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A new method for estimating Sharpe ratio function via local maximum likelihood 期刊论文
JOURNAL OF APPLIED STATISTICS, 2022, 页码: 19
作者:  Xu, Wenchao;  Lin, Hongmei;  Tong, Tiejun;  Zhang, Riquan
收藏  |  浏览/下载:108/0  |  提交时间:2023/02/07
Direct method  heteroscedastic non-parametric regression  joint limiting distribution  local polynomial smoothing  Sharpe ratio function  
A cut-peak function method for global optimization 期刊论文
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2009, 卷号: 230, 期号: 1, 页码: 135-142
作者:  Wang, Yuncheng;  Fang, Weiwu;  Wu, Tianjiao
收藏  |  浏览/下载:131/0  |  提交时间:2018/07/30
Global optimization  Cut-peak function  Box constrained minimization problem  Smoothing technique  
On the finite termination of an entropy function based non-interior continuation method for vertical linear complementarity problems 期刊论文
JOURNAL OF GLOBAL OPTIMIZATION, 2005, 卷号: 33, 期号: 3, 页码: 369-391
作者:  Fang, SC;  Han, JY;  Huang, ZH;  Birbil, SI
收藏  |  浏览/下载:132/0  |  提交时间:2018/07/30
entropy function  finite termination  non-interior continuation method  vertical linear complementarity problems  smoothing approximation  
A smoothing Newton method for extended vertical linear complementarity problems 期刊论文
SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS, 1999, 卷号: 21, 期号: 1, 页码: 45-66
作者:  Qi, HD;  Liao, LZ
收藏  |  浏览/下载:132/0  |  提交时间:2018/07/30
aggregation function  smoothing Newton method  semismoothness  global convergence  
A global linear and local quadratic noninterior continuation method for nonlinear complementarity problems based on Chen-Mangasarian smoothing functions 期刊论文
SIAM JOURNAL ON OPTIMIZATION, 1999, 卷号: 9, 期号: 3, 页码: 605-623
作者:  Chen, BT;  Xiu, NH
收藏  |  浏览/下载:156/0  |  提交时间:2018/07/30
nonlinear complementarity problem  continuation method  smoothing function  global linear convergence  local quadratic convergence