Similar Search Results

Superquantile regression with applications to buffered reliability, uncertainty quantification, and conditional value-at-risk

Rockafellar, Ralph Tyrrell; Royst, Johannes O.; … - In: European journal of operational research : EJOR 234 (2014) 1, pp. 140-154

Persistent link: https://www.econbiz.de/10010247347

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

Simulation optimization through regression or Krigin metamodels

Kleijnen, Jack P. C. - 2017

Persistent link: https://www.econbiz.de/10011659473

A stochastic EM algorithm for quantile and censored quantile regression models

Yang, Fengkai - In: Computational economics 52 (2018) 2, pp. 555-582

Persistent link: https://www.econbiz.de/10012053005

Estimating stochastic production frontiers : a one-stage multivariate semiparametric Bayesian concave regression method

Preciado Arreola, José Luis; Johnson, Andrew L.; Chen, … - In: European journal of operational research : EJOR 287 (2020) 2, pp. 699-711

Persistent link: https://www.econbiz.de/10012293942

Neural networks for partially linear quantile regression

Zhong, Qixian; Wang, Jane-Ling - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 2, pp. 603-614

Persistent link: https://www.econbiz.de/10015053431

Solving linear rational expectations models with predictable structural changes

Cagliarini, Adam; Kulish, Mariano - In: The review of economics and statistics 95 (2013) 1, pp. 328-336

Persistent link: https://www.econbiz.de/10009732081

Solving linear rational expectations models with predictable structural changes

Cagliarini, Adam; Kulish, Mariano - 2008

Persistent link: https://www.econbiz.de/10003798283

A stochastic optimization approach to shift scheduling with breaks adjustments

Hur, Youngbum; Bard, Jonathan F.; Frey, Markus; … - In: Computers & operations research : and their … 107 (2019), pp. 127-139

Persistent link: https://www.econbiz.de/10012014760

Value Function Approximation or Stopping Time Approximation : A Comparison of Two Recent Numerical Methods for American Option Pricing using Simulation and Regression

Stentoft, Lars - 2012

In Longstaff and Schwartz (2001) a method for American option pricing using simulation and regression is suggested, and since then the method has rapidly gained importance. However, the idea of using regression and simulation for American option pricing was used at least as early as in Carriere...

Persistent link: https://www.econbiz.de/10014212073