Items where Subject is "Mathematical models"

Article

Bertsimas, J, Cory-Wright, R and Pauphilet, J (2021) A unified approach to mixed-integer optimization with logical constraints. SIAM Journal on Optimization, 31 (3). pp. 2340-2367. ISSN 1052-6234

Bryzgalova, S, Huang, J and Julliard, C (2023) Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models. Journal of Finance, 78 (1). pp. 487-557. ISSN 0022-1082

Bunn, D W, Damien, P and Lima, L M (2023) Bayesian Predictive Distributions for Imbalance Prices with Time-varying Factor Impacts. IEEE Transactions on Power Systems, 38 (1). pp. 349-357. ISSN 0885-8950

Edmans, A, Goldstein, I and Jiang, W (2015) Feedback Effects, Asymmetric Trading, and the Limits to Arbitrage. American Economic Review, 105 (12). pp. 3766-3797. ISSN 0002-8282

Feldhutter, P and Schaefer, S M (2023) Debt dynamics and credit risk. Journal of Financial Economics, 149 (3). pp. 497-535. ISSN 0304-405X

Hennessy, C and Chemla, G (2022) Signaling, instrumentation, and CFO decision-making. Journal of Financial Economics, 144 (3). pp. 849-863. ISSN 0304-405X

Hennessy, C and Goodhart, C (2023) Goodhart’s Law and Machine Learning: A Structural Perspective. International Economic Review, 64 (3). pp. 1075-1086. ISSN 0020-6598

Khastieva, D, Mohammadi, S, Hesamzadeh, M R and Bunn, D W (2021) Optimal transmission investment with regulated incentives based upon forward considerations of firm and intermittent resources with batteries. IEEE Transactions on Power Systems, 36 (5). pp. 4420-4434. ISSN 0885-8950

Padilla, N and Ascarza, E (2021) Overcoming the Cold Start Problem of CRM using a Probabilistic Machine Learning Approach. Journal of Marketing Research, 58 (5). pp. 981-1006. ISSN 0022-2437

Scott, A, Ellison, M and Sinclair, D A (2021) All's well that ages well: the economic value of targeting aging. Nature Aging, 1 (July). pp. 616-623. ISSN 2662-8465

Thesis

Bebitoglu, Basak (2023) Essays on behavioral operations in the emergency departments. Doctoral thesis, University of London: London Business School.

Burgess, Neil (2000) Computational methodology for modelling the dynamics of statistical arbitrage. Doctoral thesis, University of London: London Business School.

Grushka-Cockayne, Yael (2009) Introduction of technological innovations: valuation, selection and timing. Doctoral thesis, University of London: London Business School.

Jackson, Andrew (2003) Market participant behaviour and equity market dynamics. Doctoral thesis, University of London: London Business School.

Jiltsov, Alexei (2004) Essays in financial economics. Doctoral thesis, University of London: London Business School.

Kurshev, Alexander (2010) Dynamic decision making in corporate finance and capital markets. Doctoral thesis, University of London: London Business School.

Ruperez Micola, Augusto (2006) Interrelationship models in energy markets. Doctoral thesis, University of London: London Business School.

Shibanov, Oleg (2011) Essays in asset pricing and portfolio choice. Doctoral thesis, University of London: London Business School.

Siourounis, Gregorios (2005) Essays on exchange rates, capital flows and growth. Doctoral thesis, University of London: London Business School.