Search Results - subject:"Stochastic gradient descent"

Risk Budgeting portfolios : existence and computation

Cetingoz, Adil Rengim; Fermanian, Jean-David; Guéant, … - In: Mathematical finance : an international journal of … 34 (2024) 3, pp. 896-924

Persistent link: https://www.econbiz.de/10014565279

Stochastic subgradient descent escapes active strict saddles on weakly convex functions

Bianchi, Pascal; Hachem, Walid; Schechtman, Sholom - In: Mathematics of operations research 49 (2024) 3, pp. 1761-1790

Persistent link: https://www.econbiz.de/10015047790

Network revenue management with online inverse batch gradient descent method

Chen, Yiwei; Shi, Cong - In: Production and operations management : the flagship … 32 (2023) 7, pp. 2123-2137

Persistent link: https://www.econbiz.de/10014328577

Probabilistic forecast reconciliation : properties, evaluation and score optimisation

Panagiotelis, Anastasios; Gamakumara, Puwasala; … - In: European journal of operational research : EJOR 306 (2023) 2, pp. 693-706

Persistent link: https://www.econbiz.de/10014279069

Probabilistic forecast reconciliation : properties, evaluation and score optimisation

Panagiotelis, Anastasios; Gamakumara, Puwasala; … - 2020

Persistent link: https://www.econbiz.de/10012608354

Penalized small area models for the combination of unit- and area-level data

Burgard, Jan Pablo; Krause, Joscha; Münnich, Ralf T. - 2019

The joint usage of unit- and area-level data for model-based small area estimation is investigated. The combination of levels within a single model encloses a variety of methodological problems. Firstly, it implies a critical decrease in degrees of freedom due to more model parameters that need...

Persistent link: https://www.econbiz.de/10012140847