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subject:"Time series analysis"
type_genre:"Glossary included"
~subject:"Mathematische Optimierung"
~type_genre:"Article in journal"
~type_genre:"Systematic review"
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Time series analysis
Mathematische Optimierung
Theory
240,598
Theorie
240,490
USA
18,141
United States
18,131
Estimation
11,265
Schätzung
11,257
Mathematical programming
10,797
Portfolio selection
8,221
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8,221
Risk
7,849
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7,748
Geldpolitik
6,588
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6,585
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6,227
Prognoseverfahren
6,227
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6,025
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6,019
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5,989
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5,988
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5,630
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5,039
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5,039
Estimation theory
4,877
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4,877
Stochastischer Prozess
4,866
Stochastic process
4,865
Experiment
4,834
Economic growth
4,604
Asymmetric information
4,579
Wirtschaftswachstum
4,579
Asymmetrische Information
4,575
Börsenkurs
4,549
Share price
4,548
Volatility
4,327
Volatilität
4,325
CAPM
4,244
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3,797
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7,459
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978
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Article
16,245
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137
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1,432
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896
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753
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350
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Bibliography included
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Konferenzschrift
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Sammlung
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Author
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Phillips, Peter C. B.
55
Franses, Philip Hans
52
Gil-Alaña, Luis A.
42
Bertsimas, Dimitris
39
Gendreau, Michel
38
Escudero, Laureano F.
35
Laporte, Gilbert
32
Dolgui, Alexandre
31
Goerigk, Marc
31
Pardalos, Panos M.
31
Puerto, Justo
30
Lodi, Andrea
29
Perron, Pierre
29
Drezner, Zvi
28
Taylor, Robert
28
Figueira, José Rui
25
Hertog, Dirk den
25
Koopman, Siem Jan
24
Leybourne, Stephen James
24
Koop, Gary
23
Lütkepohl, Helmut
23
Caporale, Guglielmo Maria
22
Desaulniers, Guy
22
Harvey, Andrew C.
22
Hecq, Alain W. J.
22
Letchford, Adam N.
22
Speranza, Maria Grazia
22
Ahmed, Shabbir
21
Hao, Jin-Kao
21
Jeyakumar, Vaithilingam
21
Ljubić, Ivana
21
Poss, Michael
21
Granger, C. W. J.
20
Iori, Manuel
20
Labbé, Martine
20
Morabito, Reinaldo
20
Newbold, Paul
20
Savelsbergh, Martin W. P.
20
Schöbel, Anita
20
Swanson, Norman R.
20
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International Workshop on Global Optimization <1999, Florenz>
3
Conference on Computational Methods in Global Optimization <1991, Princeton, NJ>
2
Australian National University / Faculty of Economics and Commerce
1
Barcelona Workshop on Mathematical Finance <2017, Barcelona>
1
Convegno La Dinamica Complessa dell'Economia Italiana: Cicli e Trend <1996, Urbino>
1
Deutsche Bundesbank
1
Economic Dynamics, Inc. <Malibu, Calif.>
1
Electric Power Research Institute
1
International Conference on Stochastic Programming <10, 2004, Tucson, Ariz.>
1
International Conference on Stochastic Programming <15., 2019, Trondheim>
1
Sir Clive Granger Memorial Conference <2010, Nottingham>
1
Spectral and Cubature Methods in Finance and Econometrics, an Interdisciplinary International Research Workshop <2009, Leicester>
1
Workshop on Global Optimization <1997, Trier>
1
Workshop on Optimization and Variational Analysis <4, 2010, Elche>
1
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Published in...
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European journal of operational research : EJOR
1,782
Computers & operations research : and their applications to problems of world concern ; an international journal
1,059
Operations research letters
535
International journal of production research
489
Journal of econometrics
336
INFORMS journal on computing : JOC
319
International journal of forecasting
304
Mathematics of operations research
304
Economics letters
300
Operations research
293
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
239
Journal of forecasting
230
International journal of production economics
198
Econometric theory
190
Mathematical methods of operations research
186
Management science : journal of the Institute for Operations Research and the Management Sciences
171
Omega : the international journal of management science
167
Transportation research / E : an international journal
156
Journal of the Operational Research Society : OR
154
Journal of economic dynamics & control
151
Top : an official journal of the Spanish Society of Statistics and Operations Research
149
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
143
Computational economics
134
Economic modelling
131
Opsearch : journal of the Operational Research Society of India
129
Operational research : an international journal
127
Econometric reviews
125
RAIRO / Operations research
125
Journal of the Operational Research Society
124
Journal of global optimization : an international journal dealing with theoretical and computational aspects of seeking global optima and their applications in science, management and engineering
117
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
117
OR spectrum : quantitative approaches in management
113
International transactions in operational research : ITOR ; a journal of the International Federation of Operational Research Societies (IFORS)
110
Applied economics
108
Annals of operations research
104
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
100
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
97
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
96
Journal of applied econometrics
93
EURO journal on computational optimization
90
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Source
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ECONIS (ZBW)
16,382
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1
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
2
Quay partitioning problem
Wawrzyniak, Jakub
;
Drozdowski, Maciej
;
Sanlaville, Éric
; …
- In:
International transactions in operational research : a …
31
(
2024
)
3
,
pp. 1554-1584
Persistent link: https://www.econbiz.de/10014470563
Saved in:
3
Mixed integer linear programming formulation for K-means clustering problem
Ágoston, Kolos Csaba
;
E.-Nagy, Marianna
- In:
Central European journal of operations research
32
(
2024
)
1
,
pp. 11-27
Persistent link: https://www.econbiz.de/10014471809
Saved in:
4
A hybrid estimation of distribution algorithm for the offline 2D variable-sized bin packing problem
Borgulya, Istvan
- In:
Central European journal of operations research
32
(
2024
)
1
,
pp. 45-65
Persistent link: https://www.econbiz.de/10014471821
Saved in:
5
Nonparametric test for volatility in clustered multiple time series
Barrios, Erniel B.
;
Redondo, Paolo Victor T.
- In:
Computational economics
63
(
2024
)
2
,
pp. 861-876
Persistent link: https://www.econbiz.de/10014475068
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6
Handling uncertainty in the quay crane scheduling problem : a unified distributionally robust decision model
Rodrigues, Filipe
;
Agra, Agostinho
- In:
International transactions in operational research : a …
31
(
2024
)
2
,
pp. 721-748
Persistent link: https://www.econbiz.de/10014441121
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7
Learn to decompose multiobjective optimization models for large-scale networks
Aslani, Babak
;
Mohebbi, Shima
- In:
International transactions in operational research : a …
31
(
2024
)
2
,
pp. 949-978
Persistent link: https://www.econbiz.de/10014441148
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8
An optimization method for characterizing two groups of data
Salehipour, Amir
- In:
International transactions in operational research : a …
31
(
2024
)
2
,
pp. 1004-1020
Persistent link: https://www.econbiz.de/10014441151
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9
A constrained swarm optimization algorithm for large-scale long-run investments using Sharpe ratio-based performance measures
Kaucic, Massimiliano
;
Piccotto, Filippo
;
Sbaiz, Gabriele
- In:
Computational management science
21
(
2024
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014442612
Saved in:
10
A multiobjective optimization approach for threshold determination in extreme value analysis for financial time series
Chu, Carlin C. F.
;
Li, Simon S. W.
- In:
Computational management science
21
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014442615
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