HMM based scenario generation for an investment optimisation problem
Christina Erlwein; Gautam Mitra; Diana Roman
| Year of publication: |
2012
|
|---|---|
| Authors: | Erlwein, Christina ; Mitra, Gautam ; Roman, Diana |
| Published in: |
Annals of operations research. - Dordrecht, The Netherlands : Springer Nature B.V., ISSN 0254-5330, ZDB-ID 252629-3. - Vol. 193.2012, p. 173-192
|
| Subject: | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Szenariotechnik | Scenario analysis | Investition | Investment |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009620486