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Recursive hierarchical parametric identification of Wiener-Hammerstein systems based on initial value optimization
期刊论文
ISA Transactions,2025, 卷号: 158, 页码: 697-714
作者:
Li, Qiangya
;
Liu, Tao
;
Na, Jing
;
Shang, Chao
;
Tan, Yonghong
收藏
  |  
浏览/下载:50/0
  |  
提交时间:2025/05/06
Adaptive forgetting factors
Auxiliary model
Initial value optimization
Recursive hierarchical least-squares
Wiener-Hammerstein system
Skewed target range strategy for multiperiod portfolio optimization using a two-stage least squares Monte Carlo method
期刊论文
Journal of Computational Finance,2019, 卷号: 23, 期号: 1, 页码: 97-127
作者:
Zhang, Rongju
;
Langrené, Nicolas
;
Tian, Yu
;
Zhu, Zili
;
Klebaner, Fima
收藏
  |  
浏览/下载:15/0
  |  
提交时间:2022/08/29
Alternative performance measure
Least squares Monte Carlo
Multiperiod portfolio optimization
Target-based portfolio optimization
Two-stage regression
Dynamic portfolio optimization with liquidity cost and market impact: a simulation-and-regression approach
期刊论文
Quantitative Finance,2019, 卷号: 19, 期号: 3, 页码: 519-532
作者:
Zhang,Rongju
;
Langrené,Nicolas
;
Tian,Yu
;
Zhu,Zili
;
Klebaner,Fima
收藏
  |  
浏览/下载:15/0
  |  
提交时间:2022/08/29
Dynamic portfolio optimization
Least squares Monte Carlo
Liquidity cost
Multi-period asset allocation
Permanent market impact
Transaction cost
Uncorrelated multi-source random dynamic load identification based on minimization maximum relative errors and genetic algorithm
期刊论文
International Journal of Applied Electromagnetics and Mechanics,2016, 卷号: 52, 期号: 1-2, 页码: 691-699
作者:
Wang,Cheng
;
Yu,Fei
;
Tao,Lin
;
Guo,Wangping
;
Wang,Jianying
收藏
  |  
浏览/下载:11/0
  |  
提交时间:2021/12/02
frequency domain
genetic algorithm
matrix least-squares inverse
minimization maximum relative errors
multi-objective optimization
Random dynamic load identification
uncorrelated multi-source
Choosing crop rotations under uncertainty: A multi-period dynamic portfolio optimization approach
会议论文
Proceedings - 21st International Congress on Modelling and Simulation, MODSIM 2015
作者:
Lee,Geoffrey
;
Bao,Chenming
;
Langrene,Nicolas
;
Zhu,Zili
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  |  
浏览/下载:9/0
  |  
提交时间:2022/08/29
Approximate stochastic dynamic programming
Crop rotation
Least-squares Monte Carlo
Portfolio optimization
Rainfall
An overview and performance evaluation of classification-based least squares trained filters
评论文章
2008
作者:
Shao, Ling
;
Zhang, Hui
;
de Haan, Gerard
收藏
  |  
浏览/下载:20/0
  |  
提交时间:2021/10/19
Adaptive filters
Classification
Integrated processing
Least squares optimization
Performance evaluation
Trained filters
Video enhancement
Robust multivariate calibration algorithm based on least median of squares and sequential number theory optimization method
期刊论文
Analyst,1996, 卷号: 121, 期号: 8, 页码: 1025-1029
作者:
Liang, Yizeng
;
Fang, Kaitai
收藏
  |  
浏览/下载:8/0
  |  
提交时间:2021/05/13
Global optimization
Least median of squares
Multivariate calibration
Number theory method
Robust estimator
Sequential number theory optimization