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1
Conditioning the information in portfolio optimization
Sala, Carlo
;
Barone-Adesi, Giovanni
-
2015
utility of terminal wealth, we prove the existence of an information premium between what is required by the
theory
, a …
Persistent link: https://www.econbiz.de/10011506342
Saved in:
2
Conservative set valued fields, automatic differentiation, stochastic gradient methods and deep learning
Bolte, Jérôme
;
Pauwels, Edouard
-
2019
Persistent link: https://www.econbiz.de/10012182324
Saved in:
3
Integer programming approaches to find row-column arrangements of two-level orthogonal experimental designs
Nha Vo-Thanh
;
Goos, Peter
;
Schoen, Eric D.
-
2016
Persistent link: https://www.econbiz.de/10011729923
Saved in:
4
An integer linear programming approach to find trend-robust run orders of experimental designs
Núñez Ares, José
;
Goos, Peter
-
2016
Persistent link: https://www.econbiz.de/10011729944
Saved in:
5
The DUAL approach in an infinite horizon model
Amman, Hans M.
;
Tucci, Marco Paolo
-
2017
Persistent link: https://www.econbiz.de/10011853036
Saved in:
6
How active is active learning : value function method vs an approximation method
Amman, Hans M.
;
Tucci, Marco Paolo
-
2018
Persistent link: https://www.econbiz.de/10011921036
Saved in:
7
D- and I-optimal design of mixture experiments in the presence of ingredient availability constraints
Syafitri, Utami
;
Sartono, Bagus
;
Goos, Peter
-
2015
Persistent link: https://www.econbiz.de/10010486239
Saved in:
8
A minimax algorithm for constructing symmetrical D- and C-optimal balanced equidistant designs in statistical experiments with binary data
Begun, Alexander
;
Seidel, Wilfried
-
2003
Persistent link: https://www.econbiz.de/10001755578
Saved in:
9
A relaxation procedure for solving minimax problems
Begun, Alexander
;
Seidel, Wilfried
-
2004
Persistent link: https://www.econbiz.de/10002102224
Saved in:
10
Experiments with a reduction method for nonlinear programming, based on a restricted lagrangian
Hoek, C. van der
-
1978
Persistent link: https://www.econbiz.de/10001562945
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