Publication | Date of Publication | Type |
---|
Understanding human and machine interaction from decision perspective: an empirical study based on the game of Go | 2024-04-03 | Paper |
Black-Box Attack-Based Security Evaluation Framework for Credit Card Fraud Detection Models | 2024-03-22 | Paper |
Kolmogorov-Smirnov type testing for structural breaks: a new adjusted-range based self-normalization approach | 2024-02-13 | Paper |
Impacts of reference price effect and corporate social responsibility on the pricing strategy of a remanufacturing supply chain | 2023-07-21 | Paper |
The interplay between logistics strategy and platform's channel structure design in B2C platform market | 2023-07-11 | Paper |
Penalized time-varying model averaging | 2023-06-29 | Paper |
Multi-Attribute Portfolio Selection with Genetic Optimization Algorithms | 2023-05-09 | Paper |
Foreign trade survey data: do they help in forecasting exports and imports? | 2022-12-20 | Paper |
Forecasting interval-valued crude oil prices using asymmetric interval models | 2022-11-18 | Paper |
Financial hedging in two-stage sustainable commodity supply chains | 2022-07-22 | Paper |
The behavioral implications of the bilateral gamma process | 2022-06-27 | Paper |
Model averaging for interval-valued data | 2022-05-20 | Paper |
Estimation of partially linear panel data models with cross-sectional dependence | 2022-04-01 | Paper |
Forecasting crude oil price intervals and return volatility via autoregressive conditional interval models | 2022-03-09 | Paper |
Model averaging in a multiplicative heteroscedastic model | 2022-03-04 | Paper |
Multi-period portfolio selection with investor views based on scenario tree | 2022-01-27 | Paper |
Backward stochastic differential equations and nonlinear pricing Parisian (Parasian) options | 2021-12-17 | Paper |
Fractional backward doubly stochastic differential equations with jumps and the related SIPDEs | 2021-12-17 | Paper |
Uncertainty shocks of Trump election in an interval model of stock market | 2021-12-01 | Paper |
The impact of a reference point determined by social comparison on wealth growth and inequality | 2021-11-16 | Paper |
Blockchain competition: the tradeoff between platform stability and efficiency | 2021-11-09 | Paper |
A model of river pollution as a dynamic game with network externalities | 2021-06-04 | Paper |
Time-varying model averaging | 2021-05-04 | Paper |
The equivalence of two rational expectations equilibrium economies with different approaches to processing neighbors' information | 2021-04-26 | Paper |
Impact of the RMB joining in the SDR basket on its internationalization from the perspective of risk spillover | 2021-04-08 | Paper |
Brexit and its impact on the US stock market | 2021-04-08 | Paper |
https://portal.mardi4nfdi.de/entity/Q5148367 | 2021-02-03 | Paper |
A new approach to the existence and regularity of linear equilibrium in a noisy rational expectations economy | 2020-09-17 | Paper |
A hierarchical forecasting model for China's foreign trade | 2020-09-15 | Paper |
Portfolio selection under different attitudes in fuzzy environment | 2020-09-09 | Paper |
Dividend optimization for jump-diffusion model with solvency constraints | 2020-04-07 | Paper |
Multi-objective optimisation in flexible assembly job shop scheduling using a distributed ant colony system | 2020-01-23 | Paper |
Attention matters: an exploration of relationship between Google search behaviors and crude oil prices | 2019-10-22 | Paper |
Information aggregation in a financial market with general signal structure | 2019-09-12 | Paper |
On gamma estimation via matrix kriging | 2019-08-19 | Paper |
Uniform pricing strategy vs. price differentiation strategy in the presence of cost saving and demand increasing | 2019-06-04 | Paper |
