„mean-risk models“
Suchergebnisse
1.000+ Treffer
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An extended observer based-controller applied to sensorless PMSM drive using the mean value theorem and Lipchitz models
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Conditional excess risk measures and multivariate regular variation
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Advancing stability analysis of mean-risk stochastic programs – Bilevel and two-stage models
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Risk Classification by Means of Clustering
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Joint Bayesian inference about impulse responses in VAR models
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Asymptotics for parametric GARCH-in-Mean Models
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The Choice of GARCH Models to Forecast Value-at-Risk for Currencies (Euro Exchange Rates), Crypto Assets (Bitcoin and Ethereum), Gold, Silver and Crude Oil: Automated Processes, Statistical Distribution Models and the Specification of the Mean Equation
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On deviation measures in stochastic integer programming
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Conditional value-at-risk in stochastic programs with mixed-integer recourse
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Graphical Models for Security – Second International Workshop, GraMSec 2015, Verona, Italy, July 13, 2015, Revised Selected Papers
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Optimization Methods and Applications – In Honor of Ivan V. Sergienko's 80th Birthday
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Improving agricultural microinsurance by applying universal kriging and generalised additive models for interpolation of mean daily temperature
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Portfolio Choice Problems – An Introductory Survey of Single and Multiperiod Models
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Convex approximations for two-stage mixed-integer mean-risk recourse models with conditional value-at-risk
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Integer programming approaches in mean-risk models
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Construction of Risk Prediction Models for Enterprise Finance Sharing Operations Using K-Means and C4.5 Algorithms
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Backtesting Optimal Portfolios based on Forecasting Models – An empirical study on the US equity market
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Efficient Generalized Ridge Regression
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Modelling Volatility and Risk-return of Equities
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Crankshaft High Cycle Bending Fatigue Research Based on a 2D Simplified Model and Different Mean Stress Models