@Article{CAM-17-16, author = {}, title = {【期刊信息】Statistics, Optimization and Information Computing, Volume 8, Number 3, September 2020}, journal = {CAM-Net Digest}, year = {2020}, volume = {17}, number = {16}, pages = {12--12}, abstract = {
Convergence Analysis of a Stochastic Progressive Hedging Algorithm for Stochastic Programming
Zhenguo Mu, Junfeng Yang
CQ-free optimality conditions and strong dual formulations for a special conic optimization problem
Olga Kostyukova, Tatiana V. Tchemisova
Minimax-robust forecasting of sequences with periodically stationary long memory multiple seasonal increments
Maksym Luz, Mikhail Moklyachuk
Sample Paths Properties of Stochastic Processes from Orlicz Spaces, with Applications to Partial Differential Equations
Lyudmyla Sakhno, Yuriy Kozachenko, Enzo Orsingher, Olha Hopkalo
A Note on CCMV Portfolio Optimization Model with Short Selling and Risk-neutral Interest Rate
Tahereh Khodamoradi, Maziar Salahi, Ali Reza Najafi
Volatility Modelling of the BRICS Stock Markets
Rosinah M Mukhodobwane, Caston Sigauke, Wilbert Chagwiza, Winston Garira
Overdisp: A Stata (and Mata) Package for Direct Detection of Overdispersion in Poisson and Negative Binomial Regression Models
Luiz Paulo Lopes Fávero, Patrícia Belfiore, Marco Aurélio dos Santos, R. Freitas Souza
Tail distribution of the integrated Jacobi diffusion process
Nguyen Tien Dung , Trinh Nhu Quynh
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End of CAM Digest
本期到此结束