Similar Search Results

Extreme events, discounting and stochastic optimization

Ermolʹev, Jurij M.; Ermol'eva, Tatiana Y.; Fischer, … - 2010

Persistent link: https://www.econbiz.de/10003983872

Mean-variance portfolio selection in a jump-diffusion financial market with common shock dependence

Tian, Yingxu; Sun, Zhongyang - In: Journal of risk and financial management : JRFM 11 (2018) 2, pp. 1-12

processes are correlated by a common shock. A general mean-variance optimization problem is investigated, that is, besides the …

Persistent link: https://www.econbiz.de/10011857001

Optimal dividend policy with random interest rates

Akyildirim, Erdinç; Güney, Ethem; Rochet, Jean-Charles; … - 2013

Persistent link: https://www.econbiz.de/10009750651

Zur Finanzierung der deutschen Einigung : eine Optimal-Control-Analyse mit dem RWI-Konjunkturmodel

Heilemann, Ullrich; Barabas, György - In: Zeitschrift für Wirtschafts- und Sozialwissenschaften … 119 (1999) 3, pp. 373-398

Persistent link: https://www.econbiz.de/10001453265

Lasso-Type and Heuristic Strategies in Model Selection and Forecasting

Savin, Ivan - 2012

leading business cycle indicators in Russia and Germany …

Persistent link: https://www.econbiz.de/10013099334

Lasso-type and heuristic strategies in model selection and forecasting

Savin, Ivan; Winker, Peter - 2012

leading business cycle indicators in Russia and Germany. -- adaptive lasso ; elastic net ; forecasting ; genetic algorithms …

Persistent link: https://www.econbiz.de/10009630302

Zur Finanzierung der deutschen Einigung : eine optimal control-Analyse mit dem RWI- Konjunkturmodell

Heilemann, Ullrich - 1996

Persistent link: https://www.econbiz.de/10013396712

Stochastic Programming Methods and Technical Applications : Proceedings of the 3rd GAMM/IFIP-Workshop on “Stochastic Optimization: Numerical Methods and Technical Applications” hel...

Marti, Kurt - 1998

Optimization problems arising in practice usually contain several random parameters. Hence, in order to obtain optimal solutions being robust with respect to random parameter variations, the mostly available statistical information about the random parameters should be considered already at the...

Persistent link: https://www.econbiz.de/10013519507

Two-stage stochastic, large-scale optimization of a decentralized energy system : a case study focusing on solar PV, heat pumps and storage in a residential quarter

Schwarz, Hannes; Bertsch, Valentin; Fichtner, Wolf - In: OR spectrum : quantitative approaches in management 40 (2018) 1, pp. 265-310

Persistent link: https://www.econbiz.de/10011868877

Stochastic dynamic properties of linear econometric models

Wolters, Jürgen - 1980

Persistent link: https://www.econbiz.de/10000068373