Frequentist model averaging for threshold models | 2019-05-17 | Paper |
Subsidizing purchases of public interest products: a duopoly analysis under a subsidy scheme | 2019-02-22 | Paper |
A Pareto optimal auction mechanism for carbon emission rights | 2019-02-08 | Paper |
Estimation of nonlinear dynamic panel data models with individual effects | 2019-02-08 | Paper |
Quality improvement policies in a supply chain with Stackelberg games | 2019-02-01 | Paper |
Retailers' order strategies in transshipments in disruption risks of supply chains | 2019-01-15 | Paper |
Platform competition in peer-to-peer lending considering risk control ability | 2019-01-09 | Paper |
Analysis of crisis impact on crude oil prices: a new approach with interval time series modelling | 2018-11-13 | Paper |
Fuzzy views on Black-Litterman portfolio selection model | 2018-11-08 | Paper |
Component ACD model and its application in studying the price-related feedback effect in investor trading behaviors in Chinese stock market | 2018-10-15 | Paper |
Threshold autoregressive models for interval-valued time series data | 2018-10-12 | Paper |
Contract coordination in dual sourcing supply chain under supply disruption risk | 2018-08-27 | Paper |
Supply option contracts with spot market and demand information updating | 2018-05-30 | Paper |
https://portal.mardi4nfdi.de/entity/Q4640994 | 2018-05-25 | Paper |
A hybrid transfer learning model for crude oil price forecasting | 2018-05-14 | Paper |
Mean-risk analysis of wholesale price contracts with stochastic price-dependent demand | 2018-02-16 | Paper |
Canonical duality theory for solving non-monotone variational inequality problems | 2018-02-15 | Paper |
https://portal.mardi4nfdi.de/entity/Q5371367 | 2017-10-20 | Paper |
Risk Control Over Bankruptcy in Dynamic Portfolio Selection: A Generalized Mean-Variance Formulation | 2017-07-12 | Paper |
Comparing risks with reference points: a stochastic dominance approach | 2016-12-13 | Paper |
A factor decomposing model of water use efficiency at sector level and its application in Beijing | 2016-10-20 | Paper |
The effect of corporate governance on debt financing cost of listed companies | 2016-10-20 | Paper |
A mean-shift algorithm for large-scale planar maximal covering location problems | 2016-10-07 | Paper |
Approximate representation of the Pareto frontier in multiparty negotiations: decentralized methods and privacy preservation | 2016-10-07 | Paper |
Granger causality in risk and detection of extreme risk spillover between financial markets | 2016-07-04 | Paper |
Heterogeneity, nonlinearity and endogenous market volatility | 2016-06-29 | Paper |
Buyback contracts with price-dependent demands: effects of demand uncertainty | 2016-06-27 | Paper |
More than a second channel? Supply chain strategies in B2B spot markets | 2016-06-27 | Paper |
Distributed continuous-time approximate projection protocols for shortest distance optimization problems | 2016-05-20 | Paper |
A descent method for mixed variational inequalities | 2016-03-10 | Paper |
Model averaging based on leave-subject-out cross-validation | 2016-03-01 | Paper |
The role of Japanese candlestick in DVAR model | 2016-01-14 | Paper |
Time-consistent investment strategy under partial information | 2015-12-14 | Paper |
The ``six-element analysis method for the research on the characteristics of terrorist activities | 2015-11-13 | Paper |
A novel mode-characteristic-based decomposition ensemble model for nuclear energy consumption forecasting | 2015-11-13 | Paper |
Characterizations of semi-prequasi-invexity | 2015-11-10 | Paper |
Time cardinality constrained mean-variance dynamic portfolio selection and market timing: a stochastic control approach | 2015-08-21 | Paper |
