Online risk monitoring using offline simulation
Guangxin Jiang, L. Jeff Hong, Barry L. Nelson
| Year of publication: |
2020
|
|---|---|
| Authors: | Jiang, Guangxin ; Hong, L. Jeff ; Nelson, Barry L. |
| Published in: |
INFORMS journal on computing : JOC. - Catonsville, MD : INFORMS, ISSN 1091-9856, ZDB-ID 1316077-1. - Vol. 32.2020, 2, p. 356-375
|
| Subject: | simulation analytics | logistic regression | lasso | classification | Monte Carlo simulation | variance reduction | Simulation | Monte-Carlo-Simulation | Regressionsanalyse | Regression analysis | Theorie | Theory | Varianzanalyse | Analysis of variance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/ijoc.2019.0892 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012242763