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Finding feasible systems for subjective constraints using recycled observations

Zhou, Yuwei; Sigrún Andradóttir; Kim, Seong-Hee; … - In: INFORMS journal on computing : JOC ; charting new … 34 (2022) 6, pp. 3080-3095

Persistent link: https://www.econbiz.de/10014326337

On the finite-sample statistical validity of adaptive fully sequential procedures

Cheng, Zhenxia; Luo, Jun; Wu, Ruijing - In: European journal of operational research : EJOR 307 (2023) 1, pp. 266-278

Persistent link: https://www.econbiz.de/10014292945

Efficient learning for clustering and optimizing context-dependent designs

Li, Haidong; Lam, Henry; Peng, Yijie - In: Operations research 72 (2024) 2, pp. 617-638

Persistent link: https://www.econbiz.de/10014520851

Data-driven ranking and selection under input uncertainty

Zhou, Enlu - In: Operations research 72 (2024) 2, pp. 781-795

Persistent link: https://www.econbiz.de/10014520985

Crowdsourcing exploration

Papanastasiou, Yiangos; Bimpikis, Kostas; Savva, Nicos - In: Management science : journal of the Institute for … 64 (2018) 4, pp. 1727-1746

Persistent link: https://www.econbiz.de/10011855693

Efficient sampling allocation procedures for optimal quantile selection

Peng, Yijie; Chen, Chun-hung; Fu, Michael; Hu, Jian-Qiang; … - In: INFORMS journal on computing : JOC 33 (2021) 1, pp. 230-245

Persistent link: https://www.econbiz.de/10012496377

Bayesian nonparametric measurement of factor betas and clustering with application to hedge fund returns

Garay, Urbi; Horst, Enrique ter; Molina, German; … - In: Econometrics : open access journal 4 (2016) 1, pp. 1-23

We define a dynamic and self-adjusting mixture of Gaussian Graphical Models to cluster financial returns, and provide a new method for extraction of nonparametric estimates of dynamic alphas (excess return) and betas (to a choice set of explanatory factors) in a multivariate setting. This...

Persistent link: https://www.econbiz.de/10011505836

The quantification and aggregation of model risk : perspectives on potential approaches

Jacobs, Michael <Jr.> - In: International journal of financial engineering and risk … 2 (2015) 2, pp. 124-154

Persistent link: https://www.econbiz.de/10011527495

Bayesian variable selection in a large vector autoregression for origin-destination traffic flow modelling

Deng, Minfeng - In: Spatial econometric interaction modelling, (pp. 199-223). 2016

Persistent link: https://www.econbiz.de/10011529988

Idiosyncratic labour income risk and aggregate consumption : an unobserved component approach

Pozzi, Lorenzo - 2007

We investigate the importance of aggregate and consumer-specific or idiosyncratic labour income risk for aggregate consumption changes in the US over the period 1952-2001. Theoretically, the effect of labour income risk on consumption changes is decomposed into an aggregate and into an...

Persistent link: https://www.econbiz.de/10011372981