020) 4, pp. 1231-1237
Persistent link: https://www.econbiz.de/10012288435
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Development of an efficient cluster-based portfolio optimization model under realistic market conditions
Massahi, Mahdi; Mahootchi, Masoud; Khamseh, Alireza Arshadi - In: Empirical economics : a journal of the Institute for … 59 (2020) 5, pp. 2423-2442
Persistent link: https://www.econbiz.de/10012315071
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A new feature selection technique applied to credit scoring data using a rank aggregation approach based on optimization, genetic algorithm, and similarity
Bouaguel, Waad; Mufti, Ghazi Bel; Limam, Mohamed - In: Knowledge discovery process and methods to enhance …, (pp. 347-375). 2015
Persistent link: https://www.econbiz.de/10012123362
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Portfolio optimisation under flexible dynamic dependence modelling
Bernardi, Mauro; Catania, Leopoldo - In: Journal of empirical finance 48 (2018), pp. 1-18
Persistent link: https://www.econbiz.de/10012109219
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Computing Exact Score Vectors for Linear Gaussian State Space Models
Nagakura, Daisuke - 2019
A recursive formula for computing the exact value of score vectors is proposed, which is more desirable than approximate values in some statistical analyses, for a general form of the linear Gaussian state space model. Unlike most extant methods, our formula calculates all components of the...
Persistent link: https://www.econbiz.de/10012906057