Pages that link to "Item:Q953641"
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The following pages link to Simulation and optimization approaches to scenario tree generation (Q953641):
Displaying 40 items.
- A clustering approach for scenario tree reduction: an application to a stochastic programming portfolio optimization problem (Q287624) (← links)
- An algorithm for moment-matching scenario generation with application to financial portfolio optimisation (Q300037) (← links)
- A moment-matching method to generate arbitrage-free scenarios (Q319831) (← links)
- A robust asset-liability management framework for investment products with guarantees (Q331783) (← links)
- Scenario tree generation approaches using K-means and LP moment matching methods (Q442753) (← links)
- Generating scenario trees: a parallel integrated simulation-optimization approach (Q847184) (← links)
- Dynamic generation of scenario trees (Q902085) (← links)
- Robust portfolio selection based on a multi-stage scenario tree (Q932207) (← links)
- A general framework for multistage mean-variance post-tax optimization (Q940838) (← links)
- A collaborative planning approach for intermodal freight transportation (Q989645) (← links)
- Multi-period portfolio optimization with linear control policies (Q1004108) (← links)
- On the effectiveness of scenario generation techniques in single-period portfolio optimization (Q1011180) (← links)
- Robust optimal decisions with imprecise forecasts (Q1019992) (← links)
- Scenarios in decision-support systems: Generation, estimation, and choice (Q1284316) (← links)
- Asset liability management for open pension schemes using multistage stochastic programming under Solvency-II-based regulatory constraints (Q1681102) (← links)
- Efficient solution selection for two-stage stochastic programs (Q1740544) (← links)
- A study on modeling the dynamics of statistically dependent returns (Q1782797) (← links)
- Post-tax optimization with stochastic programming (Q1877032) (← links)
- Time-consistent risk-constrained dynamic portfolio optimization with transactional costs and time-dependent returns (Q2288946) (← links)
- Analysis of relationship between forward and spot markets in oligopolies under demand and cost uncertainties (Q2355210) (← links)
- Solving dynamic stochastic economic models by mathematical programming decomposition methods (Q2384600) (← links)
- A multistage stochastic programming framework for cardinality constrained portfolio optimization (Q2402875) (← links)
- A global parallel model based design of experiments method to minimize model output uncer\-tainty (Q2429426) (← links)
- Optimal selection of a portfolio of options under value-at-risk constraints: a scenario approach (Q2430628) (← links)
- Scenario tree generation and multi-asset financial optimization problems (Q2450698) (← links)
- A mixed integer programming model for multistage mean-variance post-tax optimization (Q2455612) (← links)
- A combined stochastic programming and optimal control approach to personal finance and pensions (Q2516635) (← links)
- A new moment matching algorithm for sampling from partially specified symmetric distributions (Q2517789) (← links)
- Worst-case robust decisions for multi-period mean-variance portfolio optimization (Q2643927) (← links)
- From empirical observations to tree models for stochastic optimization: convergence properties (Q2817839) (← links)
- Generating applicable synthetic instances for branch problems (Q2846416) (← links)
- Comment on “Generating Scenario Trees for Multistage Decision Problems” (Q3114818) (← links)
- Tax impact on multi-stage mean-variance portfolio allocation (Q3157995) (← links)
- Robust investment strategies with discrete asset choice constraints using DC programming (Q3553750) (← links)
- Pricing Reinsurance Contracts (Q4613815) (← links)
- Scenario Tree Generation for Multi-stage Stochastic Programs (Q4613827) (← links)
- Scenario tree generation for multiperiod financial optimization of optimal discretization (Q5944953) (← links)
- Large-scale financial planning via a partially observable stochastic dual dynamic programming framework (Q6053114) (← links)
- Value function gradient learning for large-scale multistage stochastic programming problems (Q6167416) (← links)
- Knowledge-based scenario tree generation methods and application in multiperiod portfolio selection problem (Q6570573) (← links)
