Buffered-ranking intervals for virtual profit efficiency analysis

DOI10.1007/S10100-023-00847-3MaRDI QIDQ6090374zbMATH OpenOpenAlexFDO

Authors Yongqiao Wang, He Ni, Stan Uryasev

Publication date 14 November 2023

Published in CEJOR. Central European Journal of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10100-023-00847-3

zbMATH Keywords

bPOEbuffered-rankinglinear programvirtual profit efficiency

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

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Cites work

• Buffered Probability of Exceedance: Mathematical Properties and Optimization
• Calculating CVaR and bPOE for common probability distributions with application to portfolio optimization and density estimation
• Cardinality of upper average and its application to network optimization
• Cash flow matching with risks controlled by buffered probability of exceedance and conditional value-at-risk
• DEA models for the explicit maximisation of relative efficiency
• Directional distance functions in DEA with optimal endogenous directions
• Empirical distribution of daily stock returns of selected developing and emerging markets with application to financial risk management
• Estimation and asymptotics for buffered probability of exceedance
• Interactive decision aiding for group decision support
• Maximization of AUC and buffered AUC in binary classification
• Minimizing buffered probability of exceedance by progressive hedging
• On relations between DEA-risk models and stochastic dominance efficiency tests
• Ranking intervals and dominance relations for ratio-based efficiency analysis
• Ranking of countries in sporting events using two-stage data envelopment analysis models: a case of summer olympic games 2016
• Resolving a strange case of efficiency
• Soft margin support vector classification as buffered probability minimization
• Stability advances in robust portfolio optimization under parallelepiped uncertainty

Cited in

(1)

• Superquantile efficiency frontiers

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