Model combination for credit risk assessment: A stacked generalization approach.
- Published in:
- Annals of Operations Research, 2007, v. 151, n. 1, p. 289, doi. 10.1007/s10479-006-0120-x
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- Publication type:
- Article
Works matching IS 02545330 AND DT 2007 AND VI 151 AND IP 1
Results: 16
1
2
Macaulay durations for nonparallel shifts.
- Published in:
- Annals of Operations Research, 2007, v. 151, n. 1, p. 179, doi. 10.1007/s10479-006-0115-7
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- Publication type:
- Article
3
Portfolio selection with probabilistic utility.
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- Annals of Operations Research, 2007, v. 151, n. 1, p. 223, doi. 10.1007/s10479-006-0117-5
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- Article
4
Adapting support vector machine methods for horserace odds prediction.
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- Annals of Operations Research, 2007, v. 151, n. 1, p. 325, doi. 10.1007/s10479-006-0131-7
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- Article
5
Preface.
- Published in:
- Annals of Operations Research, 2007, v. 151, n. 1, p. 1, doi. 10.1007/s10479-006-0147-z
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- Publication type:
- Article
6
Bounds for in-progress floating-strike Asian options using symmetry.
- Published in:
- Annals of Operations Research, 2007, v. 151, n. 1, p. 81, doi. 10.1007/s10479-006-0122-8
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- Publication type:
- Article
7
The effect of depreciation allowances on the timing of investment and government tax revenue.
- Published in:
- Annals of Operations Research, 2007, v. 151, n. 1, p. 307, doi. 10.1007/s10479-006-0121-9
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- Publication type:
- Article
8
Estimating parameters in diffusion processes using an approximate maximum likelihood approach.
- Published in:
- Annals of Operations Research, 2007, v. 151, n. 1, p. 269, doi. 10.1007/s10479-006-0126-4
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- Publication type:
- Article
9
A portfolio-based evaluation of affine term structure models.
- Published in:
- Annals of Operations Research, 2007, v. 151, n. 1, p. 193, doi. 10.1007/s10479-006-0134-4
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- Article
10
Preemptive patenting under uncertainty and asymmetric information.
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- Annals of Operations Research, 2007, v. 151, n. 1, p. 5, doi. 10.1007/s10479-006-0125-5
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- Publication type:
- Article
11
Return distributions of strategic growth options.
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- Annals of Operations Research, 2007, v. 151, n. 1, p. 57, doi. 10.1007/s10479-006-0130-8
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- Publication type:
- Article
12
Modeling the dynamics of interest rate volatility with skewed fat-tailed distributions.
- Published in:
- Annals of Operations Research, 2007, v. 151, n. 1, p. 151, doi. 10.1007/s10479-006-0116-6
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- Publication type:
- Article
13
A conditional-SGT-VaR approach with alternative GARCH models.
- Published in:
- Annals of Operations Research, 2007, v. 151, n. 1, p. 241, doi. 10.1007/s10479-006-0118-4
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- Publication type:
- Article
14
Incomplete information equilibria: Separation theorems and other myths.
- Published in:
- Annals of Operations Research, 2007, v. 151, n. 1, p. 119, doi. 10.1007/s10479-006-0119-3
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- Article
15
Interest rate options valuation under incomplete information.
- Published in:
- Annals of Operations Research, 2007, v. 151, n. 1, p. 99, doi. 10.1007/s10479-006-0128-2
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- Publication type:
- Article
16
Real R&D options with time-to-learn and learning-by-doing.
- Published in:
- Annals of Operations Research, 2007, v. 151, n. 1, p. 29, doi. 10.1007/s10479-006-0127-3
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- Publication type:
- Article