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Development of Altman five-factor model of assessing the creditworthiness of an enterprise

Bamadio, Boureima; Lebedev, Konstantin Andreyevich - In: Modern economy 6 (2015) 7, pp. 797-807

Persistent link: https://www.econbiz.de/10011385299

Improved iterative methods for solving risk parity portfolio

Choi, Jaehyuk; Chen, Rong - In: Journal of derivatives and quantitative studies 30 (2022) 2, pp. 114-124

Risk parity, also known as equal risk contribution, has recently gained increasing attention as a portfolio allocation method. However, solving portfolio weights must resort to numerical methods as the analytic solution is not available. This study improves two existing iterative methods: the...

Persistent link: https://www.econbiz.de/10013202393

Optimal step length for the Newton method : case of self-concordant functions

Hildebrand, Roland - In: Mathematical methods of operations research : ZOR 94 (2021) 2, pp. 253-279

Persistent link: https://www.econbiz.de/10012793521

An improved forecasting approach to reduce inventory levels in decentralized supply chains

Tliche, Youssef; Taghipour, Atour; Canel-Depitre, Béatrice - In: European journal of operational research : EJOR 287 (2020) 2, pp. 511-527

Persistent link: https://www.econbiz.de/10012293860

A Newton method for capturing efficient solutions of interval optimization problems

Gosh, Debdas - In: Opsearch : journal of the Operational Research Society … 53 (2016) 3, pp. 648-665

Persistent link: https://www.econbiz.de/10011608972

A hybrid metaheuristic for the efficient solution of GARCH with trend models

Uribe, Lourdes; Perea, Benjamin; Hernández del Valle, … - In: Computational economics 52 (2018) 1, pp. 145-166

Persistent link: https://www.econbiz.de/10012052926

Reverse maximum flow problem under the weighted Chebyshev distance

Tayyebi, Javad; Mohammadi, Abumoslem; Kazemi, Seyyed … - In: RAIRO / Operations research 52 (2018) 4/5, pp. 1107-1121

Persistent link: https://www.econbiz.de/10011987272

A Newton method for capturing Pareto optimal solutions of fuzzy multiobjective optimization problems

Ghaznavi, Mehrdad; Hoseinpoor, Narges; Soleimani, Fatemeh - In: RAIRO / Operations research 53 (2019) 3, pp. 867-886

Persistent link: https://www.econbiz.de/10012113752

Modifying hybrid optimisation algorithms to construct spot term structure of interest rates and proposing a standardised assessment

Sasongko, Aryo; Utama, Cynthia Afriani; Wibowo, Buddi; … - In: Computational economics 54 (2019) 3, pp. 957-1003

Persistent link: https://www.econbiz.de/10012134486

Affine-invariant contractingpoint methods for Convex Optimization

Doikov, Nikita; Nesterov, Jurij Evgenʹevič - 2020

Persistent link: https://www.econbiz.de/10012429301