Parameter estimation in stochastic scenario generation systems
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Publication:1806616
DOI10.1016/S0377-2217(98)90323-XzbMATH Open0933.91015MaRDI QIDQ1806616FDOQ1806616
Authors: John M. Mulvey, Daniel P. Rosenbaum, Bala Shetty 
Publication date: 8 November 1999
Published in: European Journal of Operational Research (Search for Journal in Brave)
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financenon-convex optimizationtabu searchadaptive memory programmingscenario analysisintegrated parameter estimationmulti-period financial planning
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Cited In (10)
- Title not available (Why is that?)
- Analysis of scenarios in the method of generalized interval estimations
- Management of non-maturing deposits by multistage stochastic programming
- Financial planning via multi-stage stochastic optimization.
- Strategic financial risk management and operations research
- Multi-objective meta-heuristics: An overview of the current state-of-the-art
- Improving performance for long-term investors: wide diversification, leverage, and overlay strategies
- Managerial insights from service industry models: a new scenario decomposition method
- Scenario Generation Methods that Replicate Crossing Times in Spatially Distributed Stochastic Systems
- Parameter estimation and random number generation to stable distributions
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