Pages that link to "Item:Q442753"
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The following pages link to Scenario tree generation approaches using K-means and LP moment matching methods (Q442753):
Displaying 8 items.
- Optimal savings management for individuals with defined contribution pension plans (Q319058) (← links)
- Composite time-consistent multi-period risk measure and its application in optimal portfolio selection (Q518437) (← links)
- A copula-based scenario tree generation algorithm for multiperiod portfolio selection problems (Q827151) (← links)
- Multi-stage portfolio selection problem with dynamic stochastic dominance constraints (Q2149614) (← links)
- Multi-period forecasting and scenario generation with limited data (Q2355200) (← links)
- A combined stochastic programming and optimal control approach to personal finance and pensions (Q2516635) (← links)
- Practical arbitrage‐free scenario tree reduction methods and their applications in financial optimization (Q4627148) (← links)
- A New Scenario Reduction Method Based on Higher-Order Moments (Q5106389) (← links)
