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A stochastic program with time series and affine decision rules for the reservoir management problem

Gauvin, Charles; Delage, Erick; Gendreau, Michel - In: European journal of operational research : EJOR 267 (2018) 2, pp. 716-732

Persistent link: https://www.econbiz.de/10011812732

Parallel optimization of sparse portfolios with AR-HMMs

Sipos, I. Róbert; Ceffer, Attila; Levendovszky, János - In: Computational economics 49 (2017) 4, pp. 563-578

Persistent link: https://www.econbiz.de/10011762135

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

An extended regularized Kalman filter based on Genetic Algorithm : application to dynamic asset pricing models

Jiang, Minqi; Liu, Jiapeng; Zhang, Lu - In: The quarterly review of economics and finance : journal … 79 (2021), pp. 28-44

Persistent link: https://www.econbiz.de/10012655014

Stochastic Models for the Disaggregation of Precipitation Time Series on Sub-Daily Scale : Identiﬁcation of Parameters by Global Optimization

Villani, Veronica; Di Serafino, Daniela; Guido, Rianna; … - 2015

Stochastic disaggregation model, based on coupling of the modified version of the Bartlett-Lewis Rectangular Pulse stochastic rainfall model and proportional adjusting procedure, is shown to disaggregate daily observed precipitation to hourly scale. Furthermore synthetic hourly time series are...

Persistent link: https://www.econbiz.de/10014135930