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