最新研究
关注
分享
扫一扫
文章平均质量分 95
最新研究进展
Quant0xff
资料搜集自网络，如有侵权，请联系删除
展开
-
【CVX】Portfolio Optimization
CVX求解portfolio model including factor model原创 2020-12-11 14:21:26 · 1176 阅读 · 0 评论 -
【AP_MP】Robust solutions of Linear Programming problems contaminated with uncertain data
MP论文：Robust solutions of Linear Programming problems contaminated with uncertain data(1)原创 2020-12-08 17:25:43 · 344 阅读 · 0 评论 -
【AP_EJOR】Robust multiobjective optimization & applications in portfolio optimization(2)
论文解析系列: Robust multiobjective optimization & applications in portfolio optimization原创 2020-12-05 14:42:49 · 170 阅读 · 0 评论 -
【AP_EJOR】Robust multiobjective optimization & applications in portfolio optimization(1)
论文解读系列：Robust multiobjective optimization & applications in portfolio optimization原创 2020-12-05 12:20:21 · 234 阅读 · 0 评论 -
【AP_EJOR】Robust multiobjective portfolio optimization: A minimax regret approach
论文解析：Robust multiobjective portfolio optimization: A minimax regret approach原创 2020-12-03 22:31:13 · 286 阅读 · 0 评论 -
【Fuzzy】不确定规划：模糊规划模型
不确定规划：模糊规划原创 2020-11-30 19:37:40 · 4818 阅读 · 0 评论 -
【Fuzzy】不确定规划：期望值与方差
不确定规划：期望值与方差，模糊模拟原创 2020-11-30 13:24:01 · 1331 阅读 · 0 评论 -
【AP】Robust VaR and CVaR optimization under joint ambiguity in distributions, means and covariance(4)
论文解析系列:Robust VaR and CVaR optimization under joint ambiguity in distributions, means and covariance(3)原创 2020-11-24 11:28:17 · 150 阅读 · 0 评论 -
【AP】Robust VaR and CVaR optimization under joint ambiguity in distributions, means and covariance(3)
论文解读系列: Robust VaR and CVaR optimization under joint ambiguity in distributions, means and covariance(2)原创 2020-11-23 15:00:32 · 258 阅读 · 0 评论 -
【AP】Robust VaR and CVaR optimization under joint ambiguity in distributions, means and covariance(2)
论文解读系列：Robust VaR and CVaR optimization under joint ambiguity in distributions, means and covariance(2)原创 2020-11-23 10:32:13 · 142 阅读 · 0 评论 -
【AP】Robust VaR and CVaR optimization under joint ambiguity in distributions, means and covariance(1)
论文解析系列：robust VaR and CVaR原创 2020-11-22 16:46:25 · 360 阅读 · 0 评论 -
【AP】On robust mean variance portfolios(5)
论文解析系列：On robust mean variance portfolios(5)原创 2020-11-21 18:38:02 · 132 阅读 · 0 评论 -
【AP】On robust mean variance portfolios(4)
论文解析系列：On robust mean variance portfolios(4)原创 2020-11-21 15:44:28 · 132 阅读 · 0 评论 -
【AP】On robust mean variance portfolios(3)
论文解读系列：On robust mean variance portfolios(3)原创 2020-11-21 13:20:10 · 205 阅读 · 0 评论 -
【AP】On robust mean variance portfolios(2)
论文解读系列：On robust mean variance portfolios(2)原创 2020-11-20 19:19:00 · 218 阅读 · 0 评论 -
【AP】On robust mean variance portfolios(1)
论文解读系列：On robust mean variance portfolios(1)原创 2020-11-20 13:50:07 · 285 阅读 · 0 评论 -
【FinE】多目标mean-cvar模型求解
mean-cvar加入多目标模型求解原创 2020-10-19 14:09:36 · 1541 阅读 · 1 评论 -
【AP】Multivariate GARCH models and the BL approach for tracking error constrained portfolios
论文解析系列 Multivariate GARCH models and the BL approach for tracking error constrained portfolios原创 2020-10-11 15:21:15 · 320 阅读 · 0 评论 -
【AP】Dynamic mean-lpm and mean-cvar portfolio optimization in continuous time(2)
论文解析系列 Dynamic mean-lpm and mean-cvar portfolio optimization in continuous time(2)原创 2020-10-08 12:05:47 · 274 阅读 · 1 评论 -
【AP】Dynamic mean-lpm and mean-cvar portfolio optimization in continuous time(1)
论文解析系列 Dynamic mean-lpm and mean-cvar portfolio optimization in continuous time(1)原创 2020-10-07 19:52:40 · 469 阅读 · 2 评论 -
【AP】CVaR robust Mean-CVaR portfolio optimization(3)
论文解析系列 CVaR robust mean-CVaR portfolio(part 3)原创 2020-10-07 12:23:14 · 932 阅读 · 0 评论 -
【AP】CVaR robust Mean-CVaR portfolio optimization(2)
论文解析系列 CVaR robust mean-CVaR portfolio(part 2)原创 2020-10-06 20:18:05 · 746 阅读 · 0 评论 -
【AP】CVaR robust Mean-CVaR portfolio optimization(1)
论文解析系列 CVaR robust mean-CVaR portfolio(part 1)原创 2020-10-06 17:24:29 · 482 阅读 · 0 评论 -
【AP】a pratical guide to robust optimization（3）
论文解析系列，a practical guide to robust optimization (part 3)原创 2020-10-03 14:58:48 · 222 阅读 · 2 评论 -
【AP】a pratical guide to robust optimization（2）
论文解析系列，a practical guide to robust optimization (part 2)原创 2020-10-02 14:39:59 · 322 阅读 · 0 评论 -
【AP】a pratical guide to robust optimization（1）
论文解析系列，a practical guide to robust optimization (part 1)原创 2020-10-02 09:12:35 · 1116 阅读 · 0 评论 -
【AP】Robust multi-period portfolio selection(4)
论文解析系列，Robust multi-period selection（part 4）原创 2020-09-29 16:21:04 · 374 阅读 · 0 评论 -
【AP】Robust multi-period portfolio selection(3)
论文解析系列，Robust multi-period selection（part 3）原创 2020-09-28 10:24:08 · 374 阅读 · 0 评论 -
【AP】Robust multi-period portfolio selection(2)
论文解析系列，Robust multi-period selection（part 2）原创 2020-09-26 19:39:53 · 352 阅读 · 0 评论 -
【AP】Robust multi-period portfolio selection(1)
论文解析系列，Robust multi-period selection（part 1）原创 2020-09-25 15:24:22 · 572 阅读 · 0 评论