Pages that link to "Item:Q593240"
From MaRDI portal
Displayed 8 items.
- A review on ambiguity in stochastic portfolio optimization (Q1711083) (← links)
- SDDP for multistage stochastic linear programs based on spectral risk measures (Q1758267) (← links)
- Optimal insurance portfolios risk-adjusted performance through dynamic stochastic programming (Q1989739) (← links)
- Sparse factor model based on trend filtering (Q2070700) (← links)
- Quantitative stability analysis for minimax distributionally robust risk optimization (Q2118071) (← links)
- On the Scenario-Tree Optimal-Value Error for Stochastic Programming Problems (Q3387936) (← links)
- Personalized goal-based investing via multi-stage stochastic goal programming (Q4991038) (← links)
- Optimizing a portfolio of mean-reverting assets with transaction costs via a feedforward neural network (Q5139230) (← links)