OptiRisk
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Cited In (9)
- Hidden Markov models for scenario generation
- Forecasting financial market volatility using a dynamic topic model
- Generating scenario trees: a parallel integrated simulation-optimization approach
- Including news data in forecasting macro economic performance of China
- Scenario tree generation approaches using K-means and LP moment matching methods
- Does the bid-ask spread affect trading in exchange operated dark pools? Evidence from a natural experiment
- Stochastic programming approach for energy management in electric microgrids
- Applications of a multivariate Hawkes process to joint modeling of sentiment and market return events
- Optimizing static and adaptive probing schedules for rapid event detection
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