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  • Search: subject:"robust modelling"
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Subject
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Arbitrage 1 Arbitrage Pricing 1 Arbitrage pricing 1 CAPM 1 Decision under uncertainty 1 Entscheidung unter Unsicherheit 1 FLR 1 Iran 1 Knightian uncertainty 1 Portfolio selection 1 Portfolio-Management 1 Stochastic process 1 Stochastischer Prozess 1 Theorie 1 Theory 1 arbitrage pricing theory 1 electricity consumption 1 energy consumption 1 forecasting 1 fundamental theorem of asset pricing 1 fuzzy linear regression 1 model ambiguity 1 perturbation 1 pointwise stochastic analysis 1 residential sector 1 robust modelling 1 robust modelling approach 1 robust optimisation 1 semistatic optimization 1 superhedging duality 1 uncertainty 1
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Article 2
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1 Undetermined 1
Author
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Alinaghian, M. 1 Burzoni, Matteo 1 Frittelli, Marco 1 Hou, Zhaoxu 1 Maggis, Marco 1 Naini, S.G. Jalali 1 Obłój, Jan 1 Omrani, H. 1
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International Journal of Applied Management Science 1 Mathematics of operations research 1
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
Did you mean: subject:"robust modeling" (13 results)
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Pointwise arbitrage pricing theory in discrete time
Burzoni, Matteo; Frittelli, Marco; Hou, Zhaoxu; Maggis, … - In: Mathematics of operations research 44 (2019) 3, pp. 1034-1057
Persistent link: https://www.econbiz.de/10012105893
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A robust fuzzy linear regression model for forecasting electricity consumption of residential sector in Iran
Omrani, H.; Naini, S.G. Jalali; Alinaghian, M. - In: International Journal of Applied Management Science 4 (2012) 4, pp. 425-438
Many fuzzy linear regression (FLR) models are normally very sensitive to the changes on the input data so that the results could significantly be changed even with some small change on one or more input parameters. Therefore, many researchers have been interested in creating a so called robust...
Persistent link: https://www.econbiz.de/10010669468
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