Search Results - subject:"Robust optimization"

Estimating nonparametric conditional frontiers and efficiencies : a new approach

Mastromarco, Camilla; Simar, Léopold; Van Keilegom, Ingrid - In: The econometrics journal 28 (2025) 3, pp. 502-528

Persistent link: https://www.econbiz.de/10015459795

Covariate balancing and the equivalence of weighting and doubly robust estimators of average treatment effects

Słoczyński, Tymon; Uysal, Selver Derya; Wooldridge, … - 2025

How should researchers adjust for covariates? We show that if the propensity score is estimated using a specific covariate balancing approach, inverse probability weighting (IPW), augmented inverse probability weighting (AIPW), and inverse probability weighted regression adjustment (IPWRA)...

Persistent link: https://www.econbiz.de/10015459974

Corporate governance level, financial robustness, and goodwill bubbles

Che, Weina; Jia, Haoyi - In: International review of economics & finance : IREF 102 (2025), pp. 1-11

Persistent link: https://www.econbiz.de/10015463186

Are intraday returns autocorrelated?

Li, Yufei; Giraitis, Luidas; Sucarrat, Genaro - 2025

The presence of autocorrelated financial returns has major implications for investment decisions. Unsurprisingly, therefore, numerous studies have sought to shed light on whether returns are autocorrelated or not, to what extent, and when. Standard tests for autocorrelation rely on the...

Persistent link: https://www.econbiz.de/10015441089

A robust support vector machine approach for Raman data classification

Piazza, Marco; Spinelli, Andrea; Maggioni, Francesca; … - 2025

robust optimization techniques, offer the possibility to improve the classification accuracy and enhance the resilience of … of biological samples, we protect the classification process against uncertainty through the application of robust … optimization techniques. Specifically, we consider the robust counterparts of deterministic SVM formulations using bounded …

Persistent link: https://www.econbiz.de/10015506507

A stability and robustness analysis of multi-criteria decision methods in logistics

Jangid, Parul; Kumar, Tarun; Jahnvi; Dhanuk, Kailash; … - 2025

Multi-Criteria Decision-Making (MCDM) methods, particularly TOPSIS (Technique for Order Preference by Similarity to Ideal Solution) and VIKOR (VIsekriterijumska optimizacija i KOmpromisno Resenje) (Multicriteria Optimization and Compromise Solution), are extensively used in logistics for...

Persistent link: https://www.econbiz.de/10015506760

Robust portfolio optimization in crypto markets using second-order Tsallis entropy and liquidity-aware diversification

Șerban, Florentin; Dedu, Silvia - In: Risks : open access journal 13 (2025) 9, pp. 1-18

In this paper, we propose a novel optimization model for portfolio selection that integrates the classical mean-variance criterion with a second-order Tsallis entropy term. This approach enables a trade-off between expected return, risk, and diversification, extending Markowitz's theory to...

Persistent link: https://www.econbiz.de/10015467536

When tails are heavy : the benefits of variance-targeted, non-Gaussian, quasi-maximum likelihood estimation of GARCH models

Prono, Todd - 2025 - This version: July 2025

Persistent link: https://www.econbiz.de/10015471286

Quantile regression with log(0) outcomes

Liu, Xin; Kaplan, David M. - 2025

Persistent link: https://www.econbiz.de/10015472248

Cointegrating polynomial regressions : robustness of fully modified OLS

Stypka, Oliver; Wagner, Martin; Grabarczyk, Peter; … - In: Econometric theory 41 (2025) 3, pp. 688-708

Persistent link: https://www.econbiz.de/10015449574