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Model averaging for interval-valued data 期刊论文
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2022, 卷号: 301, 期号: 2, 页码: 772-784
作者:  Sun, Yuying;  Zhang, Xinyu;  Wan, Alan T. K.;  Wang, Shouyang
收藏  |  浏览/下载:94/0  |  提交时间:2023/02/07
Forecasting  Asymptotic optimality  Interval-valued time series  Model averaging  Vector autoregression  
Optimal selection and release problem in software testing process: A continuous time stochastic control approach 期刊论文
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2020, 卷号: 285, 期号: 1, 页码: 211-222
作者:  Cao, Ping;  Yang, Ke;  Liu, Ke
收藏  |  浏览/下载:189/0  |  提交时间:2020/06/30
Project management  Software testing process  Dynamic programming  Continuous time stochastic optimal control  Optimal software testing and release  
Dynamic portfolio optimization with risk control for absolute deviation model 期刊论文
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2010, 卷号: 201, 期号: 2, 页码: 349-364
作者:  Yu, Mei;  Takahashi, Satoru;  Inoue, Hiroshi;  Wang, Shouyang
收藏  |  浏览/下载:95/0  |  提交时间:2018/07/30
Portfolio optimization  Linear programming  Absolute deviation  Dynamic programming  
A mixed R&D projects and securities portfolio selection model 期刊论文
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2008, 卷号: 185, 期号: 2, 页码: 700-715
作者:  Fang, Yong;  Chen, Lihua;  Fukushima, Masao
收藏  |  浏览/下载:83/0  |  提交时间:2018/07/30
portfolio selection  R&D project portfolio selection  semi-absolute deviation risk function  mixed-integer stochastic programming problem  
A minimax portfolio selection strategy with equilibrium 期刊论文
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2005, 卷号: 166, 期号: 1, 页码: 278-292
作者:  Deng, XT;  Li, ZF;  Wang, SY
收藏  |  浏览/下载:100/0  |  提交时间:2018/07/30
uncertainty modelling  portfolio selection  optimization  equilibrium