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  • Search: subject:"Stochastic Modeling"
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Year of publication
Subject
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stochastic modeling 45 Stochastic modeling 43 Stochastischer Prozess 41 Stochastic process 39 Theorie 35 Theory 34 Risiko 13 Risk 12 Stochastic Modeling 11 Simulation 9 optimization 8 Mathematical programming 7 Mathematische Optimierung 7 Operations Research 7 Operations research 7 Monte Carlo simulation 6 Monte-Carlo-Simulation 6 Prognoseverfahren 6 Forecasting model 5 Risikomanagement 5 Risk management 5 Scheduling problem 5 Scheduling-Verfahren 5 87.10.Mn Stochastic modeling 4 Capacity planning 4 Portfolio selection 4 Portfolio-Management 4 Queueing theory 4 Volatility 4 Volatilität 4 Warteschlangentheorie 4 CAPM 3 Derivat 3 Derivative 3 EU countries 3 EU-Staaten 3 Electricity price 3 Gaussian Quadratures 3 Heuristics 3 Heuristik 3
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Online availability
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Undetermined 74 Free 32 CC license 2
Type of publication
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Article 95 Book / Working Paper 22
Type of publication (narrower categories)
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Article in journal 54 Aufsatz in Zeitschrift 54 Working Paper 8 Arbeitspapier 4 Graue Literatur 4 Non-commercial literature 4 Thesis 2 Aufsatz im Buch 1 Book section 1 Hochschulschrift 1
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Language
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English 70 Undetermined 46 Spanish 1
Author
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Higgins, Tim 5 Sinning, Mathias 5 Chevallier, Julien 4 Kaserer, Christoph 4 Artavia, Marco 3 Grethe, Harald 3 Sévi, Benoît 3 Zimmermann, Georg 3 Bjarnadóttir, Margrét Vilborg 2 Buchner, Axel 2 Graf, Stefan 2 Koster, René de 2 Mendelevitch, Roman 2 Paulo, Ana 2 Pennanen, Teemu 2 Pereira, Luis 2 Pietz, Matthäus 2 Pirjol, Dan 2 Roy, Debjit 2 Ruxanda, Gheorghe 2 Scherwath, Tim 2 Schmid, Thomas 2 Smeureanu, Ion 2 Stone, Lawrence D. 2 Tomasgard, Asgeir 2 Vidybida, A. K. 2 Wagner, Niklas 2 Wealer, Ben 2 Weber, Florian 2 Zhu, Lingjiong 2 ALBER, MARK 1 Adan, Ivo 1 Ahmad, Abid 1 Al-Jarrah, Mohammad A. 1 Al-Omari, Faruq A. 1 Al-Zahrani, Muhammad 1 Alagoz, Oguzhan 1 Altendorfer, Klaus 1 Alvares Maffra, Sergio 1 Armstrong, John 1
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Institution
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Fakultät für Wirtschaftswissenschaften, Technische Universität München 2 HAL 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Department of Economics, School of Business, Management and Economics 1 Institut de Préparation à l'Administration et à la Gestion (IPAG) 1 Institute for the Study of Labor (IZA) 1 Southern Agricultural Economics Association - SAEA 1 Tinbergen Instituut 1 World Scientific Publishing Co. Pte. Ltd. 1
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Published in...
