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A unit root test with Markov switching deterministic components : a special emphasis on nonlinear optimization algorithms
Omay, Tolga; Corakci, Aysegul - In: Computational economics 64 (2024) 3, pp. 1837-1856
Persistent link: https://www.econbiz.de/10015143959
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On factorial HMMs for time series in finance
Saidane, Mohamed; Lavergne, Christian - In: The Kyoto economic review 75 (2006) 1, pp. 63-90
Persistent link: https://www.econbiz.de/10003475184
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Parallel optimization of sparse portfolios with AR-HMMs
Sipos, I. Róbert; Ceffer, Attila; Levendovszky, János - In: Computational economics 49 (2017) 4, pp. 563-578
Persistent link: https://www.econbiz.de/10011762135
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A pontryaghin maximum principle approach for the optimization of dividends/consumption of spectrally negative Markov processes, until a generalized draw-down time
Avram, Florin; Goreac, Dan - In: Scandinavian actuarial journal 2019 (2019) 9, pp. 799-823
Persistent link: https://www.econbiz.de/10012194999
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Portfolio optimisation under flexible dynamic dependence modelling
Bernardi, Mauro; Catania, Leopoldo - In: Journal of empirical finance 48 (2018), pp. 1-18
Persistent link: https://www.econbiz.de/10012109219
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Technical note: cyclic variables and Markov decision processes
Haviv, Avery - In: Operations research 68 (2020) 4, pp. 1231-1237
Persistent link: https://www.econbiz.de/10012288435
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Optimal power flow with renewable energy resources using static VAR compensator and grey wolf optimisation
Rambabu, M.; Kumar, G. V. Nagesh; Sobhan, Polamraju V. S. - In: International journal of intelligent enterprise 9 (2022) 3, pp. 357-369
Persistent link: https://www.econbiz.de/10014320125
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The devil is in the detail : hints for practical optimisation
Christensen, T. M; Hurn, Stan; Lindsay, Kenneth A. - In: Economic analysis and policy 38 (2008) 2, pp. 345-368
Persistent link: https://www.econbiz.de/10003974342
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The discrete moment problem with fractional moments
Ninh, Anh; Prékopa, András - In: Operations research letters 41 (2013) 6, pp. 715-718
Persistent link: https://www.econbiz.de/10010236024
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The devil is in the detail : hints for practical optimisation ; a comment
McCullough, Bruce D. - In: Economic analysis and policy 39 (2009) 1, pp. 155-157
Persistent link: https://www.econbiz.de/10003859446