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Showing below up to 50 results in range #1 to #50.

1. Numerical estimates of risk factors contingent on credit ratings: Label: en
2. Implicit incentives for fund managers with partial information: Label: en
3. Coordination of power and natural gas markets via financial instruments: Label: en
4. The relative efficiency of option hedging strategies using the third-order stochastic dominance: Label: en
5. Multilevel multi-leader multiple-follower games with nonseparable objectives and shared constraints: Label: en
6. A diversified AHP-tree approach for multiple-criteria supplier selection: Label: en
7. Preconditioning meets biased compression for efficient distributed optimization: Label: en
8. Affiliations based bibliometric analysis of publications on parkinson's disease: Label: en
9. Decentralized convex optimization on time-varying networks with application to Wasserstein barycenters: Label: en
10. Addressing the economic and demographic complexity via a neural network approach: risk measures for reverse mortgages: Label: en
11. Decentralized optimization with affine constraints over time-varying networks: Label: en
12. Potts game on graphs: static equilibria: Label: en
13. Decentralized optimization over slowly time-varying graphs: algorithms and lower bounds: Label: en
14. A multiobjective optimization approach for threshold determination in extreme value analysis for financial time series: Label: en
15. A constrained swarm optimization algorithm for large-scale long-run investments using Sharpe ratio-based performance measures: Label: en
16. Decentralized saddle-point problems with different constants of strong convexity and strong concavity: Label: en
17. The value of shared information for allocation of drivers in ride-hailing: a proof-of-concept study: Label: en
18. Approximate option pricing under a two-factor Heston-Kou stochastic volatility model: Label: en
19. A refinement of the gravity model for competitive facility location: Label: en
20. Emergency exit layout planning using optimization and agent-based simulation: Label: en
21. A theoretical validation of the DDMRP reorder policy: Label: en
22. Modularity in planted partition model: Label: en
23. Online decision making for trading wind energy: Label: en
24. Implied volatility smoothing at COVID-19 times: Label: en
25. A fast Monte Carlo scheme for additive processes and option pricing: Label: en
26. On quasidifferentiable mathematical programs with equilibrium constraints: Label: en
27. Robust selective maintenance optimization of series-parallel mission-critical systems subject to maintenance quality uncertainty: Label: en
28. Accelerated methods for weakly-quasi-convex optimization problems: Label: en
29. Complementarity formulation of games with random payoffs: Label: en
30. Optimization of mixture models on time series networks encoded by visibility graphs: an analysis of the US electricity market: Label: en
31. Solving a maritime inventory routing problem under uncertainty using optimization and simulation: Label: en
32. Simplifying capacity planning for electricity systems with hydroelectric and renewable generation: Label: en
33. Optimal allocation of demand response considering transmission system congestion: Label: en
34. Wasserstein barycenter regression for estimating the joint dynamics of renewable and fossil fuel energy indices: Label: en
35. Investment disputes and their explicit role in option market uncertainty and overall risk instability: Label: en
36. Using machine learning prediction models for quality control: a case study from the automotive industry: Label: en
37. Problem-driven scenario clustering in stochastic optimization: Label: en
38. Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with conditional value-at-risk (CVaR) constraint: Label: en
39. Hedging longevity risk in defined contribution pension schemes: Label: en
40. Using Lagrangian relaxation to locate hydrogen production facilities under uncertain demand: a case study from Norway: Label: en
41. Projected solutions for finite-dimensional quasiequilibrium problems: Label: en
42. Adaptive evolutionary algorithms for portfolio selection problems: Label: en
43. Norm constrained minimum variance portfolios with short selling: Label: en
44. Evaluating the role of waste-to-energy and cogeneration units in district heatings and electricity markets: Label: en
45. Multi-period power utility optimization under stock return predictability: Label: en
46. Why there is no need to use a big-\(M\) in linear bilevel optimization: a computational study of two ready-to-use approaches: Label: en
47. New criteria for existence of solutions for equilibrium problems: Label: en
48. A bilevel approach to ESG multi-portfolio selection: Label: en
49. Flexible supply meets flexible demand: prosumer impact on strategic hydro operations: Label: en
50. Enabling same-day delivery using a drone resupply model with transshipment points: Label: en