Showing 1 - 10 of 14,120
Persistent link: https://www.econbiz.de/10010344112
Persistent link: https://www.econbiz.de/10011641513
Persistent link: https://www.econbiz.de/10014380945
Persistent link: https://www.econbiz.de/10012622293
We consider the basic problem of refi tting a time series over a finite period of time and formulate it as a stochastic dynamic program. By changing the underlying Markov decision process we are able to obtain a model that at optimality considers historical data as well as forecasts of future...
Persistent link: https://www.econbiz.de/10012894079
Persistent link: https://www.econbiz.de/10015143959
Persistent link: https://www.econbiz.de/10013262417
Persistent link: https://www.econbiz.de/10010233196
Persistent link: https://www.econbiz.de/10003670646
Persistent link: https://www.econbiz.de/10012495341