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  • Search: subject:"Error bound"
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Year of publication
Subject
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Error bound 3 Approximate factor models 2 Determining the number of weak factors 2 Factor selection consistency 2 Firm security returns 2 Forecasting bond yields 2 LMIs 2 Mathematical programming 2 Mathematische Optimierung 2 Non-asymptotic error bound 2 Theorie 2 Theory 2 Weak factors with sparse factor loadings 2 condition number 2 convex conic problems 2 Algorithm 1 Algorithmus 1 Anleihe 1 Approximation error bound 1 Artificial Intelligence 1 Artificial intelligence 1 Bilevel optimization 1 Bond 1 CAPM 1 Capital income 1 Curse of dimensionality 1 Deep neural network 1 Equilibrium theory 1 Estimation 1 Evolutionary Algorithms 1 Evolutionary algorithm 1 Evolutionärer Algorithmus 1 Expression rate 1 Factor analysis 1 Faktorenanalyse 1 Forecasting model 1 Game theory 1 Gleichgewichtstheorie 1 Global and local convergence 1 Heuristics 1
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Online availability
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Free 8 CC license 1
Type of publication
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Book / Working Paper 5 Article 3
Type of publication (narrower categories)
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Working Paper 3 Arbeitspapier 2 Article in journal 2 Aufsatz in Zeitschrift 2 Graue Literatur 2 Non-commercial literature 2 Article 1
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Language
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English 6 Undetermined 2
Author
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Uematsu, Yoshimasa 2 Yamagata, Takashi 2 Antoniou, Margarita 1 Caruso, Francesco 1 Ceparano, Maria Carmela 1 Gonon, Lukas 1 Kanzow, Christian 1 Morgan, Jacqueline 1 Papa, Gregor 1 Sinha, Ankur 1 Zhang, S. 1 Zhang, Zhang, S. 1 vom Dahl, Simeon 1
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Institution
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Erasmus University Rotterdam, Econometric Institute 1 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 1
Published in...
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Computational Optimization and Applications 1 Discussion paper / Institute of Social and Economic Research 1 Econometric Institute Report 1 Econometric Institute Research Papers 1 Finance and stochastics 1 ISER Discussion Paper 1 Operations research perspectives 1 Working paper 1
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Source
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ECONIS (ZBW) 4 EconStor 2 RePEc 2
Showing 1 - 8 of 8
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An inexact regularized proximal Newton method without line search
vom Dahl, Simeon; Kanzow, Christian - In: Computational Optimization and Applications 89 (2024) 3, pp. 585-624
iterations and its superlinear convergence rate under a local Hölderian error bound assumption are shown. Notably, these …
Persistent link: https://www.econbiz.de/10015361797
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δ-perturbation of bilevel optimization problems : an error bound analysis
Antoniou, Margarita; Sinha, Ankur; Papa, Gregor - In: Operations research perspectives 13 (2024), pp. 1-19
-perturbed formulation is approximately equivalent to the original optimistic or pessimistic formulation and give an error bound for the …
Persistent link: https://www.econbiz.de/10015372639
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Deep neural network expressivity for optimal stopping problems
Gonon, Lukas - In: Finance and stochastics 28 (2024) 3, pp. 865-910
Persistent link: https://www.econbiz.de/10015130415
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Best response algorithms in ratio-bounded games: convergence of affine relaxations to Nash equilibria
Caruso, Francesco; Ceparano, Maria Carmela; Morgan, … - 2020
Persistent link: https://www.econbiz.de/10012502790
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Estimation of weak factor models
Uematsu, Yoshimasa; Yamagata, Takashi - 2019
In this paper, we propose a novel consistent estimation method for the approximate factor model of Chamberlain and Rothschild (1983), with large cross-sectional and timeseries dimensions (N and T, respectively). Their model assumes that the r (fi N) largest eigenvalues of data covariance matrix...
Persistent link: https://www.econbiz.de/10012430007
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Estimation of weak factor models
Uematsu, Yoshimasa; Yamagata, Takashi - 2019
In this paper, we propose a novel consistent estimation method for the approximate factor model of Chamberlain and Rothschild (1983), with large cross-sectional and timeseries dimensions (N and T, respectively). Their model assumes that the r (fi N) largest eigenvalues of data covariance matrix...
Persistent link: https://www.econbiz.de/10012024724
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Global error bounds for convex conic problems
Zhang, Zhang, S. - Faculteit der Economische Wetenschappen, Erasmus … - 1998
error bound holds. Alternatively, if the feasible region is bounded, then the ordinary Slater condition guarantees a global … Lipschitzian type error bound. These can be considered as generalizations of previously known results for inequality systems … global Lipschitzian type error bound may not hold. However, it is shown that such an error bound holds for a specific region …
Persistent link: https://www.econbiz.de/10011149279
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Global error bounds for convex conic problems
Zhang, S. - Erasmus University Rotterdam, Econometric Institute - 1998
error bound holds. Alternatively, if the feasible region is bounded, then the ordinary Slater condition guarantees a global … Lipschitzian type error bound. These can be considered as generalizations of previously known results for inequality systems … global Lipschitzian type error bound may not hold. However, it is shown that such an error bound holds for a specific region …
Persistent link: https://www.econbiz.de/10008570615
Saved in:
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