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~isPartOf:"Applied economics"
~isPartOf:"Computers & operations research : and their applications to problems of world concern ; an international journal"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Theorie
209
Theory
209
Simulation
186
Agent-based modeling
125
Agentenbasierte Modellierung
125
Monte Carlo simulation
97
Monte-Carlo-Simulation
96
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41
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41
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35
Schätztheorie
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33
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Agiakloglou, Christos N.
1
Alem, Douglas
1
Almada-Lobo, Bernardo
1
Amorim, Pedro
1
Arcidiacono, Sally Giuseppe
1
Battaïa, Olga
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1
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1
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1
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1
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1
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1
Costa, Letícia de Almeida
1
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1
Dadgar, Mehrdad
1
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1
Denton, Brian T.
1
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Dindo, Pietro
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Franke, Reiner
1
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1
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Applied economics
Computers & operations research : and their applications to problems of world concern ; an international journal
Journal of economic dynamics & control
European journal of operational research : EJOR
60
Discussion paper / Tinbergen Institute
26
International journal of production research
25
International journal of theoretical and applied finance
20
Operations research
20
Computational economics
19
The journal of computational finance
18
INFORMS journal on computing : JOC
17
Quantitative finance
17
Econometric reviews
16
Discussion paper / Center for Economic Research, Tilburg University
15
International journal of production economics
14
Journal of econometrics
13
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
13
Risks : open access journal
13
Journal of the Operational Research Society
12
Mathematics of operations research
12
Journal of risk and financial management : JRFM
11
Applied mathematical finance
10
Energy economics
10
International journal of financial engineering
10
Working paper / Department of Econometrics and Business Statistics, Monash University
10
Finance and stochastics
9
Finance research letters
9
Transportation research / E : an international journal
9
Economic modelling
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Journal of empirical finance
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
Insurance / Mathematics & economics
7
Journal of the Operational Research Society : OR
7
Tinbergen Institute Discussion Paper
7
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
6
Journal of mathematical finance
6
Omega : the international journal of management science
6
Asia-Pacific financial markets
5
CAMA working paper series
5
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ECONIS (ZBW)
33
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1
Is Bitcoin really a currency? : a viewpoint of a stochastic volatility model
Kunimoto, Noriyuki
;
Kakamu, Kazuhiko
- In:
Applied economics
54
(
2022
)
57
,
pp. 6536-6550
Persistent link: https://www.econbiz.de/10013494160
Saved in:
2
Stochastic debt sustainability analysis using time-varying fiscal reaction functions : an agnostic approach to fiscal forecasting
Dubbert, Tore
- In:
Applied economics
56
(
2024
)
8
,
pp. 901-917
Persistent link: https://www.econbiz.de/10014446217
Saved in:
3
On the adaptation of the Lagrange formalism to continuous time stochastic optimal control : a Lagrange-Chow redux
Ewald, Christian
;
Nolan, Charles
- In:
Journal of economic dynamics & control
162
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10015050299
Saved in:
4
Maximizing the service level on the makespan in the stochastic flexible job-shop scheduling problem
Flores-Gómez, Mario
;
Borodin, Valeria
; …
- In:
Computers & operations research : and their …
157
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014320993
Saved in:
5
Managing hospital inpatient beds under clustered overflow configuration
Gong, Xuran
;
Wang, Xiuxian
;
Zhou, Liping
;
Geng, Na
- In:
Computers & operations research : and their …
148
(
2022
),
pp. 1-26
Persistent link: https://www.econbiz.de/10013483609
Saved in:
6
Exact
simulation
of the Hull and White stochastic volatility model
Brignone, Riccardo
;
Gonzato, Luca
- In:
Journal of economic dynamics & control
163
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10015050813
Saved in:
7
A
simulation
-optimization framework for generating dynamic dispatching rules for stochastic job shop with earliness and tardiness penalties
Gohareh, Mehdy Morady
;
Mansouri, Ehsan
- In:
Computers & operations research : and their …
140
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013173501
Saved in:
8
Scoring from pairwise winning indices
Arcidiacono, Sally Giuseppe
;
Corrente, Salvatore
; …
- In:
Computers & operations research : and their …
157
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014320954
Saved in:
9
Metamodel-based
simulation
optimization considering a single stochastic constraint
Tsai, Shing Chih
;
Park, Chuljin
;
Chang, Min Han
- In:
Computers & operations research : and their …
155
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014339106
Saved in:
10
Learning to schedule heuristics for the simultaneous stochastic optimization of mining complexes
Yaakoubi, Yassine
;
Dimitrakopoulos, Roussos
- In:
Computers & operations research : and their …
159
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014455624
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