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Escobar M., Spies B., and Zagst R.
Optimal Consumption and Investment in General Affine GARCH Models
OR Spektrum
2024

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Gsänger, Matthias;Hösel, Volker;Mohamad-Klotzbach, Christoph;Müller, Johannes
Opinion Models, Election Data, and Political Theory
Entropy
2024
26
3
212

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Escobar-Anel, Marcos; Spies, Ben; Zagst, Rudi
Optimal consumption and investment in general affine GARCH models
OR Spectrum
2024

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Bauerhenne, Carolin;Kolisch, Rainer;Schulz, Andreas S.
Robust Appointment Scheduling with Waiting Time Guarantees
CoRR
2024

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Benker, Roman
Optimizing the Drawdown Duration of Financial Portfolios
Masterarbeit
2024

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Huang, Shenglin;He, Zequn;Dirr, Nicolas;Zimmer, Johannes;Reina, Celia
Statistical-Physics-Informed Neural Networks (Stat-PINNs): A Machine Learning Strategy for Coarse-graining Dissipative Dynamics
2023

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Yang, Yu Jung (FIM)
Multivariate Affine GARCH in portfolio optimization
Masterarbeit
2024

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Shi, Hongjian; Drton, Mathias; Han, Fang
On Azadkia–Chatterjee’s conditional dependence coefficient
Bernoulli
2024
30
2
May
851-877

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Lausser, Tobias
Closed-form portfolio optimization under generalized GARCH models
Masterarbeit
2024

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Bichler, Martin;Lunowa, Stephan B.;Oberlechner, Matthias;Pieroth, Fabian R.;Wohlmuth, Barbara
On the Convergence of Learning Algorithms in Bayesian Auction Games
2023