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~isPartOf:"Computational economics"
~subject:"Mathematische Optimierung"
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Mathematische Optimierung
Theorie
532
Theory
532
Time series analysis
110
Zeitreihenanalyse
110
Portfolio selection
108
Portfolio-Management
108
Estimation theory
107
Forecasting model
107
Prognoseverfahren
107
Schätztheorie
107
Stochastic process
103
Stochastischer Prozess
103
Option pricing theory
102
Optionspreistheorie
102
Mathematical programming
93
Volatility
87
Volatilität
87
Agent-based modeling
85
Agentenbasierte Modellierung
85
Simulation
80
Estimation
57
Monte Carlo simulation
57
Monte-Carlo-Simulation
57
Schätzung
55
Game theory
53
Spieltheorie
53
Neural networks
46
Neuronale Netze
46
State space model
45
Zustandsraummodell
45
Börsenkurs
44
Share price
44
Learning process
40
Lernprozess
40
Markov chain
40
Markov-Kette
40
Statistical distribution
38
Statistische Verteilung
38
Stock market
36
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Undetermined
62
Free
9
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Article
92
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1
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Article in journal
93
Aufsatz in Zeitschrift
93
Aufsatzsammlung
1
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English
93
Author
All
Amman, Hans M.
3
Blueschke, D.
3
Blueschke-Nikolaeva, V.
3
Alkemade, Floortje
2
Bayón, L.
2
García-Rubio, Raquel
2
Halkos, George E.
2
LaPoutré, Han
2
Neck, Reinhard
2
Schinas, C. J.
2
Toloo, Mehdi
2
Tucci, Marco Paolo
2
Vezeris, D. Th.
2
Ahmadian, D.
1
Alexakis, Christos A.
1
Alves, Maria João
1
Arapakis, Karolos
1
Barat, Mona
1
Battaglia, Francesco
1
Berger, Thomas
1
Best, Michael J.
1
Bizergianidou, V. A.
1
Blueschke, Dmitri
1
Borges, C. C. H.
1
Bouzianis, G.
1
Brandt-Pollmann, Ulrich
1
Brorsen, B. Wade
1
Cai, Yongyang
1
Camcı, A.
1
Cao, Xinwei
1
Carrano, Eduardo G.
1
Ceffer, Attila
1
Cerda, José
1
Chang, Wonjun
1
Chavanasporn, Walailuck
1
Chen, Chi Ming
1
Chen, Yingzi
1
Chen, Yuanyuan
1
Cheng, Hsiu-tzu
1
Chipeniuk, Karsten O.
1
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Published in...
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Computational economics
European journal of operational research : EJOR
2,061
Computers & operations research : and their applications to problems of world concern ; an international journal
1,223
Operations research letters
602
International journal of production research
547
Mathematics of operations research
373
Operations research
369
INFORMS journal on computing : JOC
362
International journal of production economics
213
Mathematical methods of operations research
212
Omega : the international journal of management science
191
Opsearch : journal of the Operational Research Society of India
185
Transportation research / E : an international journal
179
Top : an official journal of the Spanish Society of Statistics and Operations Research
177
Journal of the Operational Research Society : OR
174
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
162
Management science : journal of the Institute for Operations Research and the Management Sciences
160
Operational research : an international journal
157
RAIRO / Operations research
152
Journal of the Operational Research Society
139
Discussion paper / Center for Economic Research, Tilburg University
131
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
130
OR spectrum : quantitative approaches in management
128
International transactions in operational research : ITOR ; a journal of the International Federation of Operational Research Societies (IFORS)
127
Annals of operations research
126
Journal of global optimization : an international journal dealing with theoretical and computational aspects of seeking global optima and their applications in science, management and engineering
119
Discussion paper / Tinbergen Institute
105
4OR : a quarterly journal of operations research
104
EURO journal on computational optimization
100
International transactions in operational research : a journal of the International Federation of Operational Research Societies
99
Journal of economic dynamics & control
97
Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
93
Computational Management Science : CMS
93
SpringerLink / Bücher
90
CORE discussion paper : DP
88
Journal of scheduling
86
Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel
85
Lecture Notes in Economics and Mathematical Systems
80
Networks and spatial economics : a journal of infrastructure modeling and computation
79
Lecture notes in economics and mathematical systems : LNEMS
77
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ECONIS (ZBW)
93
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1
A synthetic data-plus-features driven approach for portfolio optimization
Pagnoncelli, Bernardo K.
;
Ramírez, Domingo
;
Rahimian, Hamed
- In:
Computational economics
62
(
2023
)
1
,
pp. 187-204
Persistent link: https://www.econbiz.de/10014327294
Saved in:
2
On the optimal size and composition of customs unions : an evolutionary approach
Saber, Takfarinas
;
Naeher, Dominik
;
De Lombaerde, Philippe
- In:
Computational economics
62
(
2023
)
4
,
pp. 1457-1479
Persistent link: https://www.econbiz.de/10014437379
Saved in:
3
Portfolio optimization via online gradient descent and risk control
Yamim, J. D. M.
;
Borges, C. C. H.
;
Neto, R. F.
- In:
Computational economics
62
(
2023
)
1
,
pp. 361-381
Persistent link: https://www.econbiz.de/10014327502
Saved in:
4
Solving high-dimensional dynamic portfolio choice models with hierarchical B-splines on sparse grids
Schober, Peter
;
Valentin, Julian
;
Pflüger, Dirk
- In:
Computational economics
59
(
2022
)
1
,
pp. 185-224
Persistent link: https://www.econbiz.de/10013168972
Saved in:
5
On ESG portfolio construction : a multi-objective optimization approach
Xidonas, Panos
;
Essner, Eric
- In:
Computational economics
63
(
2024
)
1
,
pp. 21-45
Persistent link: https://www.econbiz.de/10014471935
Saved in:
6
Uncertainty optimization based feature selection model for stock marketing
Sinha, Arvind Kumar
;
Shende, Pradeep
- In:
Computational economics
63
(
2024
)
1
,
pp. 357-389
Persistent link: https://www.econbiz.de/10014472223
Saved in:
7
Implementing maximum likelihood estimation of empirical matching models : MPEC versus NFXP
Dong, Baiyu
;
Hsieh, Yu-Wei
;
Zhang, Xing
- In:
Computational economics
59
(
2022
)
1
,
pp. 71-102
Persistent link: https://www.econbiz.de/10013168922
Saved in:
8
Boosting the scalability of farm-level models : efficient surrogate modeling of compositional simulation output
Troost, Christian
;
Parussis-Krech, Julia
;
Mejaíl, Matías
- In:
Computational economics
62
(
2023
)
3
,
pp. 721-759
Persistent link: https://www.econbiz.de/10014382831
Saved in:
9
Exploring uncertainty, sensitivity and robust solutions in mathematical programming through bayesian analysis
Tsionas, Efthymios G.
;
Philippas, Dionisis
;
Zopounidis, …
- In:
Computational economics
62
(
2023
)
1
,
pp. 205-227
Persistent link: https://www.econbiz.de/10014327494
Saved in:
10
A novel high dimensional fitted scheme for stochastic optimal control problems
Dleuna Nyoumbi, Christelle
;
Tambue, Antoine
- In:
Computational economics
61
(
2023
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10014228389
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