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  • Search: subject:"sums of squares"
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Year of publication
Subject
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Theorie 7 Theory 7 Mathematical programming 6 Mathematische Optimierung 6 sums of squares 4 Contagion 2 EU countries 2 EU-Staaten 2 Emissions trading 2 Emissionshandel 2 European carbon market 2 Extreme value theory 2 Greenhouse gas emissions 2 Iterated cumulative sums of squares 2 REITs 2 Risikomaß 2 Risk measure 2 Semidefinite programming 2 Sums of squares relaxations 2 Treibhausgas-Emissionen 2 semidefinite programming 2 ARMA-EGARCH 1 ARMA-GARCH 1 Ansteckungseffekt 1 Ausreißer 1 Cauchy-Schwarz inequality 1 Contagion effect 1 Convex polynomial optimization 1 Decomposition method 1 Dekompositionsverfahren 1 Empirical mode decomposition 1 Estimation theory 1 Exponentially weighted moving average 1 Financial crisis 1 Finanzkrise 1 Geometric programming 1 Immobilienfonds 1 Inverse problem from generalized moments 1 Iterated Cumulative Sums of Squares 1 Lebesgue and Gaussian measures 1
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Online availability
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Undetermined 8 Free 2
Type of publication
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Article 13 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 9 Aufsatz in Zeitschrift 9 Aufsatz im Buch 1 Book section 1
Language
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English 10 Undetermined 4
Author
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Lasserre, Jean-Bernard 3 Chang, Guang-Di 2 Chen, Chia-Shih 2 Chevallier, Julien 2 Magron, Victor 2 Saunderson, James 2 Zhu, Bangzhu 2 Emin, Youssouf 1 Fawzi, Hamza 1 Ghasemi, M. 1 Gouveia, João 1 He, Kaijian 1 Henrion, Didier 1 Jeyakumar, Vaithilingam 1 Lasserre, J. 1 Lau, Sie-Hoe 1 Li, Guoyin 1 Liew, Venus Khim-Sen 1 Ling, Siew-Eng 1 Marshall, M. 1 Milnikova, Irina 1 Ngoc Hoang Anh Mai 1 Parrilo, Pablo A. 1 Pfeiffer, James 1 Phạm, T. S. 1 Shioshvili, Tamara 1 Wang, Ping 1 Wei, Yi-Ming 1 Xie, Rui 1 Ye, Shunxin 1
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
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Mathematics of operations research 4 Operations research letters 3 Computational Optimization and Applications 1 Decision making and risk/return optimization in financial economics 1 IBSU Scientific Journal 1 International Review of Economics & Finance 1 International journal of finance & economics : IJFE 1 International review of economics & finance : IREF 1 MPRA Paper 1
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Source
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ECONIS (ZBW) 10 RePEc 4
Showing 1 - 10 of 14
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Enriching the value-at-risk framework to ensemble empirical mode decomposition with an application to the European carbon market
Zhu, Bangzhu; Wang, Ping; Chevallier, Julien; Wei, Yi-Ming - In: International journal of finance & economics : IJFE 28 (2023) 3, pp. 2975-2988
Persistent link: https://www.econbiz.de/10014327636
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A convex form that is not a sum of squares
Saunderson, James - In: Mathematics of operations research 48 (2023) 1, pp. 569-582
Persistent link: https://www.econbiz.de/10014312572
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A sparse version of Reznick’s Positivstellensatz
Ngoc Hoang Anh Mai; Magron, Victor; Lasserre, Jean-Bernard - In: Mathematics of operations research 48 (2023) 2, pp. 812-833
Persistent link: https://www.econbiz.de/10014314916
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Semidefinite relaxations for Lebesgue and Gaussian measures of unions of basic semialgebraic sets
Lasserre, Jean-Bernard; Emin, Youssouf - In: Mathematics of operations research 44 (2019) 4, pp. 1477-1493
Persistent link: https://www.econbiz.de/10012128385
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Measuring the risk of European carbon market : an empirical mode decomposition-based value at risk approach
Zhu, Bangzhu; Ye, Shunxin; He, Kaijian; Chevallier, Julien - In: Decision making and risk/return optimization in …, (pp. 373-395). 2019
Persistent link: https://www.econbiz.de/10012135887
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Equivariant semidefinite lifts of regular polygons
Fawzi, Hamza; Saunderson, James; Parrilo, Pablo A. - In: Mathematics of operations research 42 (2017) 2, pp. 472-494
Persistent link: https://www.econbiz.de/10011684453
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Quantitative Methods for Teaching Review
Milnikova, Irina; Shioshvili, Tamara - In: IBSU Scientific Journal 5 (2011) 2, pp. 93-102
A new method of quantitative evaluation of teaching processes is elaborated. On the base of scores data, the method permits to evaluate efficiency of teaching within one group of students and comparative teaching efficiency in two or more groups. As basic characteristics of teaching efficiency...
Persistent link: https://www.econbiz.de/10010555581
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Lower bounds on the global minimum of a polynomial
Ghasemi, M.; Lasserre, J.; Marshall, M. - In: Computational Optimization and Applications 57 (2014) 2, pp. 387-402
We extend the method of Ghasemi and Marshall (SIAM J. Optim. 22(2):460–473, <CitationRef CitationID="CR1">2012</CitationRef>), to obtain a lower bound f <Subscript>gp,M </Subscript> for a multivariate polynomial <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$f(\mathbf{x}) \in\mathbb{R}[\mathbf {x}]$</EquationSource> </InlineEquation> of degree ≤2d in n variables <Emphasis Type="Bold">x=(x <Subscript>1</Subscript>,…,x <Subscript> n </Subscript>) on the closed ball <InlineEquation ID="IEq2"> <EquationSource Format="TEX">$\{ \mathbf{x} \in\mathbb{R}^{n} :...</equationsource></inlineequation></subscript></subscript></emphasis></equationsource></inlineequation></subscript></citationref>
Persistent link: https://www.econbiz.de/10010998331
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Evidence of contagion in global REITs investment
Chang, Guang-Di; Chen, Chia-Shih - In: International Review of Economics & Finance 31 (2014) C, pp. 148-158
iterated cumulative sums of squares to test the timing of market panics, we find significant evidence of contagion in global …
Persistent link: https://www.econbiz.de/10010753284
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Convergence of the Lasserre hierarchy of SDP relaxations for convex polynomial programs without compactness
Jeyakumar, Vaithilingam; Phạm, T. S.; Li, Guoyin - In: Operations research letters 42 (2014) 1, pp. 34-40
Persistent link: https://www.econbiz.de/10010259257
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