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A box decomposition algorithm to compute the hypervolume indicator
Lacour, Renaud; Klamroth, Kathrin; Fonseca, Carlos M. da - In: Computers & operations research : and their … 79 (2017), pp. 347-360
Persistent link: https://www.econbiz.de/10011673551
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Enhanced index tracking with CVaR-based ratio measures
Guastaroba, Gianfranco; Mansini, Renata; Ogryczak, … - In: Stochastic optimization: theory and applications, (pp. 883-931). 2020
Persistent link: https://www.econbiz.de/10012290853
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Risk measure index tracking model
Sant'Anna, Leonardo Riegel; Righi, Marcelo Brutti; … - In: International review of economics & finance : IREF 80 (2022), pp. 361-383
Persistent link: https://www.econbiz.de/10013342032
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Auk : A Simple Alternative to the Auc
Kaymak, U. - 2010
The area under Receiver Operating Characteristic (ROC) curve, also known as the AUC-index, is commonly used for ranking … proposed AUK-index compensates for the above basic flaw of the AUC by being sensitive to the class distribution. Therefore it …
Persistent link: https://www.econbiz.de/10013142556
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AUK : a simple alternative to the AUC
Kaymak, Uzay (contributor); Ben-David, Arie (contributor);  … - 2010
Persistent link: https://www.econbiz.de/10008665039
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Production frontiers and productive efficiency : an introduction and readers ́ guide
Lovell, C. A. Knox - 1991
Persistent link: https://www.econbiz.de/10001374533
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On measurability in stochastic programming
Eberl, Walther - 1985
Persistent link: https://www.econbiz.de/10001325529
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A numerical comparison of self scaling variable metric algorithms
Hoek, G. van der; Dijkshoorn, M. W. - 1979
Persistent link: https://www.econbiz.de/10001562654
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Optimization of measurement schedules and sensor designs for linear dynamic systems
Mehra, Raman K. - 1976
Persistent link: https://www.econbiz.de/10002439763
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Risikomaße und Akzeptanzmengen im Licht der Vektoroptimierung
Winkler, Kristin - In: Entscheidungstheorie und -praxis in industrieller …, (pp. 87-100). 2004
Persistent link: https://www.econbiz.de/10002131328