Search Results - subject:"Latin hypercube"

Analyzing economic and financial risk factors affecting profitability of oil refinery investment projects : a case study from an Iranian Oil Refinery

Shokouhi, Mohammad Reza; Khademvatani, Asgar; Beiky, Farshad - In: Energy strategy reviews 52 (2024), pp. 1-10

econometric methods. This method utilizes historical data of risk parameters and Latin Hypercube simulation to measure the …

Persistent link: https://www.econbiz.de/10014583307

Implementation of variance reduction techniques applied to the pricing of investment certificates

Bottasso, Anna; Fusaro, Michelangelo; Giribone, Pier … - In: Risk management magazine 18 (2023) 1, pp. 19-42

programming languages (Python, Matlab and R), are: Latin Hypercube, Stratified Sampling, Antithetic Variables, Importance Sampling …

Persistent link: https://www.econbiz.de/10014327175

Kriging : methods and applications

Kleijnen, Jack P. C. - 2017

Persistent link: https://www.econbiz.de/10011751019

Simulation optimization through regression or Krigin metamodels

Kleijnen, Jack P. C. - 2017

Persistent link: https://www.econbiz.de/10011659473

Note on pairwise negative dependence of randomly shifted and jittered rank-1 lattices

Wnuk, Marcin; Gnewuch, Michael - In: Operations research letters 48 (2020) 4, pp. 410-414

Persistent link: https://www.econbiz.de/10012294754

The first approximation algorithm for the maximin Latin hypercube design problem

Le Guiban, Kaourintin; Rimmel, Arpad; Weisser, Marc-Antoine - In: Operations research 66 (2018) 1, pp. 253-266

Persistent link: https://www.econbiz.de/10011818628

An improved averaged two-replication procedure with Latin hypercube sampling

Bayraksan, Güzin - In: Operations research letters 46 (2018) 2, pp. 173-178

Persistent link: https://www.econbiz.de/10011824808

A differential evolution algorithm with self-adaptive strategy and control parameters based on symmetric Latin hypercube design for unconstrained optimization problems

Zhao, Zhiwei; Yang, Jingming; Hu, Ziyu; Che, Haijun - In: European journal of operational research : EJOR 250 (2016) 1, pp. 30-45

Persistent link: https://www.econbiz.de/10011441356

Nested Maximin Latin Hypercube Designs

van Dam, Edwin Robert; Den Hertog, Dick; Rennen, G.; … - Tilburg University, Center for Economic Research - 2009

In the field of design of computer experiments (DoCE), Latin hypercube designs are frequently used for the … different levels of accuracy, linking parameters, and sequential evaluations. In this paper, we construct nested maximin Latin … hypercube designs for up to ten dimensions. We show that different types of grids should be considered when constructing nested …

Persistent link: https://www.econbiz.de/10011091701

Latin hypercube sampling with dependence and applications in finance

Packham, Natalie; Schmidt, Wolfgang M. - 2008

In Monte Carlo simulation, Latin hypercube sampling (LHS) [McKay et al. (1979)] is a well-known variance reduction … technique for vectors of independent random variables. The method presented here, Latin hypercube sampling with dependence (LHSD …

Persistent link: https://www.econbiz.de/10010301705