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Least squares Monte Carlo
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Recursive hierarchical parametric identification of Wiener-Hammerstein systems based on initial value optimization
Journal article
ISA Transactions,2025, volume: 158, pages: 697-714
Authors:
Li, Qiangya
;
Liu, Tao
;
Na, Jing
;
Shang, Chao
;
Tan, Yonghong
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View/Download:39/0
  |  
Submit date: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
Journal article
Journal of Computational Finance,2019, volume: 23, issue: 1, pages: 97-127
Authors:
Zhang, Rongju
;
Langrené, Nicolas
;
Tian, Yu
;
Zhu, Zili
;
Klebaner, Fima
Favorite
  |  
View/Download:4/0
  |  
Submit date: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
Journal article
Quantitative Finance,2019, volume: 19, issue: 3, pages: 519-532
Authors:
Zhang,Rongju
;
Langrené,Nicolas
;
Tian,Yu
;
Zhu,Zili
;
Klebaner,Fima
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  |  
View/Download:4/0
  |  
Submit date: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
Journal article
International Journal of Applied Electromagnetics and Mechanics,2016, volume: 52, issue: 1-2, pages: 691-699
Authors:
Wang,Cheng
;
Yu,Fei
;
Tao,Lin
;
Guo,Wangping
;
Wang,Jianying
Favorite
  |  
View/Download:4/0
  |  
Submit date: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
Conference paper
Proceedings - 21st International Congress on Modelling and Simulation, MODSIM 2015
Authors:
Lee,Geoffrey
;
Bao,Chenming
;
Langrene,Nicolas
;
Zhu,Zili
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  |  
View/Download:1/0
  |  
Submit date: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
Review
2008
Authors:
Shao, Ling
;
Zhang, Hui
;
de Haan, Gerard
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  |  
View/Download:9/0
  |  
Submit date: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
Journal article
Analyst,1996, volume: 121, issue: 8, pages: 1025-1029
Authors:
Liang, Yizeng
;
Fang, Kaitai
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View/Download:2/0
  |  
Submit date:2021/05/13
Global optimization
Least median of squares
Multivariate calibration
Number theory method
Robust estimator
Sequential number theory optimization