Pages that link to "Item:Q442753"

The following pages link to Scenario tree generation approaches using K-means and LP moment matching methods (Q442753):

Displaying 14 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)
• Personalized goal-based investing via multi-stage stochastic goal programming (Q4991038) (← links)
• Building a stochastic programming model from scratch: a harvesting management example (Q5001122) (← links)
• A parsimonious model for generating arbitrage-free scenario trees (Q5001123) (← links)
• A New Scenario Reduction Method Based on Higher-Order Moments (Q5106389) (← links)
• Knowledge-based scenario tree generation methods and application in multiperiod portfolio selection problem (Q6570573) (← links)
• A learning- and scenario-based MPC design for nonlinear systems in LPV framework with safety and stability guarantees (Q6600975) (← links)
• Stochastic programming model for lateral transshipment considering rentals and returns (Q6629036) (← links)