Arcagni, Alberto; Candila, Vincenzo; Grassi, Rosanna A new model for predicting the winner in tennis based on the eigenvector centrality. (English) Zbl 07712044 Ann. Oper. Res. 325, No. 1, 615-632 (2023). MSC: 62Pxx 91Axx 62Fxx PDFBibTeX XMLCite \textit{A. Arcagni} et al., Ann. Oper. Res. 325, No. 1, 615--632 (2023; Zbl 07712044) Full Text: DOI
Ammosov, D. A.; Stepanov, S. P.; Tyrylgin, A. A.; Malysheva, N. V.; Zamorshchikova, L. S. Partial learning using partially explicit discretization for multicontinuum/multiscale problems with limited observation: language interactions simulation. (English) Zbl 07700236 J. Comput. Appl. Math. 425, Article ID 115034, 16 p. (2023). MSC: 65M60 65M06 65N30 65D05 65M99 65M15 65F15 68T07 68Q32 91F20 35Q91 PDFBibTeX XMLCite \textit{D. A. Ammosov} et al., J. Comput. Appl. Math. 425, Article ID 115034, 16 p. (2023; Zbl 07700236) Full Text: DOI
Lee, Yan-Li; Dong, Qiang; Zhou, Tao Link prediction via controlling the leading eigenvector. (English) Zbl 1510.05271 Appl. Math. Comput. 411, Article ID 126517, 9 p. (2021). MSC: 05C82 91D30 PDFBibTeX XMLCite \textit{Y.-L. Lee} et al., Appl. Math. Comput. 411, Article ID 126517, 9 p. (2021; Zbl 1510.05271) Full Text: DOI arXiv
Barrera, Javiera; Moreno, Eduardo; Varas K., Sebastián A decomposition algorithm for computing income taxes with pass-through entities and its application to the Chilean case. (English) Zbl 1439.91031 Ann. Oper. Res. 286, No. 1-2, 545-557 (2020). MSC: 91B64 60J28 PDFBibTeX XMLCite \textit{J. Barrera} et al., Ann. Oper. Res. 286, No. 1--2, 545--557 (2020; Zbl 1439.91031) Full Text: DOI arXiv
Heinkenschloss, Matthias; Kramer, Boris; Takhtaganov, Timur; Willcox, Karen Conditional-value-at-risk estimation via reduced-order models. (English) Zbl 1405.35263 SIAM/ASA J. Uncertain. Quantif. 6, 1395-1423 (2018). MSC: 35R60 62H12 91G60 91G80 65Y20 91B30 PDFBibTeX XMLCite \textit{M. Heinkenschloss} et al., SIAM/ASA J. Uncertain. Quantif. 6, 1395--1423 (2018; Zbl 1405.35263) Full Text: DOI
Cui, Yiran; del Baño Rollin, Sebastian; Germano, Guido Full and fast calibration of the Heston stochastic volatility model. (English) Zbl 1380.91106 Eur. J. Oper. Res. 263, No. 2, 625-638 (2017). MSC: 91B70 60K30 62P05 90C15 PDFBibTeX XMLCite \textit{Y. Cui} et al., Eur. J. Oper. Res. 263, No. 2, 625--638 (2017; Zbl 1380.91106) Full Text: DOI arXiv Link
Tang, Pingzhong; Zhang, Hanrui Unit-sphere games. (English) Zbl 1411.91123 Int. J. Game Theory 46, No. 4, 957-974 (2017). MSC: 91A26 91A06 PDFBibTeX XMLCite \textit{P. Tang} and \textit{H. Zhang}, Int. J. Game Theory 46, No. 4, 957--974 (2017; Zbl 1411.91123) Full Text: DOI arXiv
Kim, Minyoung Cost-sensitive estimation of ARMA models for financial asset return data. (English) Zbl 1395.91513 Math. Probl. Eng. 2015, Article ID 232184, 8 p. (2015). MSC: 91G70 91B84 62M10 PDFBibTeX XMLCite \textit{M. Kim}, Math. Probl. Eng. 2015, Article ID 232184, 8 p. (2015; Zbl 1395.91513) Full Text: DOI
Ju, Yanbing; Yang, Shanghong A new method for multiple attribute group decision-making with intuitionistic trapezoid fuzzy linguistic information. (English) Zbl 1360.91070 Soft Comput. 19, No. 8, 2211-2224 (2015). MSC: 91B06 PDFBibTeX XMLCite \textit{Y. Ju} and \textit{S. Yang}, Soft Comput. 19, No. 8, 2211--2224 (2015; Zbl 1360.91070) Full Text: DOI
Kiesel, Rüdiger; Rupp, Andreas; Urban, Karsten Valuation of structured financial products by adaptive multiwavelet methods in high dimensions. (English) Zbl 1314.91239 Dahlke, Stephan (ed.) et al., Extraction of quantifiable information from complex systems. Cham: Springer (ISBN 978-3-319-08158-8/hbk; 978-3-319-08159-5/ebook). Lecture Notes in Computational Science and Engineering 102, 321-345 (2014). MSC: 91G60 35K20 65T60 91G10 PDFBibTeX XMLCite \textit{R. Kiesel} et al., Lect. Notes Comput. Sci. Eng. 102, 321--345 (2014; Zbl 1314.91239) Full Text: DOI
