搜索结果: 1-15 共查到“经济学 optimization”相关记录32条 . 查询时间(0.14 秒)
Portfolio optimization with linear and fixed transaction costs
Investment transaction costs linear transactions
2015/8/10
We consider the problem of portfolio selection, with transaction costs and constraints on exposure to risk. Linear transaction costs, bounds on the variance of the return, and bounds on different shor...
Multiperiod Optimization in Economic Systems with Unknown Parameters
Multiperiod Optimization Economic Systems
2015/8/5
Multiperiod Optimization in Economic Systems with Unknown Parameters.
Scientists use 'voting' and 'penalties' to overcome errors in quantum optimization（图）
voting penalties quantum optimization
2014/3/21
By tying quantum bits into voting blocks, scientists can create significant protection against decoherence.
Status and Optimization Strategies Based Supermarket Chain of the Supply Chain and Distribution Mode
Distribution Mode Supermarket Chains Strategy
2013/2/23
With the development of supermarket chains in China, the competition intensified, logistics and distribution is gradually becoming a key factor of the competitive strength of the supermarket chains. T...
Optimization Method for Interval Portfolio Selection Based on Satisfaction Index of Interval inequality Relation
Interval portfolio selection satisfaction index semiabsolute deviation risk parametric linear programming
2012/9/14
In this paper we consider an interval portfolio selection problem with uncertain returns and introduce an inclusive concept of satisfaction index for interval inequality relatio...
Portfolio optimization with insider's initial information and counterparty risk
asymmetric information enlargement of filtrations counterparty risk optimal investment duality dynamic programming.
2012/9/14
We study the gain of an insider having private information which concerns the default risk of a counterparty. More precisely, the default time τ is modelled as the first time a stochastic process hits...
On the Equivalence of Quadratic Optimization Problems Commonly Used in Portfolio Theory
investment analysis mean-variance analysis parameter uncertainty interval estimation test theory.
2012/9/14
In the paper, we consider three quadratic optimization problems which are frequently applied in portfolio theory, i.e, the Markowitz mean-variance problem as well as the problems based on the mean-var...
We develop a new model of random choice to study violations of the weak axiom of
revealed preference. We introduce the notion of a stochastic preference and show that it
implies the Luce model. Our ...
Optimization of the cropping pattern in Saudi Arabia using a mathematical programming sector model
maximum net return efficient water allocation LINGO optimizer modelling program
2014/2/24
A mathematical sector model has been formulated to optimize the cropping pattern in Saudi Arabia aiming at maximizing the net annual return of the agricultural sector in Saudi Arabia and ensuring the ...
Design of experiments for the analysis and optimization of barcodes of food and agricultural products
barcode design of experiments food packaging manufacturing process optimization printing
2014/2/24
The tools and modern techniques used in the Design of Experiments (DOE) have been proved successful in meeting the challenge of continuous improvement of food and agricultural products over the last f...
Optimization of the Land Offices organisation in the Czech Republic
land consolidation Land Offices organisational structures management structures countryside
2014/2/27
The land consolidation is a significant instrument for the ownership relations issue and for ensuring the maintenance of land functions and the increase of the ecological stability. Despite of the dem...
Belief Propagation Algorithm for Portfolio Optimization Problems
Belief Propagation Algorithm Portfolio Optimization Problems
2010/10/21
The typical behavior of optimal solutions to portfolio optimization problems with absolute deviation and expected shortfall models using replica analysis was pioneeringly estimated by S. Ciliberti and...
Optimization of dividend and reinsurance strategies under ruin probability constraint
Nonlinear regular-singular stochastic optimal control Ruin
2010/10/20
This paper considers nonlinear regular-singular stochastic optimal control of large insurance company. The company controls the reinsurance rate and dividend payout process to maximize the expected p...
Monte Carlo Portfolio Optimization for General Investor Risk-Return Objectives and Arbitrary Return Distributions: a Solution for Long-only Portfolios
Portfolio Optimization Optimisation Random Portfolio Monte Carlo Simplex
2010/10/21
We develop the idea of using Monte Carlo sampling of random portfolios to solve portfolio investment problems. In this first paper we explore the need for more general optimization tools, and conside...
Transversality Conditions for Higher Order Infinite Horizon Discrete Time Optimization Problems
Transversality condition Dynamic optimization
2010/10/20
In this paper, we examine higher order difference problems. Using the "squeezing" argument, we derive both Euler's condition and the transversality condition. In order to derive the two conditions, tw...