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Efficiency-stability trade-off in financial systems: a multi-objective optimization approach

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Computation of systemic risk measures : a mixed-integer programming approach

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Inverse problem and concentration method of a continuous-in-time financial model

Chakkour, Tarik; Frénod, Emmanuel - In: International journal of financial engineering 3 (2016) 2, pp. 1-20

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Application of Xgboost Algorithm in the Optimization of Pollutant Concentration

Li, Jiangtao; An, Xingqin; Li, Qingyong; Wang, Chao; … - 2022

Shap value theory showed that the time series and periodic features, aerosol ion concentration of Sodium (NAAJ) and Nitrate …

Persistent link: https://www.econbiz.de/10013301205

Statistik, Ökonometrie, Optimierung : Methoden und ihre praktische Anwendung in Finanzanalyse und Portfoliomanagement

Poddig, Thorsten; Dichtl, Hubert; Petersmeier, Kerstin - 2000

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Computing equilibria in the general equilibrium model with incomplete asset markets

Schmedders, Karl - In: Journal of economic dynamics & control 22 (1998) 8, pp. 1375-1401

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Statistik, Ökonometrie, Optimierung : Methoden und ihre praktische Anwendung in Finanzanalyse und Portfoliomanagement

Poddig, Thorsten; Dichtl, Hubert; Petersmeier, Kerstin - 2003 - 3., erweiterte Auflage

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Financial networks : statics and dynamics; with 10 tables/ Anna Nagurney; Stavros Siokos

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Stochastic dominance, efficiency and separation in financial markets

Bawa, Vijay S.; Goroff, Daniel L. - In: Journal of economic theory 30 (1983) 2, pp. 410-414

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A quasilinear parabolic equation with quadratic growth of the gradient modeling incomplete financial markets

Düring, Bertram (contributor); Jüngel, Ansgar (contributor) - 2004

We consider a quasilinear parabolic equation with quadratic gradient terms. It arises in the modelling of an optimal portfolio which maximizes the expected utility from terminal wealth in incomplete markets consisting of risky assets and non-tradable state variables. The existence of solutions...

Persistent link: https://www.econbiz.de/10002527946