Search Results - subject:"Robust method"

Robust Volatility Estimation and Analysis of the Leverage Effect

Randal, John - 2010

Using volatility estimation as the underlying commonality, this thesis traverses the statistical problem of robust estimation of scale, through to the financial problem of valuing call options over stock.We use a large simulation study of robust scale estimators to benchmark a non-parametric...

Persistent link: https://www.econbiz.de/10013149781

Semiconductor lot allocation using robust optimization

Ng, Tsan Sheng Adam; Sun, Yang; Fowler, John - In: European journal of operational research : EJOR 205 (2010) 3, pp. 557-570

Persistent link: https://www.econbiz.de/10003965186

Characterizing robust set containments and solutions of uncertain linear programs without qualifications

Jeyakumar, V.; Li, Guoyin - In: Operations research letters 38 (2010) 3, pp. 188-194

Persistent link: https://www.econbiz.de/10003968643

Monopoly pricing with limited demand information

Eren, Serkan S.; Maglaras, Costis - In: Journal of revenue and pricing management 9 (2010) 1/2, pp. 23-48

Persistent link: https://www.econbiz.de/10003972872

A multi-objective approach for robust airline scheduling

Burke, Edmund K.; De Causmaecker, Patrick; De Maere, Geert - In: Computers & operations research : and their … 37 (2010) 5, pp. 822-832

Persistent link: https://www.econbiz.de/10003921886

An iterative approach to robust and integrated aircraft routing and crew scheduling

Weide, Oliver; Ryan, David H.; Ehrgott, Matthias - In: Computers & operations research : and their … 37 (2010) 5, pp. 833-844

Persistent link: https://www.econbiz.de/10003922510

Robust estimation of some nonregular parameters

Song, Kyungchul - 2010

Persistent link: https://www.econbiz.de/10008661226

Robust methods for detecting multiple level breaks in autocorrelated time series

Harvey, David I.; Leybourne, Stephen James; Taylor, Robert - In: Journal of econometrics 157 (2010) 2, pp. 342-358

Persistent link: https://www.econbiz.de/10008662998

A robust optimization approach to pension fund management

Iyengar, Garud; Ma, Alfred Ka Chun - In: The journal of asset management 11 (2010/11) 2/3, pp. 163-177

Persistent link: https://www.econbiz.de/10008663608

Robust control charts for time series data

Croux, Christophe; Gelper, Sarah; Mahieu, Koen - 2010

Persistent link: https://www.econbiz.de/10008664194

A service of the

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