Parameter estimation in stochastic scenario generation systems
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Publication:1806616
DOI10.1016/S0377-2217(98)90323-XzbMath0933.91015MaRDI QIDQ1806616
John M. Mulvey, Bala Shetty, Daniel P. Rosenbaum
Publication date: 8 November 1999
Published in: European Journal of Operational Research (Search for Journal in Brave)
tabu searchnon-convex optimizationfinanceadaptive memory programmingscenario analysisintegrated parameter estimationmulti-period financial planning
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Related Items (6)
Management of non-maturing deposits by multistage stochastic programming ⋮ Managerial insights from service industry models: a new scenario decomposition method ⋮ Financial planning via multi-stage stochastic optimization. ⋮ Improving performance for long-term investors: wide diversification, leverage, and overlay strategies ⋮ Multi-objective meta-heuristics: An overview of the current state-of-the-art ⋮ Strategic financial risk management and operations research
Uses Software
Cites Work
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