Pages that link to "Item:Q593240"

The following pages link to Stochastic optimization methods in finance and energy. New financial products and energy market strategies. Selected papers based on the presentations at the spring school of stochastic programming, Bergamo, Italy, April 10--20, 2007, and the 11th interna (Q593240):

Displaying 8 items.

• A review on ambiguity in stochastic portfolio optimization (Q1711083) (← links)
• SDDP for multistage stochastic linear programs based on spectral risk measures (Q1758267) (← links)
• Optimal insurance portfolios risk-adjusted performance through dynamic stochastic programming (Q1989739) (← links)
• Sparse factor model based on trend filtering (Q2070700) (← links)
• Quantitative stability analysis for minimax distributionally robust risk optimization (Q2118071) (← links)
• On the Scenario-Tree Optimal-Value Error for Stochastic Programming Problems (Q3387936) (← links)
• Personalized goal-based investing via multi-stage stochastic goal programming (Q4991038) (← links)
• Optimizing a portfolio of mean-reverting assets with transaction costs via a feedforward neural network (Q5139230) (← links)