List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Knowledge-based scenario tree generation methods and application in multiperiod portfolio selection problem Applied Stochastic Models in Business and Industry | 2024-07-10 | Paper |
| A scenario tree generation algorithm under MGARCH models | 2015-02-11 | Paper |
| Two new historical data based scenario tree generation methods | 2014-06-30 | Paper |
| Tail nonlinearly transformed risk measure and its application OR Spectrum | 2013-01-10 | Paper |
| Scenario tree generation approaches using K-means and LP moment matching methods Journal of Computational and Applied Mathematics | 2012-08-03 | Paper |
Research outcomes over time
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