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Optimal policymaking under yardstick vote : an experimental study

Argilaga, Albert; Fan, Jijian - In: Games 13 (2022) 3, pp. 1-24

We develop a numerical model that simulates the evolution of a virtual population with an incentive and ability-based wage, capital yield from savings, social welfare system, and total income subject to taxation and political turnovers. Meta-heuristics, particle swarm optimization (PSO) in...

Persistent link: https://www.econbiz.de/10013252751

Efficient and sparse neural networks by pruning weights in a multiobjective learning approach

Reiners, Malena; Klamroth, Kathrin; Heldmann, Fabian; … - In: Computers & operations research : and their … 141 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10013185139

Hedging the drift : learning to optimize under nonstationarity

Cheung, Wang Chi; Simchi-Levi, David; Zhu, Ruihao - In: Management science : journal of the Institute for … 68 (2022) 3, pp. 1696-1713

Persistent link: https://www.econbiz.de/10013260035

Optimal solutions for online conversion problems with interrelated prices

Schroeder, Pascal; Kacem, Imed - In: Operational research : an international journal 22 (2022) 1, pp. 423-448

Persistent link: https://www.econbiz.de/10013173293

Multi-market portfolio optimization with conditional value at risk

Nasini, Stefano; Labbé, Martine; Brotcorne, Luce - In: European journal of operational research : EJOR 300 (2022) 1, pp. 350-365

Persistent link: https://www.econbiz.de/10013173861

Multi-Asset portfolio optimization with stochastic Sharpe ratio under drawdown constraint

Biswas, Subhojit; Jawaid, Saif; Mukherjee, Diganta - In: Annals of financial economics 15 (2020) 1, pp. 1-33

Persistent link: https://www.econbiz.de/10012642950

Robust goal programming for multi-objective portfolio selection problem

Ghahtarani, Alireza; Najafi, Amir Abbas - In: Economic modelling 33 (2013), pp. 588-592

Persistent link: https://www.econbiz.de/10010193313

Approximating the value function for optimal experimentation

Amman, Hans M.; Kendrick, David A.; Tucci, Marco Paolo - In: Macroeconomic dynamics 24 (2020) 5, pp. 1073-1086

Persistent link: https://www.econbiz.de/10012241293

Relative Robust Portfolio Optimization with benchmark regret

Simões, Gonçalo; McDonald, Mark; Williams, Stacy; … - In: Quantitative finance 18 (2018) 12, pp. 1991-2003

Persistent link: https://www.econbiz.de/10012262941

An exact method for constrained maximization of the conditional value-at-risk of a class of stochastic submodular functions

Wu, Hao-Hsiang; Küçükyavuz, Simge - In: Operations research letters 48 (2020) 3, pp. 356-361

Persistent link: https://www.econbiz.de/10012254099

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