Concepedia

Drawdown Optimization

Drawdown Optimization is a systematic methodological framework within production management that enables the strategic minimization of reservoir pressure decline and associated performance deterioration through the precise coordination of operational, technological, and economic variables to maximize recovery efficiency and project value.

23

Publications

970

Citations

74

Authors

36

Institutions

Publications per year

2017–2026

8

Parents

Publications

23

An adaptive portfolio trading system: A risk-return portfolio optimization using recurrent reinforcement learning with expected maximum drawdown

Saud Almahdi, Steve Y. Yang · Expert Systems with Applications · 2017 · 236 citations

, , +17

Optimal lifetime consumption and investment under a drawdown constraint

Romuald Élie, Nizar Touzi · Finance and Stochastics · 2008 · 99 citations

, , +10

Portfolio Optimization with Drawdown Constraints

Alexei Chekhlov, Stan Uryasev, Michael Zabarankin · SSRN Electronic Journal · 2000 · 85 citations · Full text

, , +17

Intelligent trading using support vector regression and multilayer perceptrons optimized with genetic algorithms

Ming Zhu, Lipo Wang · 2010 · 75 citations

, , +15

Portfolio selection with a drawdown constraint

Gordon J. Alexander, Alexandre M. Baptista · Journal of Banking & Finance · 2006 · 69 citations

, , +14

1–5 of 23

Authors

74

  1. OJ
    Otto J. Helweg

    University of Memphis, United States

    2 publications · 39 citations

    2

    h-index

  2. BV
    Beatriz Vaz de Melo Mendes

    Universidade Federal do Rio de Janeiro, Brazil

    1 publications · 38 citations

    1

    h-index

  3. YZ
    Yuewei Zhang

    Jilin University of Chemical Technology, China

    1 publications · 23 citations

    1

    h-index

  4. BL
    Bo Li

    Chongqing University, China

    1 publications · 23 citations

    1

    h-index

  5. DL
    David Landriault

    University of Waterloo, Canada

    1 publications · 36 citations

    1

    h-index

1–5 of 74

Institutions

36

  1. Stevens Institute of Technology

    Hoboken, United States

    2 h-index

    3 publications

    557 citations

  2. University of Memphis

    Memphis, United States

    2 h-index

    4 publications

    87 citations

  3. Weatherford College

    Weatherford, United States

    1 h-index

    2 publications

    46 citations

  4. Dongguk University

    Seoul, South Korea

    1 h-index

    2 publications

    26 citations

  5. RWTH Aachen University

    Aachen, Germany

    1 h-index

    1 publications

    23 citations

  6. North Dakota State University

    Fargo, United States

    1 h-index

    1 publications

    15 citations

  7. University of Kragujevac

    Kragujevac, Serbia

    1 h-index

    2 publications

    46 citations

  8. Norwegian University of Science and Technology

    Trondheim, Norway

    1 h-index

    2 publications

    40 citations

1–8 of 36

Venues

  1. Finance research letters

    3 publications · 75 citations

    3

    h-index

  2. Hydrogeology Journal

    1 publications · 52 citations

    1

    h-index

  3. Energy Economics

    1 publications · 11 citations

    1

    h-index

  4. IFAC-PapersOnLine

    1 publications · 19 citations

    1

    h-index

  5. Energy Reports

    1 publications · 11 citations

    1

    h-index

1–5