Pages that link to "Item:Q2848181"
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The following pages link to Generating moment matching scenarios using optimization techniques (Q2848181):
Displaying 14 items.
- An algorithm for moment-matching scenario generation with application to financial portfolio optimisation (Q300037) (← links)
- Risk aversion in multistage stochastic programming: a modeling and algorithmic perspective (Q320900) (← links)
- An empirical analysis of scenario generation methods for stochastic optimization (Q323497) (← links)
- A copula-based scenario tree generation algorithm for multiperiod portfolio selection problems (Q827151) (← links)
- Scenario generation for stochastic optimization problems via the sparse grid method (Q902086) (← links)
- A robust unscented transformation for uncertain moments (Q1738657) (← links)
- Multi-stage scenario generation by the combined moment matching and scenario reduction method (Q1785257) (← links)
- A heuristic for moment-matching scenario generation (Q1866129) (← links)
- Generation and application of multivariate polynomial quadrature rules (Q1986197) (← links)
- Multi-stage portfolio selection problem with dynamic stochastic dominance constraints (Q2149614) (← links)
- Scenario generation in stochastic programming using principal component analysis based on moment-matching approach (Q2307992) (← links)
- Decomposition algorithm for distributionally robust optimization using Wasserstein metric with an application to a class of regression models (Q2424760) (← links)
- A new moment matching algorithm for sampling from partially specified symmetric distributions (Q2517789) (← links)
- Multi-period descriptive sampling for scenario generation applied to the stochastic capacitated lot-sizing problem (Q6617063) (← links)
