Search Results - subject_exact:"Robust optimization"

Robust portfolio selection under model ambiguity using deep learning

Miri, Sadegh; Salavati, Erfan; Shamsi, Mostafa - 2025

In this study, we address the ambiguity in portfolio optimization, particularly focusing on the uncertainty related to the statistical parameters governing asset returns. We propose a novel method that combines robust optimization with artificial neural networks (ANNs). Our approach effectively...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015338300

Optimizing ultra-fast delivery networks and service guarantees under uncertainty

Wang, Xin; Arslan, Okan; Cordeau, Jean-François; … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015416984

Robust dynamic games played over event trees

Parilina, Elena; Zaccour, Georges - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015458511

Capacity management of forwarder with multiple carriers under uncertain flight travel time and stochastic shipment demand

Kannapha Amaruchkul - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015458959

Improving the security of united states elections with robust optimization

Crimmins, Braden L.; Halderman, J. Alex; Sturt, Bradley - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015445270

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Improving the Security of United States Elections with Robust Optimization

Crimmins, Braden; Halderman, J. Alex; Sturt, Bradley - 2023

Book / Working Paper

Robust Hedging GANs : towards automated robustification of hedging strategies

Limmer, Yannick; Horvath, Blanka - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015415723

Diversification effects of ESG penalties in sustainable mean–variance portfolios

Müller, Lukas - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015670403

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Diversification effects of ESG penalties in sustainable mean–variance portfolios

Müller, Lukas - 2026

Article

A robust approach to tilting : parametric relative entropy

Montes-Galdón, Carlos; Paredes, Joan; Wolf, Elias - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015610425

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A robust approach to tilting : parametric relative entropy

Montes-Galdón, Carlos; Paredes, Joan; Wolf, Elias - 2026

Book / Working Paper

Machine learning-enriched distributionally robust optimization and hybrid decomposition to joint optimization of transportation hub network design and pricing

Shekarabi, Ashkan Hosseini; Kiani Mavi, Reza; Macau, … - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015553007

Robust trust

Dworczak, Piotr; Smolin, Alex - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015605614

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Robust trust

Dworczak, Piotr; Smolin, Alex - 2026

Book / Working Paper

Robust functional principal component analysis for detecting anomalous behaviors in electricity markets

Bernardi, Mara Sabina; Cerasa, Andrea; Grossi, Luigi; … - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015627091

Robust frontier and efficiency analysis with frontiles

Daouia, Abdelaati; Laurent, Thibault - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015637924

Double-edged sword of diversification : commodities and African equity indices in robust vs. optimal portfolio strategies

Kitenge, Anaclet K.; Muteba Mwamba, John; Mba, Jules C. - 2026

This study empirically investigates a central tension in quantitative finance: the divergence between theoretically optimal and robust portfolio construction under real-world estimation uncertainty. Using a dynamic, time-varying optimization framework, we compare the performance of three...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015640563

Barron-Loss adaptive estimation

Punder, Ramon de; Dijkstra, Mathijs R. G.; Diks, Cees G. H. - 2026

The score-driven framework relies on pre-specified scoring rules tied to assumed conditional densities, making it vulnerable to misspecification under outliers or structural breaks. We embed the flexible Barron loss within the quasi score-driven (QSD) framework, allowing the degree of robustness...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015644884

An accuracy-level method for robust evaluation in predictive analytics

Agustini, Mety; Fithriasari, Kartika; Prastyo, Dedy Dwi - 2026

Evaluation metrics are essential in selecting the most appropriate predictive model. Conventional metrics such as R-squared, root mean squared error (RMSE), and mean absolute percentage error (MAPE) rely on arithmetic averages, making them sensitive to outliers, undefined values, and scale...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015652207

Evaluating ESG effects on firm's technical efficiency with robust nonparametric frontiers : insights from Asia

Arsenopoulou, Maria; Nerantzidis, Michail; Lazarides, … - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015482807

ROBIST : robust optimization by iterative scenario sampling and statistical testing

Starreveld, Justin; Jin, Guanyu; Hertog, Dirk den; … - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015534326

Mitigating choice model ambiguity : a consensus framework and its application to assortment optimization

Attila, Öykü Naz; Jena, Sanjay Dominik; Rei, Walter - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015543024

A Robust Optimization Approach to Flow Decomposition

Stinzendörfer, Moritz; Schiewe, Philine; Oliveira, Fabricio - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015670601

Robustly non-harmful information for biased learners

Kornemann, Malte - 2026

I examine when robustly beneficial information can be provided to a receiver who also learns from misspecified background sources that are outside the provider's control. In contrast to information provision for rational receivers, any source can be harmful under certain misspecifications of...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015654931

Partially conditional average treatment effect on treated for difference-in-differences

Yang, Jiale; Cai, Zongwu; Zhong, Qixian - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015673589

Distributionally robust extended Kalman filtering for lithiumion battery state-of-charge estimation

Fisher, D.; Sheshyekani, K.; Lesage-Landry, A. - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015675671

The value of flexibility in robust supply chain network design

Ahmadi Digehsara, Amin; Ardestani-Jaafari, Amir; … - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015556221

Robust data-driven design of a smart cardiac arrest response system

Liu, Weiliang; Sun, Qiuzhuang; Tang, Loon Ching; Ye, … - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015556224

Whence LASSO? A Rational Interpretation

Chen, Wen; Hu, Bo; Yang, Liyan - 2023

This paper rationalizes the LASSO algorithm based on uncertain fat-tail priors and max-min robust optimization. Our rationalization excludes heuristic learning or restrictive prior assumptions in the original interpretation of LASSO (Tibshirani (1996)). In our setting, economic agents...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014235781

