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Robust multivariate adaptive regression splines under cross-polytope uncertainty: an application in a natural gas market
16 references·0 citing·26 second hop
Robust multivariate adaptive regression splines under cross-polytope uncertainty: an application in a natural gas market (2022)Robust multivariate adaptive regression s…Mutual relevance of investor sentiment and finance by modeling coupled stochastic systems with MARS (2020)Mutual relevance of investor …Stability advances in robust portfolio optimization under parallelepiped uncertainty (2017)Stability advances in robust …RMARS: Robustification of multivariate adaptive regression spline under polyhedral uncertainty (2013)RMARS: Robustification of mul…Customer attrition in retailing: An application of Multivariate Adaptive Regression Splines (2013)Customer attrition in retaili…Sales forecasting for computer wholesalers: A comparison of multivariate adaptive regression splines and artificial neural networks (2012)Sales forecasting for compute…Predicting default probabilities in emerging markets by new conic generalized partial linear models and their optimization (2012)Predicting default probabilit…Theory and Applications of Robust Optimization (2011)Theory and Applications of Ro…RCMARS: Robustification of CMARS with different scenarios under polyhedral uncertainty set (2011)RCMARS: Robustification of CM…Bankruptcy forecasting: A hybrid approach using Fuzzy c-means clustering and Multivariate Adaptive Regression Splines (MARS) (2010)Bankruptcy forecasting: A hyb…Simulation and the Monte Carlo Method (2007)Simulation and the Monte Carl…Robust Portfolio Optimization and Management (2007)Robust Portfolio Optimization…The Price of Robustness (2004)The Price of RobustnessRobust optimization ? methodology and applications (2002)Robust optimization ? methodo…Robust solutions of Linear Programming problems contaminated with uncertain data (2000)Robust solutions of Linear Pr…Robust solutions of uncertain linear programs (1999)Robust solutions of uncertain…Robust Convex Optimization (1998)Robust Convex OptimizationCoherent Measures of Risk (1999)A robust mean absolute deviation model for portfolio optimization (2010)Computationally Tractable Counterparts of Distributionally Robust Constraints on Risk Measures (2016)Robust and Pareto optimality of insurance contracts (2017)Adjustable robust solutions of uncertain linear programs (2004)Stochastic Programming (2010)Introduction to Stochastic Programming (2011)Solving two-stage robust optimization problems using a column-and-constraint generation method (2013)Theory and Applications of Robust Optimization (2010)Prediction of Unemployment Rates with Time Series and Machine Learning Techniques (2019)FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)Financial Ratios and the Probabilistic Prediction of Bankruptcy (1980)Methodological Issues Related to the Estimation of Financial Distress Prediction Models (1984)Forecasting Daily and Monthly Exchange Rates with Machine Learning Techniques (2015)Hybrid genetic algorithm and fuzzy clustering for bankruptcy prediction (2017)Management of financial risks in Slovak enterprises using regression analysis (2018)Convex Approximations of Chance Constrained Programs (2006)Robust optimization – A comprehensive survey (2007)A robust optimization approach to closed-loop supply chain network design under uncertainty (2010)Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems (2010)Data-Driven Distributionally Robust Optimization Using the Wasserstein Metric: Performance Guarantees and Tractable Reformulations (2015)Optimization Methods in Finance (2006)Robust portfolios: contributions from operations research and finance (2009)Econometric Tools for Analyzing Market Outcomes (2007)Metamodel-based importance sampling for structural reliability analysis (2013)Everything you need to know about agent-based modelling and simulation (2016)
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References

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  • 2010Bankruptcy forecasting: A hybrid approach using Fuzzy c-means clustering and Multivariate Adaptive Regression Splines (MARS)169 cited
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  • 2012Sales forecasting for computer wholesalers: A comparison of multivariate adaptive regression splines and artificial neural networks95 cited
  • 2013RMARS: Robustification of multivariate adaptive regression spline under polyhedral uncertainty67 cited
  • 2020Mutual relevance of investor sentiment and finance by modeling coupled stochastic systems with MARS62 cited
  • 2013

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Customer attrition in retailing: An application of Multivariate Adaptive Regression Splines
51 cited
  • 2012Predicting default probabilities in emerging markets by new conic generalized partial linear models and their optimization26 cited
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