Sachs, Ekkehard W.; Schneider, Marina Reduced-order models for the implied variance under local volatility. (English) Zbl 1304.91244 Int. J. Theor. Appl. Finance 17, No. 8, Article ID 1450053, 23 p. (2014). MSC: 91G60 62H25 65D05 91G20 PDFBibTeX XMLCite \textit{E. W. Sachs} and \textit{M. Schneider}, Int. J. Theor. Appl. Finance 17, No. 8, Article ID 1450053, 23 p. (2014; Zbl 1304.91244) Full Text: DOI
Geng, Jian; Navon, I. Michael; Chen, Xiao Non-parametric calibration of the local volatility surface for European options using a second-order Tikhonov regularization. (English) Zbl 1294.91187 Quant. Finance 14, No. 1, 73-85 (2014). MSC: 91G60 91G20 65F22 65M30 PDFBibTeX XMLCite \textit{J. Geng} et al., Quant. Finance 14, No. 1, 73--85 (2014; Zbl 1294.91187) Full Text: DOI
Park, Kun Soo; Whitt, Ward Continuous-time Markov chain models to estimate the premium for extended hedge fund lockups. (English) Zbl 1291.60159 Ann. Oper. Res. 211, 357-379 (2013). MSC: 60J28 62P05 91G80 PDFBibTeX XMLCite \textit{K. S. Park} and \textit{W. Whitt}, Ann. Oper. Res. 211, 357--379 (2013; Zbl 1291.60159) Full Text: DOI
Mair, Maximilian L.; Maruhn, Jan H. On the primal-dual algorithm for callable bermudan options. (English) Zbl 1269.91099 Rev. Deriv. Res. 16, No. 1, 79-110 (2013). MSC: 91G60 91G20 PDFBibTeX XMLCite \textit{M. L. Mair} and \textit{J. H. Maruhn}, Rev. Deriv. Res. 16, No. 1, 79--110 (2013; Zbl 1269.91099) Full Text: DOI
Dreves, Axel; von Heusinger, Anna; Kanzow, Christian; Fukushima, Masao A globalized Newton method for the computation of normalized Nash equilibria. (English) Zbl 1273.91026 J. Glob. Optim. 56, No. 2, 327-340 (2013). MSC: 91A10 91-08 65H20 PDFBibTeX XMLCite \textit{A. Dreves} et al., J. Glob. Optim. 56, No. 2, 327--340 (2013; Zbl 1273.91026) Full Text: DOI
Simar, Léopold; Vanhems, Anne; Wilson, Paul W. Statistical inference for DEA estimators of directional distances. (English) Zbl 1253.90176 Eur. J. Oper. Res. 220, No. 3, 853-864 (2012). MSC: 90C08 62G05 62G09 91B38 PDFBibTeX XMLCite \textit{L. Simar} et al., Eur. J. Oper. Res. 220, No. 3, 853--864 (2012; Zbl 1253.90176) Full Text: DOI Link
Mijatović, Aleksandar Local time and the pricing of path-dependent options. (English) Zbl 1224.91160 Finance Stoch. 14, No. 1, 13-48 (2010). Reviewer: Georgij M. Shevchenko (Kyïv) MSC: 91G20 91B25 60H30 45D05 PDFBibTeX XMLCite \textit{A. Mijatović}, Finance Stoch. 14, No. 1, 13--48 (2010; Zbl 1224.91160) Full Text: DOI
Liu, Wei; Chawla, Sanjay Mining adversarial patterns via regularized loss minimization. (English) Zbl 1470.68137 Mach. Learn. 81, No. 1, 69-83 (2010). MSC: 68T05 62H30 91A80 PDFBibTeX XMLCite \textit{W. Liu} and \textit{S. Chawla}, Mach. Learn. 81, No. 1, 69--83 (2010; Zbl 1470.68137) Full Text: DOI
Anderson, Gary S. A reliable and computationally efficient algorithm for imposing the saddle point property in dynamic models. (English) Zbl 1230.91159 J. Econ. Dyn. Control 34, No. 3, 472-489 (2010). MSC: 91B82 62J05 65C20 PDFBibTeX XMLCite \textit{G. S. Anderson}, J. Econ. Dyn. Control 34, No. 3, 472--489 (2010; Zbl 1230.91159) Full Text: DOI Link
Trosset, Michael W. Extensions of classical multidimensional scaling via variable reduction. (English) Zbl 1010.62056 Comput. Stat. 17, No. 2, 147-163 (2002). Reviewer: A.D.Borisenko (Kyïv) MSC: 62H99 91C15 62H30 PDFBibTeX XMLCite \textit{M. W. Trosset}, Comput. Stat. 17, No. 2, 147--163 (2002; Zbl 1010.62056) Full Text: DOI