Multi-criteria optimization in regression
From MaRDI portal
Publication:2070684
DOI10.1007/s10479-021-03990-9zbMath1478.90121OpenAlexW3136679899MaRDI QIDQ2070684
Publication date: 24 January 2022
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-021-03990-9
regressionautocorrelationinstrumental variablesmulti-criteria optimizationheteroskedasticityspecification error
Linear regression; mixed models (62J05) Numerical mathematical programming methods (65K05) Multi-objective and goal programming (90C29) Management decision making, including multiple objectives (90B50) Portfolio theory (91G10)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Quasi-Newton methods for solving multiobjective optimization
- Multicriteria optimization with a multiobjective golden section line search
- A multicriteria methodology for equity selection using financial analysis
- Common stock portfolio selection: a multiple criteria decision making methodology and an application to the Athens stock exchange
- Multiple criteria linear regression
- Financial market forecasting using a two-step kernel learning method for the support vector regression
- Quadratic mixed integer programming and support vectors for deleting outliers in robust regression
- Financial modelling: Where to go? With an illustration for portfolio management
- Nontraditional approaches to statistical classification: Some perspectives on \(L_ p\)-norm methods
- Estimation and testing in least absolute value regression with serially correlated disturbances
- Permutation-based multivariate regression analysis: The case for least sum of absolute deviations regression
- A comparison of linear regression and neural network methods for predicting excess returns on large stocks
- Nonsmooth multiobjective programming with quasi-Newton methods
- An integrated multi-product, multi-buyer supply chain under penalty, green, and quality control polices and a vendor managed inventory with consignment stock agreement: the outer approximation with equality relaxation and augmented penalty algorithm
- Relaxed support vector regression
- A subgradient method for multiobjective optimization
- Trust region methods for solving multiobjective optimisation
- INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT
- Portfolio construction on the Athens Stock Exchange: a multiobjective optimization approach
- Least Median of Squares Regression
- Newton's Method for Multiobjective Optimization
- Normal-Boundary Intersection: A New Method for Generating the Pareto Surface in Nonlinear Multicriteria Optimization Problems
- Multi‐criteria decision aid in financial decision making: methodologies and literature review
- A multiple criteria decision-making approach for the selection of stocks
- Letter to the Editor—-A Closed Form Solution of Certain Programming Problems
This page was built for publication: Multi-criteria optimization in regression