A vague set based decision support approach for evaluating research funding programs | 2015-07-28 | Paper |
Fuzzy probabilistic rough set model on two universes and its applications | 2015-07-10 | Paper |
Network analysis of terrorist activities | 2015-04-27 | Paper |
Forecasting container throughput of Qingdao Port with a hybrid model | 2015-04-27 | Paper |
Nonparametric quantile frontier estimation under shape restriction | 2015-02-18 | Paper |
A fuzzy multi-objective model for capacity allocation and pricing policy of provider in data communication service with different QoS levels | 2015-02-04 | Paper |
Optimal selection of cleaner products in a green supply chain with risk aversion | 2015-02-03 | Paper |
Did speculative activities contribute to high crude oil prices during 1993 to 2008? | 2014-11-21 | Paper |
Fuzzy-based network bandwidth design under demand uncertainty | 2014-11-11 | Paper |
A weighted product method for bidding strategies in multi-attribute auctions | 2014-11-11 | Paper |
Stochastic stability in one-way flow networks | 2014-10-08 | Paper |
The impact of warrants introduction: sign effect or magnitude effect? | 2014-01-27 | Paper |
A new approach to model financial markets | 2014-01-27 | Paper |
MODELING THE IMPACT OF PARTIAL INFORMATION SHARING IN A THREE-ECHELON SUPPLY CHAIN | 2013-12-27 | Paper |
Higher-order duality for a class of nondifferentiable multiobjective programming problems involving generalized type I and related functions | 2013-08-02 | Paper |
BETTER THAN DYNAMIC MEAN‐VARIANCE: TIME INCONSISTENCY AND FREE CASH FLOW STREAM | 2013-02-28 | Paper |
https://portal.mardi4nfdi.de/entity/Q4906132 | 2013-02-07 | Paper |
Optimal ordering and pricing strategies in the presence of a B2B spot market | 2012-12-29 | Paper |
Genetic algorithm-based multi-criteria project portfolio selection | 2012-11-15 | Paper |
https://portal.mardi4nfdi.de/entity/Q2916972 | 2012-10-05 | Paper |
https://portal.mardi4nfdi.de/entity/Q2916993 | 2012-10-05 | Paper |
https://portal.mardi4nfdi.de/entity/Q2917065 | 2012-10-05 | Paper |
Dynamic optimal portfolio with maximum absolute deviation model | 2012-10-01 | Paper |
A Derivative for Semipreinvex Functions and Its Applications in Semipreinvex Programming | 2012-09-14 | Paper |
Optimal order lot sizing and pricing with free shipping | 2012-08-16 | Paper |
https://portal.mardi4nfdi.de/entity/Q2885590 | 2012-06-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q2885606 | 2012-06-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q2885612 | 2012-06-01 | Paper |
A unified framework for population-based metaheuristics | 2011-11-17 | Paper |
Quality investment and price decision in a risk-averse supply chain | 2011-08-10 | Paper |
Risk management of supply and cash flows in supply chains | 2011-07-08 | Paper |
Generalized convexity and vector optimization. | 2011-02-16 | Paper |
https://portal.mardi4nfdi.de/entity/Q3073349 | 2011-02-05 | Paper |
Stability of international environmental agreements in leadership model | 2010-12-14 | Paper |
https://portal.mardi4nfdi.de/entity/Q3052239 | 2010-11-05 | Paper |
https://portal.mardi4nfdi.de/entity/Q3052244 | 2010-11-05 | Paper |
https://portal.mardi4nfdi.de/entity/Q3589387 | 2010-09-20 | Paper |
Coordination of supply chains by option contracts: a cooperative game theory approach | 2010-09-09 | Paper |
https://portal.mardi4nfdi.de/entity/Q3571178 | 2010-07-08 | Paper |
Solving a type of biobjective bilevel programming problem using NSGA-II | 2010-06-28 | Paper |
Vague soft sets and their properties | 2010-06-28 | Paper |
Characterizations of \(r\)-convex functions | 2010-05-19 | Paper |
AVE–CPFR WORKING CHAINS ON THE BASIS OF SELECTION MODEL OF COLLABORATIVE CREDIT-GRANTING GUARANTEE APPROACHES | 2010-05-19 | Paper |
