Search Results - subject:"Simulation."

Operating policies with temporally and spatially varied parameters in station-based carsharing services

Kan, Haiyu; Liu, Zhujun; Zhang, Ruiyou - In: IEEE transactions on engineering management : EM ; a … 71 (2024), pp. 5101-5116

Persistent link: https://www.econbiz.de/10015411523

Modifying sequential Monte Carlo optimisation for index tracking to allow for transaction costs

Hamilton-Russell, Leila; Malan O'Callaghan, Thomas; … - In: Risks : open access journal 12 (2024) 10, pp. 1-44

Managing a portfolio whose value closely tracks an index by trading only in a subset of the index constituents involves an NP-hard optimisation problem. In the prior literature, it has been suggested that this problem be solved using sequential Monte Carlo (SMC, also known as particle filter)...

Persistent link: https://www.econbiz.de/10015130341

Encouraging eco-driving with post-trip visualized storytelling : an experiment combining eye-tracking and a driving simulator

Choi, Ben C. F. - In: Information systems research : ISR 35 (2024) 4, pp. 1848-1872

Persistent link: https://www.econbiz.de/10015193870

Impact of climate variables change on the yield of wheat and rice crops in Iran (application of stochastic model based on Monte Carlo simulation)

Javadi, Akram; Ghahremanzadeh, Mohammad; Sassi, Maria; … - In: Computational economics 63 (2024) 3, pp. 983-1000

Persistent link: https://www.econbiz.de/10014546237

A semi-closed form approximation of arbitrage‑free call option price surface

Kundu, Arindam; Kumar, Sumit; Tomar, Nutan Kumar - In: Computational economics 63 (2024) 4, pp. 1431-1457

Persistent link: https://www.econbiz.de/10014549032

Sample and computationally efficient stochastic kriging in high dimensions

Ding, Liang; Zhang, Xiaowei - In: Operations research 72 (2024) 2, pp. 660-683

Persistent link: https://www.econbiz.de/10014520867

Understanding and Managing Socioeconomic Systems Behaviour : Applications of Qualitative and Quantitative System Dynamics and Agent-Based Modelling in Healthcare and Pharmaceuticals, Finance, Arts and Culture, Sociology and Education Systems

Kazakov, Rossen; Petrova, Penka; Kazakova, Yavora - 2024

Simulation Experimentation for Policy Decision Making -- Chapter 6. Managerial Dynamic Cognitive Capabilities in a Complex Market …-based simulation modelling approaches. It provides practical guidance on the application of conceptual and numerical modelling and … simulation for analysing economic, strategic, regulatory, sociological and ethical questions from a complex systems perspective …

Persistent link: https://www.econbiz.de/10014535192

Dynamic spatial Durbin threshold with two-way fixed effects : model, method, and test

Wang, Xuanhui; Zhang, Xishu; Ye, Azhong - In: Applied economics letters 31 (2024) 13, pp. 1166-1171

Persistent link: https://www.econbiz.de/10014558760

Simulation-based robust and adaptive optimization method for heteroscedastic transportation problems

Gu, Ziyuan; Li, Yifan; Saberi, Meead; Liu, Zhiyuan - In: Transportation science 58 (2024) 4, pp. 860-875

Persistent link: https://www.econbiz.de/10014636747

Do methods of estimation matter in detecting outliers and forecasting macroeconomic variables?

Yaqoob, Tanzeela; Maqsood, Arfa - In: Journal of Chinese economic and business studies 22 (2024) 2, pp. 231-252

Persistent link: https://www.econbiz.de/10014566473