scientific article; zbMATH DE number 6402608

DOI10.3969/J.ISSN.1005-3085.2014.03.013zbMath1313.90168MaRDI QIDQ5171713

Daobao Xu, Zhiping Chen, Guan Yu

Publication date: 11 February 2015

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

sequential optimizationtree structureMGARCH modelscenario generation algorithm

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Applications of mathematical programming (90C90) Nonconvex programming, global optimization (90C26) Stochastic programming (90C15)

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