The valuation of convertible bonds with numeraire changes | 2010-04-23 | Paper |
A MODIFIED LEAST SQUARES SUPPORT VECTOR MACHINE CLASSIFIER WITH APPLICATION TO CREDIT RISK ANALYSIS | 2010-03-19 | Paper |
Price and lead time decisions in dual-channel supply chains | 2010-03-18 | Paper |
https://portal.mardi4nfdi.de/entity/Q3408228 | 2010-02-25 | Paper |
https://portal.mardi4nfdi.de/entity/Q3403835 | 2010-02-12 | Paper |
Robust portfolio selection under downside risk measures | 2009-12-07 | Paper |
Dynamic portfolio optimization with risk control for absolute deviation model | 2009-11-16 | Paper |
A cutting plane algorithm for MV portfolio selection model | 2009-11-13 | Paper |
https://portal.mardi4nfdi.de/entity/Q3640356 | 2009-11-11 | Paper |
Forecasting China's foreign trade volume with a kernel-based hybrid econometric-AI ensemble learning approach | 2009-10-23 | Paper |
From hedging to speculation -- an explanation based on prospect theory | 2009-10-15 | Paper |
Designing a hybrid intelligent mining system for credit risk evaluation | 2009-10-15 | Paper |
https://portal.mardi4nfdi.de/entity/Q3182323 | 2009-10-08 | Paper |
AN INTEGRATED DECISION SUPPORT FRAMEWORK FOR MACROECONOMIC POLICY MAKING BASED ON EARLY WARNING THEORIES | 2009-08-10 | Paper |
https://portal.mardi4nfdi.de/entity/Q5323522 | 2009-07-23 | Paper |
Dynamic inventory management with cash flow constraints | 2009-03-03 | Paper |
A Bias-Variance-Complexity Trade-Off Framework for Complex System Modeling | 2009-01-27 | Paper |
Optimal martingale measure maximizing the expected total utility of consumption with applications to derivative pricing | 2009-01-23 | Paper |
Hybridizing Exponential Smoothing and Neural Network for Financial Time Series Predication | 2009-01-20 | Paper |
An intelligent-agent-based fuzzy group decision making model for financial multicriteria decision support: The case of credit scoring | 2009-01-08 | Paper |
An Evolutionary Programming Based Knowledge Ensemble Model for Business Risk Identification | 2009-01-07 | Paper |
An EMD-Based Neural Network Ensemble Learning Model for World Crude Oil Spot Price Forecasting | 2009-01-07 | Paper |
https://portal.mardi4nfdi.de/entity/Q3537342 | 2008-11-24 | Paper |
https://portal.mardi4nfdi.de/entity/Q3539498 | 2008-11-18 | Paper |
Generalized convexity and vector optimization | 2008-10-30 | Paper |
Fuzzy portfolio optimization. Theory and methods | 2008-07-08 | Paper |
Continuous-time portfolio selection with liability: mean-variance model and stochastic LQ approach | 2008-06-25 | Paper |
On the parameterized OWA operators for fuzzy MCDM based on vague set theory | 2008-03-11 | Paper |
https://portal.mardi4nfdi.de/entity/Q5444112 | 2008-02-22 | Paper |
https://portal.mardi4nfdi.de/entity/Q5441839 | 2008-02-15 | Paper |
https://portal.mardi4nfdi.de/entity/Q5441841 | 2008-02-15 | Paper |
Theorems of the alternative for multifunctions. | 2008-01-25 | Paper |
On non-smooth \(\alpha\)-invex functions and vector variational-like inequality | 2008-01-04 | Paper |
V-invex functions and vector optimization. | 2007-12-17 | Paper |
Neural network-based mean-variance-skewness model for portfolio selection | 2007-10-10 | Paper |
Credit Risk Evaluation with Least Square Support Vector Machine | 2007-09-07 | Paper |
Foreign-exchange-rate forecasting with artificial neural networks | 2007-09-07 | Paper |
On managerial decision problem of the auction sites | 2007-05-24 | Paper |
Optimal starting price for eBay-like online auctions | 2007-01-25 | Paper |
Testing for long memory in the Asian foreign exchange rates | 2007-01-25 | Paper |
https://portal.mardi4nfdi.de/entity/Q3415763 | 2007-01-19 | Paper |
https://portal.mardi4nfdi.de/entity/Q3415777 | 2007-01-19 | Paper |
https://portal.mardi4nfdi.de/entity/Q3415778 | 2007-01-19 | Paper |
