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A new general-purpose method for the computation of the interval availability distribution
Carrasco, Juan A. - In: INFORMS journal on computing : JOC 25 (2013) 4, pp. 774-791
Persistent link: https://www.econbiz.de/10010203575
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C-NORTA : a rejection procedure for sampling from the tail of bivariate NORTA distributions
Ghosh, Soumyadip; Pasupathy, Raghu - In: INFORMS journal on computing : JOC 24 (2012) 2, pp. 295-310
Persistent link: https://www.econbiz.de/10009551751
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Near-linear time local polynomial nonparametric estimation with box kernels
Wang, Yining; Wu, Yi; Du, Simon S. - In: INFORMS journal on computing : JOC 33 (2021) 4, pp. 1339-1353
Persistent link: https://www.econbiz.de/10012796860
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Portfolio optimization with nonparametric value at risk : a block coordinate descent method
Cui, Xueting; Sun, Xiaoling; Zhu, Shushang; Jiang, Rujun; … - In: INFORMS journal on computing : JOC 30 (2018) 3, pp. 454-471
Persistent link: https://www.econbiz.de/10011948064
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Scenario generation for single-period portfolio selection problems with tail risk measures : coping with high dimensions and integer variables
Fairbrother, Jamie; Turner, Amanda; Wallace, Stein W. - In: INFORMS journal on computing : JOC 30 (2018) 3, pp. 472-491
Persistent link: https://www.econbiz.de/10011948065
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Safe approximations of ambiguous chance constraints using historical data
Yanıkoğlu, İhsan; Hertog, Dirk den - In: INFORMS journal on computing : JOC 25 (2013) 4, pp. 666-681
Persistent link: https://www.econbiz.de/10010203615
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Complexity and approximation results for the balance optimization subset selection model for causal inference in observational studies
Sauppe, Jason J.; Jacobson, Sheldon H.; Sewell, Edward C. - In: INFORMS journal on computing : JOC 26 (2014) 3, pp. 547-566
Persistent link: https://www.econbiz.de/10010399743
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Regression models augmented with direct stochastic gradient estimators
Fu, Michael; Qu, Huashuai - In: INFORMS journal on computing : JOC 26 (2014) 3, pp. 484-499
Persistent link: https://www.econbiz.de/10010399808
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Roundoff-error-free algorithms for solving linear systems via Cholesky and LU factorizations
Escobedo, Adolfo R.; Moreno-Centeno, Erick - In: INFORMS journal on computing : JOC 27 (2015) 4, pp. 677-689
Persistent link: https://www.econbiz.de/10011422662
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Algorithms for generalized clusterwise linear regression
Park, Young Woong; Jiang, Yan; Klabjan, Diego; … - In: INFORMS journal on computing : JOC 29 (2017) 2, pp. 301-317
Persistent link: https://www.econbiz.de/10011691196