A new robust optimization tool applied on financial data (PJO)
Volume 9
Number 3
pp. 535-552
A new robust optimization tool applied on financial data
A. Özmen, G.-W. Weber and A. Karimov
Key words Mathematices Subject Classification
regression, uncertainty, robust optimization, CMARS, RCMARS, financial market 46N10, 62F35, 65K10, 90C51
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