https://portal.mardi4nfdi.de/entity/Q3415787 | 2007-01-19 | Paper |
https://portal.mardi4nfdi.de/entity/Q3415813 | 2007-01-19 | Paper |
https://portal.mardi4nfdi.de/entity/Q3415817 | 2007-01-19 | Paper |
Algorithms and Computation | 2006-11-14 | Paper |
Static hedging with uncertain quantity and departure from the cost-of-carry valuation | 2006-10-24 | Paper |
Risk analysis of a pay to delay capacity reservation contract | 2006-08-10 | Paper |
Vector variational-like inequalities and non-smooth vector optimization problems | 2006-06-09 | Paper |
https://portal.mardi4nfdi.de/entity/Q3371141 | 2006-02-21 | Paper |
A linear programming algorithm for optimal portfolio selection with transaction costs | 2006-02-14 | Paper |
A fuzzy set based approach to generalized landscape theory of aggregation | 2006-01-16 | Paper |
On convergence of a semi-analytical method for American option pricing | 2005-12-16 | Paper |
Computational Science – ICCS 2005 | 2005-11-30 | Paper |
Computational Science – ICCS 2005 | 2005-11-30 | Paper |
Computational Science – ICCS 2005 | 2005-11-30 | Paper |
Advances in Neural Networks – ISNN 2005 | 2005-11-23 | Paper |
Forecasting stock market movement direction with support vector machine | 2005-09-02 | Paper |
Supply contract model with service level constraint | 2005-09-01 | Paper |
Duality in vector optimization in Banach spaces with generalized convexity | 2005-06-23 | Paper |
COMPUTATIONAL COMPLEXITY OF ARBITRAGE IN FRICTIONAL SECURITY MARKET | 2005-06-22 | Paper |
CAUSAL LINKAGES AMONG SHANGHAI, SHENZHEN, AND HONG KONG STOCK MARKETS | 2005-06-22 | Paper |
Conical partition algorithm for maximizing the sum of dc ratios | 2005-06-09 | Paper |
A minimax portfolio selection strategy with equilibrium | 2005-06-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4675662 | 2005-05-06 | Paper |
Necessary and sufficient conditions for weak no-arbitrage in securities markets with frictions | 2005-04-22 | Paper |
https://portal.mardi4nfdi.de/entity/Q4660162 | 2005-03-21 | Paper |
Second order symmetric duality for nonlinear multiobjective mixed integer programming | 2005-02-09 | Paper |
A globally convergent approximately active search algorithm for solving mathematical programs with linear complementarity constraints | 2005-01-19 | Paper |
On fuzzy portfolio selection problems | 2005-01-17 | Paper |
Information transformation in a supply chain: a simulation study | 2004-11-19 | Paper |
A general approach based on autocorrelation to determine input variables of neural networks for time series forecasting | 2004-10-21 | Paper |
\(\mathcal L\)-matrices and solvability of linear complementarity problems by a linear program | 2004-06-18 | Paper |
Forecasting NIKKEI 225 index with support vector machine | 2004-06-18 | Paper |
Portfolio selection theory with different interest rates for borrowing and lending | 2004-03-15 | Paper |
S-strictly quasi-concave vector maximisation | 2003-11-17 | Paper |
Optimal portfolio selection of assets with transaction costs and no short sales | 2003-09-12 | Paper |
Optimality conditions for proper efficient solutions of vector set-valued optimization. | 2003-09-04 | Paper |
On the existence and connectedness of solution sets of vector variational inequalities | 2003-07-16 | Paper |
A minimax rule for portfolio selection in frictional markets | 2003-06-26 | Paper |
A trust-region algorithm for equality-constrained optimization via a reduced dimension approach. | 2003-05-19 | Paper |
Symmetric duality for a class of multiobjective fractional programming problems. | 2003-02-11 | Paper |
A bi-level formula and quasi-Newtonian algorithm for stochastic equilibrium network design problem with elastic demand | 2002-08-20 | Paper |
Near-subconvexlikeness in vector optimization with set-valued functions | 2002-08-12 | Paper |
