Pages that link to "Item:Q2480248"

The following pages link to Financial scenario generation for stochastic multi-stage decision processes as facility location problems (Q2480248):

Displaying 44 items.

• Risk management for international portfolios with basket options: A multi-stage stochastic programming approach (Q256732) (← links)
• An algorithm for moment-matching scenario generation with application to financial portfolio optimisation (Q300037) (← links)
• A moment-matching method to generate arbitrage-free scenarios (Q319831) (← links)
• An empirical analysis of scenario generation methods for stochastic optimization (Q323497) (← links)
• Options strategies for international portfolios with overall risk management via multi-stage stochastic programming (Q363597) (← links)
• Scenario tree generation approaches using K-means and LP moment matching methods (Q442753) (← links)
• Two-stage portfolio optimization with higher-order conditional measures of risk (Q492815) (← links)
• A copula-based scenario tree generation algorithm for multiperiod portfolio selection problems (Q827151) (← links)
• Epi-convergent discretizations of multistage stochastic programs via integration quadratures (Q959951) (← links)
• Scenario tree modeling for multistage stochastic programs (Q1016127) (← links)
• Convergent bounds for stochastic programs with expected value constraints (Q1035872) (← links)
• Epi-convergent discretizations of stochastic programs via integration quadratures (Q1770258) (← links)
• Multi-stage scenario generation by the combined moment matching and scenario reduction method (Q1785257) (← links)
• A moment matching approach to log-normal portfolio optimization (Q1789581) (← links)
• The decision rule approach to optimization under uncertainty: methodology and applications (Q2010368) (← links)
• Scenario reduction revisited: fundamental limits and guarantees (Q2118076) (← links)
• Improving the performance of the stochastic dual dynamic programming algorithm using Chebyshev centers (Q2138295) (← links)
• On stochastic \(k\)-facility location (Q2151361) (← links)
• Importance sampling in stochastic optimization: an application to intertemporal portfolio choice (Q2183315) (← links)
• Stochastic vs deterministic programming in water management: the value of flexibility (Q2259041) (← links)
• Scenario tree reduction for multistage stochastic programs (Q2271796) (← links)
• A stochastic programming approach for multi-period portfolio optimization (Q2271799) (← links)
• Scenario generation in stochastic programming using principal component analysis based on moment-matching approach (Q2307992) (← links)
• Optimal annuity portfolio under inflation risk (Q2355721) (← links)
• Step decision rules for multistage stochastic programming: a heuristic approach (Q2440766) (← links)
• Scenario tree generation and multi-asset financial optimization problems (Q2450698) (← links)
• A dynamic stochastic programming model for international portfolio management (Q2464234) (← links)
• Calculating risk neutral probabilities and optimal portfolio policies in a dynamic investment model with downside risk control (Q2464235) (← links)
• A new moment matching algorithm for sampling from partially specified symmetric distributions (Q2517789) (← links)
• Path-dependent scenario trees for multistage stochastic programmes in finance (Q2873550) (← links)
• AN IMPROVED MARKOV CHAIN APPROXIMATION METHODOLOGY: DERIVATIVES PRICING AND MODEL CALIBRATION (Q2941065) (← links)
• A Multi-stage Stochastic Programming Model for Managing Risk-optimal Electricity Portfolios (Q2974429) (← links)
• Stochastic Optimization of Electricity Portfolios: Scenario Tree Modeling and Risk Management (Q2974430) (← links)
• (Q3604331) (← links)
• Scenario Reduction Techniques in Stochastic Programming (Q3646114) (← links)
• Bounds for Multistage Stochastic Programs Using Supervised Learning Strategies (Q3646118) (← links)
• Hedging Market and Credit Risk in Corporate Bond Portfolios (Q4613812) (← links)
• Hedging Electricity Portfolio for a Hydro-energy Producer via Stochastic Programming (Q4613819) (← links)
• Scenario Tree Generation for Multi-stage Stochastic Programs (Q4613827) (← links)
• Approximations for Probability Distributions and Stochastic Optimization Problems (Q4613828) (← links)
• Comparison of Sampling Methods for Dynamic Stochastic Programming (Q4613830) (← links)
• A parsimonious model for generating arbitrage-free scenario trees (Q5001123) (← links)
• A Stochastic Integer Programming Approach to Air Traffic Scheduling and Operations (Q5144771) (← links)
• Semi-discrete optimal transport: hardness, regularization and numerical solution (Q6038666) (← links)