Pages that link to "Item:Q2630104"
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The following pages link to Portfolio selection in a two-regime world (Q2630104):
Displayed 6 items.
- A two-stage method for member selection of emergency medical service (Q887872) (← links)
- Optimal investment of variance-swaps in jump-diffusion market with regime-switching (Q1655762) (← links)
- Volatility forecasting via SVR-GARCH with mixture of Gaussian kernels (Q1789603) (← links)
- Predictive control of investment portfolio on the financial market with hidden regime switching and MS VAR model of returns (Q2034839) (← links)
- Optimal consumption and investment strategies with liquidity risk and lifetime uncertainty for Markov regime-switching jump diffusion models (Q2327645) (← links)
- Model predictive control design for constrained Markov jump bilinear stochastic systems with an application in finance (Q5026618) (← links)