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akaturk Akademik ölçüm

Makale detayı · 2003

Index tracking with constraint aggregation

Applied Economics Letters

YÖKSİS OpenAlex SJR Q3 JCR Q4 Atıf 17
Yıl
2003
ISSN
1350-4851
Tür
paratext

Veri kaynağı ayrımı

  • YÖKSİS YÖKSİS makale kaydı
  • OpenAlex OpenAlex zenginleştirmesi (özet, atıf, konular)

Özet

İngilizce (OpenAlex)

A generic index tracking (IT) problem is formulated and solved using a constraint aggregation (CA) technique for the first time. This technique makes the number of constraints independent of the cardinal of the universe of assets and enables the handling of large IT problems with one constraint only.

Konular

  • Advanced Database Systems and Queries
  • Auction Theory and Applications
  • Data Management and Algorithms

Birincil konu Advanced Database Systems and Queries

Yazarlar

  1. NESRİN OKAY AKMAN
  2. ŞÜKRÜ UĞUR AKMAN BOĞAZİÇİ ÜNİVERSİTESİ