Optimizing Measures of Risk: A Simplex-like Algorithm [PDF]
The minimization of general risk or dispersion measures is becoming more and more important in Portfolio Choice Theory. There are two major reasons. Firstly, the lack of symmetry in the returns of many assets provokes that the classical optimization of ...
Alejandro Balbás +2 more
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The global convergence properties of an adaptive QP-free method without a penalty function or a filter for minimax optimization. [PDF]
PLoS One, 2023 Su K, Liu S, Lu W.
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A SIEVE STOCHASTIC GRADIENT DESCENT ESTIMATOR FOR ONLINE NONPARAMETRIC REGRESSION IN SOBOLEV ELLIPSOIDS. [PDF]
Ann Stat, 2022 Zhang T, Simon N.
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ICAOD: An R Package for Finding Optimal designs for Nonlinear Statistical Models by Imperialist Competitive Algorithm. [PDF]
R J, 2022 Masoudi E, Holling H, Wong WK, Kim S.
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Regression in tensor product spaces by the method of sieves. [PDF]
Electron J Stat, 2023 Zhang T, Simon N.
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Online Multivariate Anomaly Detection and Localization for High-Dimensional Settings. [PDF]
Sensors (Basel), 2022 Mozaffari M, Doshi K, Yilmaz Y.
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High Dimensional Change Point Inference: Recent Developments and Extensions. [PDF]
J Multivar Anal, 2022 Liu B, Zhang X, Liu Y.
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Optimal study designs for cluster randomised trials: An overview of methods and results. [PDF]
Stat Methods Med Res, 2023 Watson SI, Girling A, Hemming K.
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Robust Necessary Optimality Conditions for Nondifferentiable Complex Fractional Programming with Uncertain Data. [PDF]
J Optim Theory Appl, 2021 Chen J +4 more
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