On-line preemptive scheduling on uniform machines | 2002-05-14 | Paper |
Portfolio selection and asset pricing | 2002-04-11 | Paper |
A price duopoly game model with uncertain parameters | 2002-03-20 | Paper |
A compromise solution to mutual funds portfolio selection with transaction costs | 2002-02-27 | Paper |
A trust region algorithm for bilevel programming problems | 2002-02-18 | Paper |
Two theorems on multilevel programming problems with dominated objective functions | 2002-01-02 | Paper |
https://portal.mardi4nfdi.de/entity/Q4709636 | 2002-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4709643 | 2002-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q2721844 | 2001-07-11 | Paper |
https://portal.mardi4nfdi.de/entity/Q2721941 | 2001-07-11 | Paper |
https://portal.mardi4nfdi.de/entity/Q4947012 | 2000-06-04 | Paper |
A new descent algorithm for solving quadratic bilevel programming problems. | 2000-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q2766840 | 2000-01-01 | Paper |
Sensitivity analysis of nonnegative irreducible matrices | 1999-11-25 | Paper |
Global efficiency in multiobjective programming* | 1999-11-22 | Paper |
Connectedness of super efficient sets in vector optimization of set-valued maps | 1999-10-05 | Paper |
ε-approximate solutions in multiobjective optimization | 1999-02-02 | Paper |
A type of minimax inequality for vector-valued mappings | 1999-01-06 | Paper |
A minimax inequality for vector-valued mappings | 1999-01-01 | Paper |
Super efficiency in vector optimization of set-valued maps | 1998-01-01 | Paper |
Two types of duality in multiobjective fractional programming | 1997-08-05 | Paper |
Paréto equilibria in multicriteria metagames | 1996-08-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4870430 | 1996-07-31 | Paper |
https://portal.mardi4nfdi.de/entity/Q4867583 | 1996-03-04 | Paper |
https://portal.mardi4nfdi.de/entity/Q4848891 | 1996-02-04 | Paper |
A hierarchical optimization model of resource allocation | 1995-09-05 | Paper |
Optimality conditions and an algorithm for linear-quadratic bilevel programs$fr1:1$f:1partially supported by nsfc and madis. this paper was prepared during the first author's visiting universitat de barcelona. he is grateful to the financial support provided by universitat de barcelona. the authors are very grateful to the referees for their valuable suggestions and comments | 1995-04-20 | Paper |
Scalarization and lagrange duality in multiobjective optimization | 1995-03-27 | Paper |
Optimality conditions for multiobjecttve and nonsmooth minimisation in abstract spaces | 1995-02-26 | Paper |
Lagrange multipliers and saddle points in multiobjective programming | 1994-12-04 | Paper |
Existence of a Pareto equilibrium | 1994-04-27 | Paper |
https://portal.mardi4nfdi.de/entity/Q4278923 | 1994-03-17 | Paper |
https://portal.mardi4nfdi.de/entity/Q3134600 | 1993-09-16 | Paper |
Second-order necessary and sufficient conditions in multiobjective programming∗ | 1992-09-27 | Paper |
A result on scalarization | 1992-09-26 | Paper |
https://portal.mardi4nfdi.de/entity/Q3983501 | 1992-06-27 | Paper |
https://portal.mardi4nfdi.de/entity/Q3983761 | 1992-06-27 | Paper |
An existence theorem for a Pareto equilibrium | 1992-06-25 | Paper |
A gap between multiobjective optimization and scalar optimization | 1991-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3032095 | 1989-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3351149 | 1988-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3804098 | 1987-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3717700 | 1986-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3799832 | 1986-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3724105 | 1984-01-01 | Paper |