-
3
-
-
0141907801
-
Financial planning via mutistage stochastic optimization
-
J. M. Mulvey, B. Shetty, Financial planning via mutistage stochastic optimization, Computers & Operations Research, pp. 1-20, 2004.
-
(2004)
Computers & Operations Research
, pp. 1-20
-
-
Mulvey, J.M.1
Shetty, B.2
-
4
-
-
0035261934
-
Generating scenario trees for multistage decision problems
-
K. Hoyland, S. W. Wallace, Generating Scenario Trees for Multistage Decision Problems, Management Science, pp. 295-307, 2001.
-
(2001)
Management Science
, pp. 295-307
-
-
Hoyland, K.1
Wallace, S.W.2
-
5
-
-
2042499464
-
The effect of errors inmeans, variances, and covariances on optimal portfolio choice
-
V. K. Chopra, W. T. Ziemba, The effect of errors inmeans, variances, and covariances on optimal portfolio choice, Journal of Portfolio Management, pp. 6-11, 1993.
-
(1993)
Journal of Portfolio Management
, pp. 6-11
-
-
Chopra, V.K.1
Ziemba, W.T.2
-
7
-
-
0000662045
-
International portfolio diversification with estimation risk
-
P. Jorion, International portfolio diversification with estimation risk, Journal of Business, pp. 259-278. 1985.
-
(1985)
Journal of Business
, pp. 259-278
-
-
Jorion, P.1
-
9
-
-
0346972982
-
Simulation and optimization approach scenario tree generation
-
N. Gülpinar, B. Rustem, R. Settergren, Simulation and optimization approach scenario tree generation, Journal of Economic Dynamics and Control, pp. 1291-1315, 2004.
-
(2004)
Journal of Economic Dynamics and Control
, pp. 1291-1315
-
-
Gülpinar, N.1
Rustem, B.2
Settergren, R.3
-
10
-
-
0013270047
-
Scenario tree generation formultiperiod financial optimization by optimal discretization
-
Pflug, G., Scenario tree generation formultiperiod financial optimization by optimal discretization, Mathematical Programming, 251-271, 2001.
-
(2001)
Mathematical Programming
, pp. 251-271
-
-
Pflug, G.1
-
12
-
-
33746617386
-
Improving portfolio efficiency: A genetic algorithm approach
-
X. Yang, Improving Portfolio Efficiency: A Genetic Algorithm Approach, Computational Economics 2006.
-
(2006)
Computational Economics
-
-
Yang, X.1
-
13
-
-
77952936131
-
-
IIT Madrid, accessed 12 Oct
-
B. Vitoriano, S. Cerisola, A. Ramos, Generating Scenario Trees for Hydro Inflows, IIT Madrid, http://www.iit.upcomillas.es/\~{}aramos/papers/PMAPS2000\- Vitoriano.pdf, accessed 12 Oct 2009.
-
(2009)
Generating Scenario Trees for Hydro Inflows
-
-
Vitoriano, B.1
Cerisola, S.2
Ramos, A.3
-
14
-
-
0036475447
-
A tutorial on particle filters for online nonlinear/non-gaussian bayesian tracking
-
M. S. Arulampalam, S. Maskell, N. Gordon, T. Clapp, A Tutorial on Particle Filters for Online Nonlinear/Non-Gaussian Bayesian Tracking, IEEE Transactions on Signal Processing, 2002.
-
(2002)
IEEE Transactions on Signal Processing
-
-
Arulampalam, M.S.1
Maskell, S.2
Gordon, N.3
Clapp, T.4
-
15
-
-
0027580559
-
Novel approach to nonlinear/non-Gaussian Bayesian state estimation
-
N. Gordon, D. J. Salmond, A. F. Smith, Novel approach to nonlinear/non-Gaussian Bayesian state estimation, IEE Proceedings, 1993.
-
(1993)
IEE Proceedings
-
-
Gordon, N.1
Salmond, D.J.2
Smith, A.F.3
-
16
-
-
0003665481
-
-
Springer Verlag, New York
-
A. Doucet, N. de Freitas, N. Gordon, Sequential Monte Carlo methods in practice, Springer Verlag, New York, 2001.
-
(2001)
Sequential Monte Carlo Methods in Practice
-
-
Doucet, A.1
De Freitas, N.2
Gordon, N.3
-
18
-
-
33751071102
-
Scenario reduction in stochastic programming - An approach using probability metrics
-
J. Dupaĉová, N. Gröwe-Kuska, W. Römisch, Scenario reduction in stochastic programming - An approach using probability metrics, Mathematical Programming, 2003.
-
(2003)
Mathematical Programming
-
-
Dupaĉová, J.1
Gröwe-Kuska, N.2
Römisch, W.3
|