Additive valuations of streams of payoffs that satisfy the time value of money principle : a characterization and robust optimization

Neyman, Abraham - 2023

This paper characterizes those preferences over bounded infinite utility streams that satisfy the time value of money principle and an additivity property, and the subset of these preferences that, in addition, are either impatient or patient. Based on this characterization, the paper introduces...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014245421

A hierarchical supply chain model for the sugar-alcohol energy sector with robust optimization analysis

Paiva, Rafael P.; Rocco, Cleber D.; Morabito, Reinaldo - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014258965

Portfolio return maximization using robust optimization and directional changes

Almeida, Rui Jorge; Bastürk, Nalan; Rodrigues, Paulo … - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014448097

Comparison of different approaches to multistage lot sizing with uncertain demand

Bindewald, Viktor; Dunke, Fabian; Nickel, Stefan - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014328096

Optimal robust inventory management with volume flexibility : matching capacity and demand with the lookahead peak-shaving policy

Gijsbrechts, Joren; Imdahl, Christina; Boute, Robert N.; … - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014430744

A variable neighborhood search for the robust capacitated p-median problem

Campos, Rafael; Chagas, Guilherme O.; Coelho, Leandro C.; … - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014364501

Robust condition-based production and maintenance planning for degradation management

Sun, Qiuzhuang; Chen, Piao; Wang, Xin; Ye, Zhi-Sheng - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014441437

Information retrieval under network uncertainty : robust internet ranking

Timonina-Farkas, Anna; Seifert, Ralf W. - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014445043

Optimal experimental design: from design point to design region

Bubel, Martin; Seufert, Philipp; Karpov, Gleb; … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015436200

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Optimal experimental design: from design point to design region

Bubel, Martin; Seufert, Philipp; Karpov, Gleb; … - 2025

Article

Integrated pallet retrieval and processing in warehouses under uncertainty

Buckow, Jan-Niklas; Goerigk, Marc; Knust, Sigrid - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015485930

Classifying Swiss geothermal policies with the Group Robust FlowSort method incorporating imprecise inputs and robustness concerns

Huang, River; Kadziński, Miłosz; Siskos, Eleftherios; … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015617048

Robust ordinal regression for subsets comparisons with interactions

Gilbert, Hugo; Ouaguenouni, Mohamed; Öztürk, Meltem; … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015085164

A robust infinite-horizon optimal control approach to climate economics

Babonneau, Frédéric; Haurie, Alain; Vielle, Marc - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015549177

Valid heteroskedasticity robust testing

Pötscher, Benedikt M.; Preinerstorfer, David - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015374599

Data-driven prediction of relevant scenarios for robust combinatorial optimization

Goerigk, Marc; Kurtz, Jannis - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015330169

Robust solutions via optimisation and predictive process monitoring for the scheduling of the interventional radiology procedures

Di Cunzolo, Matteo; Ronzani, Massimiliano; Aringhieri, … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015338346

General Polyhedral Approximation of two-stage robust linear programming for budgeted uncertainty

Grunau, Lukas; Niemann, Tim; Stiller, Sebastian - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015338565

A robustness reproduction of Cox et al. (2023)

Siepe, Björn S.; Kloft, Matthias; Aktepe, Semih C.; … - 2025

Cox et al. (2023) investigated the acoustic features of infant-directed speech. They used Bayesian meta-analyses to investigate five acoustic features with data from 88 studies. In the present robustness reproduction, we first check if the reported results are reproducible based on the data and...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015188787

Double robust inference for continuous updating GMM

Kleibergen, Frank; Zhan, Zhaoguo - 2025

We propose the double robust Lagrange multiplier (DRLM) statistic for testing hypotheses specified on the minimizer of the population continuous updating objective function. The (bounding) χ2 limiting distribution of the DRLM statistic is robust to both misspecification and weak identification,...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015190343

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Double robust inference for continuous updating GMM

Kleibergen, Frank - 2021

Book / Working Paper

Norm constrained empirical portfolio optimization with stochastic dominance : robust optimization non-asymptotics

Arvanitis, Stelios - 2025

The present note provides an initial theoretical explanation of the way norm regularizations may provide a means of controlling the non-asymptotic probability of False Dominance classification for empirically optimal portfolios satisfying empirical Stochastic Dominance restrictions in an iid...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015615143

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Norm constrained empirical portfolio optimization with stochastic dominance : robust optimization non-asymptotics

Arvanitis, Stelios - 2025

Book / Working Paper

Robust inference in instrumental variable models

Klooster, Jens - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015199696

Outer approximation for generalized convex mixed-integer nonlinear robust optimization problems

Kuchlbauer, Martina - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015358978

Robust parameter design for constrained randomization lifetime improvement experiments

Lv, Shanshan; Zhao, Yichen; Li, Sen; Wang, Guodong; … - 2025

Several process parameters affect product reliability. Traditional reliability improvement methods primarily focus on maximizing product lifetime, often overlooking the variation in product lifetime. Manufacturers, however, aim to produce products with minimal variations in their performance....

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015361722

An integrated multi-product biodiesel and bioethanol supply chain model with torrefaction under uncertainty

Salamian, Farima; Rabbani, Masoud; Paksaz, Amirmohammad - 2025

This study presents an integrated supply chain network model for biodiesel and bioethanol production, incorporating torrefaction under uncertain conditions related to the establishment of new facilities. The proposed mixed-integer linear programming model aims to minimize the total cost of the...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015325134

A distributionally robust optimization strategy for virtual bidding in two-settlement electricity markets

Audet, Xavier; Qako, Kliti; Lesage-Landry, Antoine - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015386862