PUBLIKATIONEN


Zeige Ergebnisse 1 - 25 von 123
Geiersbach, Caroline ; Loayza-Romero, Estefania ; Welker, Kathrin. / Stochastic approximation for optimization in shape spaces. in: SIAM Journal on Optimization. 2021 ; Band 31, Nr. 1. S. 348-376.

van Ackooij, Wim ; Escobar Luna-Barrera, Debora Daniela ; Glanzer, Martin et al. / Distributionally robust optimization with multiple time scales: valuation of a thermal power plant. in: Computational Management Science. 2020 ; Band 17, Nr. 3. S. 357–385.

Eckstein, Stephan ; Kupper, Michael ; Pohl, Mathias. / Robust risk aggregation with neural networks. in: Mathematical Finance: an international journal of mathematics, statistics and financial economics. 2020 ; Band 30, Nr. 4. S. 1229-1272.

Pohl, Mathias ; Ristig, Alexander ; Schachermayer, Walter et al. / Theoretical and empirical analysis of trading activity. in: Mathematical Programming. 2020 ; Band 181, Nr. 2. S. 405–434.

Reschenhofer, Erhard ; Mangat, Manveer ; Zwatz, Christian et al. / Evaluation of current research on stock return predictability. in: Journal of Forecasting. 2020 ; Band 39 , Nr. 2. S. 334-351.

Geiersbach, Caroline ; Wollner, Winnifried. / A Stochastic Gradient Method with Mesh Refinement for PDE Constrained Optimization under Uncertainty. in: SIAM Journal on Scientific Computing. 2020 ; Band 42, Nr. 5. S. A2750–A2772.

Pflug, Georg ; Kaniovski, Yuriy ; Kaniovskyi, Yuriy. / Analysis of credit-rating migrations with genetic algorithms. in: International Journal of Bio-Inspired Computation. 2020 ; Band 16, Nr. 4. S. 264-274.

Hochrainer, Stefan ; Pflug, Georg ; Colon, Célian et al. / Measuring, modeling and managing systemic risk: The missing aspect of human agency. in: Journal of Risk Research. 2020 ; Band 23, Nr. 10. S. 1301-1317.

Cooper, Matthew W. ; Brown, Molly E. ; Hochrainer-Stigler, Stefan et al. / Mapping the effects of drought on child stunting. in: Proceedings of the National Academy of Sciences of the United States of America (PNAS). 2019 ; Band 116, Nr. 35. S. 17219-17224.

Preininger, J. ; Scarinci, T. ; Veliov, V. M. / Metric Regularity Properties in Bang-Bang Type Linear-Quadratic Optimal Control Problems. in: Set-Valued and Variational Analysis. 2019 ; Band 27, Nr. 2. S. 381-404.

Geiersbach, Caroline ; Welker, Kathrin ; Loayza, Estefania. / Computational Aspects for Interface Identification Problems with Stochastic Modelling. TBD. 2019.

Zeige Ergebnisse 1 - 25 von 123