Results 31 to 40 of about 376,109 (314)
Robust Portfolio Optimization Using Pseudodistances. [PDF]
PLoS ONE, 2015 The presence of outliers in financial asset returns is a frequently occurring phenomenon which may lead to unreliable mean-variance optimized portfolios.
Aida Toma, Samuela Leoni-Aubin
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Robustness of A-optimal designs
Linear Algebra and its Applications, 2008 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Masaro, Joe, Wong, Chi Song
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Optimality of Robust Online Learning
Foundations of Computational Mathematics, 2023 In this paper, we study an online learning algorithm with a robust loss function $\mathcal{L}_σ$ for regression over a reproducing kernel Hilbert space (RKHS). The loss function $\mathcal{L}_σ$ involving a scaling parameter $σ>0$ can cover a wide range of commonly used robust losses.
Zheng-Chu Guo +2 more
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Determining a Robust, Pareto Optimal Geometry for a Welded Joint [PDF]
, 2014 Multi-criteria optimization problems are known to give rise to a set of Pareto optimal solutions where one solution cannot be regarded as being superior to another.
Radhi, Hazim E. +3 more
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Portfolio Selection by Robust Optimization [PDF]
تحقیقات مالی, 2014 This paper discusses the portfolio selection based on robust optimization. Since the parameters values of the portfolio optimization problem such as price of the stock, dividends, returns, etc.
Azin Abrishami, Reza Yousefi Zenouz
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Shortfall-Based Wasserstein Distributionally Robust Optimization
Mathematics, 2023 In this paper, we study a distributionally robust optimization (DRO) problem with affine decision rules. In particular, we construct an ambiguity set based on a new family of Wasserstein metrics, shortfall–Wasserstein metrics, which apply normalized ...
Ruoxuan Li, Wenhua Lv, Tiantian Mao
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Kernel distributionally robust optimization [PDF]
, 2020 We propose kernel distributionally robust optimization (Kernel DRO) using insights from the robust optimization theory and functional analysis. Our method uses reproducing kernel Hilbert spaces (RKHS) to construct a wide range of convex ambiguity sets ...
Zhu, Jia-Jie +3 more
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Optimal robust expensive optimization is tractable [PDF]
Proceedings of the 11th Annual conference on Genetic and evolutionary computation, 2009 Following a number of recent papers investigating the possibility of optimal comparison-based optimization algorithms for a given distribution of probability on fitness functions, we (i) discuss the comparison-based constraints (ii) choose a setting in which theoretical tight bounds are known (iii) develop a careful implementation using billiard ...
Rolet, Philippe +2 more
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Hybrid Rocket Engine Design Optimization at Politecnico di Torino: A Review
Aerospace, 2021 Optimization of Hybrid Rocket Engines at Politecnico di Torino began in the 1990s. A comprehensive review of the related research activities carried out in the last three decades is here presented.
Lorenzo Casalino +2 more
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Case Studies in Thermal Engineering, 2020 As they deliver dispatchable renewable energy, biomass power plants are expected to play a key role in the stability of the future electricity grids dominated by intermittent renewables.
J. Blondeau +5 more
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