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Classic Kriging versus Kriging with bootstrapping or bonditional simulation : classic Kriging's robust confidence intervals and optimization
Mehdad, Ehsan; Kleijnen, Jack P. C. - 2014 - Revised version of CentER DP 2013-038
Persistent link: https://www.econbiz.de/10011285515
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Classic Kriging versus Kriging wiht bootstrapping of conditional simulation : classic Kriging's robust confidence intervals and optimization
Mehdad, Ehsan; Kleijnen, Jack P. C. - In: Journal of the Operational Research Society : OR 66 (2015) 11, pp. 1804-1814
Persistent link: https://www.econbiz.de/10011418448
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Portfolio choice algorithms, including exact stochastic dominance
Vinod, Hrishikesh D. - In: Journal of financial stability 70 (2024), pp. 1-14
Persistent link: https://www.econbiz.de/10014490457
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DEA model considering outputs with stochastic noise and a heavy-tailed (stable) distribution
Naseri, Hassan; Najafi, S. Esmaeil; Saghaei, Abbas - In: INFOR : information systems and operational research 58 (2020) 1, pp. 87-108
Persistent link: https://www.econbiz.de/10012204213
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Software for data-based stochastic programming using bootstrap estimation
Chen, Xiaotie; Woodruff, David L. - In: INFORMS journal on computing : JOC ; charting new … 35 (2023) 6, pp. 1218-1224
Persistent link: https://www.econbiz.de/10014471460
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Simulation-based robust and adaptive optimization method for heteroscedastic transportation problems
Gu, Ziyuan; Li, Yifan; Saberi, Meead; Liu, Zhiyuan - In: Transportation science 58 (2024) 4, pp. 860-875
Persistent link: https://www.econbiz.de/10014636747
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On the choice of a genetic algorithm for estimating GARCH models
Rizzo, Manuel; Battaglia, Francesco - In: Computational economics 48 (2016) 3, pp. 473-485
Persistent link: https://www.econbiz.de/10011712524
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Conditional heteroscedasticity models with time-varying parameters : estimation and asymptotics
Pourkhanali, Armin; Keith, Jonathan; Zhang, Xibin - 2020
Persistent link: https://www.econbiz.de/10012697180
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A perturbation method to optimize the parameters of autoregressive conditional heteroscedasticity model
Feng, Xuejie; Zhang, Chiping - In: Computational economics 55 (2020) 3, pp. 1021-1044
Persistent link: https://www.econbiz.de/10012223692
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Bootstrap LR tests of sign and amplitude asymmetry
Coakley, Jerry; Fuertes, Ana María - 2000
Persistent link: https://www.econbiz.de/10001488117