Search Results - subject:"Convergence Rate"

Relaxed inertial subgradient extragradient algorithm for solving equilibrium problems

Nwakpa, Chidi Elijah; Ofem, Austine Efut; Izuchukwu, Chinedu - In: Mathematical methods of operations research : ZOR 101 (2025) 2, pp. 331-371

Persistent link: https://www.econbiz.de/10015462329

A set of linearised partially-parallel splitting methods for separable convex programs

Desai, Jitamitra; Wang, Kai - In: IIMB Management Review 37 (2025) 1, pp. 2-14

clarify the interconnections between these linearised variants are highlighted. Finally, the worst-case O(1/t) convergence … rate of these methods under ergodic conditions is also established. …

Persistent link: https://www.econbiz.de/10015444191

Inference in the presence of unknown rates

Dong, Hao; Otsu, Taisuke; Taylor, Luke - In: Econometric reviews 44 (2025) 5, pp. 587-597

Persistent link: https://www.econbiz.de/10015553466

A feasible smoothing accelerated projected gradient method for nonsmooth convex optimization

Nishioka, Akatsuki; Kanno, Yoshihiro - In: Operations research letters : a journal of INFORMS … 57 (2024), pp. 1-5

Persistent link: https://www.econbiz.de/10015339164

An efficient scaled spectral preconditioner for sequences of symmetric positive definite linear systems

Diouane, Youssef; Gürol, Selime; Mouhtal, Oussama; … - 2024

Persistent link: https://www.econbiz.de/10015101699

Improving cointegration-based pairs trading strategy with asymptotic analyses and convergence rate filters

Ti, Yen-Wu; Dai, Tian-Shyr; Wang, Kuan-Lun; Chang, Hao-Han - In: Computational economics 64 (2024) 5, pp. 2717-2745

Persistent link: https://www.econbiz.de/10015144065

Alternating and parallel proximal gradient methods for nonsmooth, nonconvex minimax : a unified convergence analysis

Cohen, Eyal; Teboulle, Marc - In: Mathematics of operations research 50 (2025) 1, pp. 141-168

Persistent link: https://www.econbiz.de/10015211583

Application of Fractal Processes and Fractional Derivatives in Finance

Chan, Leung Lung (contributor) - 2024

In recent years, there has been a fast growth in the application of long-memory processes to underlying assets including stock, volatility index, exchange rate, etc. The fractional Brownian motion is the most popular of the long-memory processes and was introduced by Kolmogorov in 1940 and later...

Persistent link: https://www.econbiz.de/10015324975

Estimation of constrained factor models for high-dimensional time series

Liu, Yitian; Pan, Jiazhu; Xia, Qiang - In: Journal of forecasting 44 (2025) 4, pp. 1467-1477

Persistent link: https://www.econbiz.de/10015464666

Inference in the presence of unknown rates

Dong, Hao; Otsu, Taisuke; Taylor, Luke - 2023

Persistent link: https://www.econbiz.de/10014430123

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