Search Results - subject:"stochastic processes"

Handling of long-term storage in multi-horizon stochastic programs

Kaut, Michal - In: Computational management science 21 (2024) 1, pp. 1-26

Persistent link: https://www.econbiz.de/10014636794

Decomposition methods for multi-horizon stochastic programming

Zhang, Hongyu; Grossmann, Ignacio E.; Tomasgard, Asgeir - In: Computational management science 21 (2024) 1, pp. 1-24

Persistent link: https://www.econbiz.de/10014636804

Are reference measures of law-invariant functionals unique?

Liebrich, Felix-Benedikt - In: Insurance : mathematics and economics 118 (2024), pp. 129-141

Persistent link: https://www.econbiz.de/10015067038

A dynamic common resource model : stochastic shocks and consumption externalities

Watanabe, Riku - 2024

Persistent link: https://www.econbiz.de/10015069338

A performance analysis of stochastic processes and machine learning algorithms in stock market prediction

Bouasabah, Mohammed - In: Economies : open access journal 12 (2024) 8, pp. 1-12

In this study, we compare the performance of stochastic processes, namely, the Vasicek, Cox-Ingersoll-Ross (CIR), and … sector), and XLV (healthcare sector). The results showed that stochastic processes achieved remarkable prediction performance … lower. However, it is important to note that stochastic processes use the actual current index value to predict tomorrow …

Persistent link: https://www.econbiz.de/10015070753