Zobrazeno 1 - 10
of 13
pro vyhledávání: '"Oliver Strub"'
Autor:
Gregor Kral, Georg Hill, Martin Hommes, Roland Ipach, Heribert Koch, Friedrich Louis, Oliver Strub
Publikováno v:
Journal für Kulturpflanzen, Vol 71, Iss 8/9 (2019)
Mit Pflanzenschutzmittel zu behandelnde Kulturpflanzen werden im Spritz- oder Sprühverfahren in der Regel durch eine waagerecht oder senkrecht zur Erdoberfläche geführte Einrichtung behandelt, je nachdem ob es sich um eine Flächenkultur – wie z
Externí odkaz:
https://doaj.org/article/17b7e16df51d4014a07807bc4c866e90
Publikováno v:
Journal für Kulturpflanzen, Vol 66, Iss 5 (2014)
Schwefel ist als Wirkstoff zur Kontrolle von Echtem Mehltau an Weinreben (Erysiphe necator) seit langem bekannt und gerade im ökologischen Weinbau unverzichtbar. Allerdings wird auch bei Anwendung der zugelassenen Aufwandmengen verschiedentlich nich
Externí odkaz:
https://doaj.org/article/2c89534d22e648cdb391f2fd58d941aa
Autor:
Norbert Trautmann, Oliver Strub
Publikováno v:
Strub, Oliver; Trautmann, Norbert (2019). A two-stage approach to the UCITS-constrained index-tracking problem. Computers & operations research, 103, pp. 167-183. Elsevier 10.1016/j.cor.2018.10.002
Undertakings for Collective Investments in Transferable Securities (UCITS) are investment funds that are regulated by the European Union. UCITS have become increasingly popular, resulting in a total corresponding amount of assets under management of
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::311190ecb528a9a4fd7eb47c66356f5a
https://doi.org/10.1016/j.cor.2018.10.002
https://doi.org/10.1016/j.cor.2018.10.002
Autor:
Oliver Strub
Publikováno v:
IEEM
Binary classification is a fundamental task in machine learning. It consists of learning a relationship between observable features of a set of training objects and their observable membership to either of two classes to predict as accurately as poss
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0262a94d4589ea3d221ebc14c832ad62
https://doi.org/10.1109/ieem45057.2020.9309859
https://doi.org/10.1109/ieem45057.2020.9309859
Autor:
Philipp Baumann, Oliver Strub
Publikováno v:
European Journal of Operational Research. 264:370-387
Index funds aim to track the performance of a financial index, such as, e.g., the Standard & Poor’s 500 index. Index funds have become popular because they offer attractive risk-return profiles at low costs. The index-tracking problem considered in
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6699cf2bb2cb38614589fa915b457692
https://doi.org/10.1016/j.ejor.2017.06.055
https://doi.org/10.1016/j.ejor.2017.06.055
Enhanced index tracking is an emerging strategy for investing money in the stock market and is aimed at achieving outperformance over a given benchmark index while achieving a low tracking error. We consider the problem of rebalancing a portfolio for
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a20d6e0f87c3cbe0de2167c419259b97
Autor:
Oliver Strub, Tamara Bigler
Publikováno v:
IEEM
Bigler, Tamara; Strub, Oliver (17 December 2018). A Local-branching heuristic for the best subset selection problem in linear regression (Unpublished). In: IEEM 2018: IEEE International Conference on Industrial Engineering and Engineering Management. Bangkok. 16.-19.12.2018.
Bigler, Tamara; Strub, Oliver (17 December 2018). A Local-branching heuristic for the best subset selection problem in linear regression (Unpublished). In: IEEM 2018: IEEE International Conference on Industrial Engineering and Engineering Management. Bangkok. 16.-19.12.2018.
The best subset selection problem in linear regression consists of selecting a small subset with a given maximum cardinality of a set of features, i.e explanatory variables, to build a linear regression model that is able to explain a given set of ob
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6a95908b4a19e6ef121792cd9975a55c
https://doi.org/10.1109/ieem.2018.8607366
https://doi.org/10.1109/ieem.2018.8607366
Autor:
Oliver Strub, Norbert Trautmann
Publikováno v:
CEC
We consider the problem of replicating the returns of a financial index as accurately as possible by selecting a subset of the assets that constitute the index and determining the portfolio weight of each selected asset subject to various constraints
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9f2e8461de4d71691786fd8e4b2125d7
https://doi.org/10.1109/cec.2017.7969394
https://doi.org/10.1109/cec.2017.7969394
Autor:
Oliver Strub, Mario Gnägi
Publikováno v:
Gnägi, Mario; Strub, Oliver (2018). Tracking and outperforming large stock-market indices. Omega, 90, p. 101999. Elsevier 10.1016/j.omega.2018.11.008
Enhanced index-tracking funds aim to achieve a small target excess return over a given financial benchmark index with minimum additional risk relative to this index, i.e., a minimum tracking error. These funds are attractive to investors, especially
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2e0de49c7115fc57f586d32033740fd8
https://doi.org/10.1016/j.omega.2018.11.008
https://doi.org/10.1016/j.omega.2018.11.008
Autor:
Oliver Strub, Norbert Trautmann
Publikováno v:
2016 IEEE International Conference on Industrial Engineering and Engineering Management (IEEM).
The 1/N portfolio is an equally-weighted portfolio composed of all N stocks from a given investment universe. This portfolio offers an attractive risk-return profile but causes substantial management costs if N is large. Therefore, we consider the pr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::92ace317e1ec7e041a8ba75e6457a151
https://doi.org/10.1109/ieem.2016.7797975
https://doi.org/10.1109/ieem.2016.7797975