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Parallel scenario decomposition of risk-averse 0-1 stochastic programs

Deng, Yan; Ahmed, Shabbir; Shen, Siqian - In: INFORMS journal on computing : JOC 30 (2018) 1, pp. 90-105

Persistent link: https://www.econbiz.de/10011848149

A nested cross decomposition algorithm for power system capacity expansion with multiscale uncertainties

Huang, Zhouchun; Zheng, Qipeng P.; Liu, Andrew L. - In: INFORMS journal on computing : JOC ; charting new … 34 (2022) 4, pp. 1919-1939

Persistent link: https://www.econbiz.de/10013362504

A data-driven explainable case-based reasoning approach for financial risk detection

Li, Wei; Paraschiv, Florentina; Sermpinis, Georgios - 2021

The rapid development of artificial intelligence methods contributes to their wide applications for forecasting various financial risks in recent years. This study introduces a novel explainable case-based reasoning (CBR) approach without a requirement of rich expertise in financial risk....

Persistent link: https://www.econbiz.de/10012584957

Models and muddles : comment on "Calibration of agricultural risk programming models using positive mathematical programming"

Petsakos, Athanasios; Rozakis, Stelios - In: The Australian journal of agricultural and resource … 66 (2022) 3, pp. 713-728

Persistent link: https://www.econbiz.de/10013329789

Triple-objective models for portfolio optimisation with symmetric and percentile risk measures

Sawik, Bartosz - In: International journal of logistics systems and management 25 (2016) 1, pp. 96-107

Persistent link: https://www.econbiz.de/10011647331

Approaches for performing uncertainty analysis in large-scale energy/economic policy models

Kann, Antje; Weyant, John P. - In: Environmental modeling & assessment 5 (2000) 1, pp. 29-46

Persistent link: https://www.econbiz.de/10001451537

Solutions for some dynamic problems with uncertainty aversion

Ozaki, Hiroyuki; Streufert, Peter Alfred - 1999

Persistent link: https://www.econbiz.de/10001455846

Using genetic algorithms to find technical trading rules : a comment on risk adjustment

Neely, Christopher J. - 1999

Persistent link: https://www.econbiz.de/10001426878

A portfolio problem with uncertainty

Mocholí, Manuel; Sala, Ramón; Sanchis, Vicente - In: Financial modelling : with 74 tables : [a selection of …, (pp. 279-289). 2000

Persistent link: https://www.econbiz.de/10001485016

Matematyczne modele optymalnych planów gospodarczych w warunkach niepewności : (ryzyka)

Kaczyński, Henryk - 1988 - Wydanie I

Persistent link: https://www.econbiz.de/10000822125

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