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Optimierung : eine Einführung...
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Particle Swarm Optimization with non-smooth penalty reformulation for a complex portfolio selection problem
Corazza, Marco
;
Fasano, Giovanni
;
Gusso, Riccardo
-
2011
-
First draft
Persistent link: https://www.econbiz.de/10011628275
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2
PAMS.py : a GAMS-like modeling system based on Python and SAGE
Roson, Roberto
-
2016
Persistent link: https://www.econbiz.de/10011628899
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3
Dynamic tracking error with shortfall control using stochastic programming
Barro, Diana
;
Canestrelli, Elio
-
2012
Persistent link: https://www.econbiz.de/10011629033
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4
Stochastic optimisation for allocation problem with shortfall risk constraints
Billio, Monica
(
contributor
);
Casarin, Roberto
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003376740
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5
Novel multilayer stacking framework with weighted ensemble approach for multiclass credit scoring problem application
Stelmach, Marek
;
Chlebus, Marcin
-
2020
Persistent link: https://www.econbiz.de/10012322114
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6
Applying hybrid ARIMA-SGARCH in algorithmic investment strategies on S&P 500 Index
Nguyen Vo
;
Ślepaczuk, Robert
-
2021
Persistent link: https://www.econbiz.de/10012816706
Saved in:
7
Mean absolute directional loss as a new loss function for machine learning problems in algorithmic investment strategies
Michańków, Jakub
;
Sakowski, Paweł
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014448222
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8
Ensembled LSTM with walk forward optimization in algorithmic trading
Chojnacki, Karol
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014308890
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