Robust optimization

Results: 212



#Item
201Finance / Operations research / Mathematical optimization / Portfolio optimization / Normal distribution / Sharpe ratio / Robust optimization / Mutual fund separation theorem / Modern portfolio theory / Financial economics / Investment / Economics

ROBUST PORTFOLIO OPTIMIZATION USING A SIMPLE FACTOR MODEL

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Source URL: ima.umn.edu

Language: English - Date: 2011-10-06 10:33:43
202Applied mathematics / Control theory / Dynamic programming / Robust optimization / Stochastic programming / Markov decision process / Linear programming / Optimal control / Spectral theory of ordinary differential equations / Operations research / Mathematical optimization / Systems theory

A Tutorial on Stochastic Programming Alexander Shapiro∗ and Andy Philpott† March 21, 2007

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Source URL: www2.isye.gatech.edu

Language: English - Date: 2007-03-20 17:37:18
203Robust statistics / Operations research / Econometrics / RANSAC / Principal component analysis / Convex optimization / Least absolute deviations / Iteratively reweighted least squares / Linear regression / Statistics / Regression analysis / Mathematical optimization

ROBUST COMPUTATION OF LINEAR MODELS, OR HOW TO FIND A NEEDLE IN A HAYSTACK GILAD LERMAN∗ , MICHAEL MCCOY† , JOEL A. TROPP† , AND TENG ZHANG◦

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Source URL: users.cms.caltech.edu

Language: English - Date: 2012-02-21 11:36:38
204RANSAC / Mathematical optimization / Least squares / Normal distribution / Total least squares / Linear least squares / Statistics / Regression analysis / Robust statistics

Graphics and Image Processing

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Source URL: www.tu-chemnitz.de

Language: English - Date: 2005-09-24 10:06:15
205Science / Info-gap decision theory / Robust decision making / Uncertainty / Decision making / Scenario optimization / Decision analysis / Risk / Robust decision / Statistics / Decision theory / Knowledge

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Source URL: www.technion.ac.il

Language: English - Date: 2007-10-05 04:21:16
206Mathematical analysis / IOSO / Global optimization / Shape optimization / Multi-objective optimization / Topology optimization / Stochastic optimization / Genetic algorithm / Robust optimization / Mathematical optimization / Statistics / Numerical analysis

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Source URL: www.iosotech.com

Language: English - Date: 2003-05-08 02:41:57
207Materials science / IOSO / Shape optimization / Robust optimization / Genetic algorithm / Turbine / Design closure / Creep / Stress analysis / Mathematical optimization / Numerical analysis / Mathematical analysis

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Source URL: www.iosotech.com

Language: English - Date: 2003-05-08 02:42:01
208RANSAC / Mathematical optimization / Least squares / Normal distribution / Total least squares / Linear least squares / Statistics / Regression analysis / Robust statistics

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Source URL: www.ai.sri.com

Language: English - Date: 2006-10-03 12:10:33
209Robust statistics / Info-gap decision theory / Economics / Mathematical optimization / Control theory / Robustness / Satisficing / Pareto efficiency / Decision making / Decision theory / Statistics / Science

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Source URL: tx.technion.ac.il

Language: English - Date: 2008-06-05 13:48:58
210Mathematics / Robust statistics / Info-gap decision theory / Mathematical optimization / Robust optimization / Game theory / Control theory / Minimax / Sensitivity analysis / Statistics / Decision theory / Science

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Source URL: info-gap.moshe-online.com

Language: English - Date: 2009-05-17 18:17:40
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