Keyphrases
Applications in Finance
33%
Assets-liabilities
33%
Bond Portfolio Management
33%
Convex Programming
100%
Decision-dependent Uncertainty
33%
Decomposition Algorithm
33%
Dual Decomposition Method
100%
Embedding Method
33%
High Performance
33%
Homogeneous Self-dual Embedding
33%
Matrix-based
33%
Multi-stage Stochastic
100%
Multistage Stochastic Programming
66%
New Performance
33%
Numerical Efficiency
33%
Numerical Experiments
33%
Path Following Interior Point Method
33%
Primal-dual Decomposition
100%
Quantitative Tools
33%
Solution Method
33%
Stochastic Programming
100%
Computer Science
Convex Programming
100%
Decision-Making
20%
Interior-Point Method
20%
Portfolio Management
20%
Primal-Dual
100%
Solution Method
20%
Stochastic Programming
100%
Mathematics
Convex Programming
100%
Decomposition Algorithms
100%
Interior Point
12%
Matrix
12%
Numerical Experiment
12%
Portfolio Management
12%
Stochastics
100%
Superiority
12%