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INFORMS journal on applied analytics 5 Physica A: Statistical Mechanics and its Applications 5 Management Science 4 The European Physical Journal B - Condensed Matter and Complex Systems 4 Advances in Complex Systems (ACS) 3 European journal of operational research : EJOR 3 Water Resources Management 3 CEFS Working Paper Series 2 Energies 2 IZA Discussion Papers 2 International journal of production economics 2 MPRA Paper 2 Operations research 2 Scandinavian actuarial journal 2 Transportation science : a journal of the Institute for Operations Research and the Management Sciences 2 Working Paper 2 Working Papers / HAL 2 2011 Annual Meeting, February 5-8, 2011, Corpus Christi, Texas 1 Acta Oeconomica Pragensia 1 Amfiteatru economic : an economic and business research periodical 1 Annals of financial economics 1 Annals of the Institute of Statistical Mathematics 1 Applied Energy 1 Applied economic perspectives and policy 1 Aquaculture economics & management : official journal of the International Association of Aquaculture Economics and Management 1 Asia-Pacific Financial Markets 1 Asia-Pacific Journal of Operational Research (APJOR) 1 Astin bulletin : the journal of the International Actuarial Association 1 Computational economics 1 Computers & operations research : an international journal 1 Copernican Journal of Finance & Accounting : CJF&A 1 DIW Discussion Papers 1 Discussion paper series / IZA 1 Discussion papers / Deutsches Institut für Wirtschaftsforschung 1 Economic Modelling 1 Economic modelling 1 Economic systems research 1 Economics of Education Review 1 Economics of education review 1 Energy economics 1
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Source
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ECONIS (ZBW) 60 RePEc 51 EconStor 4 BASE 1 Other ZBW resources 1
Showing 91 - 100 of 117
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THE CLASS OF NONLINEAR STOCHASTIC MODELS AS A BACKGROUND FOR THE BURSTY BEHAVIOR IN FINANCIAL MARKETS
GONTIS, VYGINTAS; KONONOVICIUS, ALEKSEJUS; REIMANN, STEFAN - In: Advances in Complex Systems (ACS) 15 (2012) su, pp. 1250071-1
We investigate behavior of the continuous stochastic signals above some threshold, bursts, when the exponent of multiplicativity is higher than one. Earlier we have proposed a general nonlinear stochastic model applicable for the modeling of absolute return and trading activity in financial...
Persistent link: https://www.econbiz.de/10010552929
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Learning Curves and Stochastic Models for Pricing and Provisioning Cloud Computing Services
Gera, Amit; Xia, Cathy H. - In: Service Science 3 (2011) 1, pp. 99-109
The paradigm of cloud computing has started a new era of service computing. While there are many research efforts on developing enabling technologies for cloud computing, few focuses on how to strategically set price and capacity and what key components are leading to success in this emerging...
Persistent link: https://www.econbiz.de/10010990701
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Criticality and supradiffusion in biological membranes: The effect of transverse multiplicative fluctuations
Rodríguez, R.F.; Salinas-Rodríguez, E.; Maldonado, A.; … - In: Physica A: Statistical Mechanics and its Applications 390 (2011) 6, pp. 1198-1208
We suggest that the cytoskeleton in contact with the inner surface of biological membranes in cells exhibiting tensegrity, may be considered as a system near critical conditions. This feature will influence the dynamical processes, such as diffusion, associated with the membrane’s fluctuations...
Persistent link: https://www.econbiz.de/10011062917
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OPTIMAL SOURCING DECISIONS FOR UNRELIABLE REVERSE SUPPLY CHAINS
XANTHOPOULOS, ANASTASIOS; VLACHOS, DIMITRIOS; IAKOVOU, … - In: Asia-Pacific Journal of Operational Research (APJOR) 28 (2011) 01, pp. 125-146
In this work, we propose a single period stochastic inventory decision-making model that captures the trade-off between inventory policies and disruption risks for unreliable (both uncapacitated and capacitated) dual-sourcing reverse supply chain networks. Risk-management has emerged high at the...
Persistent link: https://www.econbiz.de/10008852564
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A stochastic Reputation System Architecture to support the Partner Selection in Virtual Organisations
Haller, Jochen - 2009
In recent business environments, collaborations among organisations raise an increased demand for swift establishment. Such collaborations are increasingly formed without prior experience of the other partner's previous performance. The STochastic REputation system (STORE) is designed to provide...
Persistent link: https://www.econbiz.de/10009434607
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Output stream of binding neuron with delayed feedback
Vidybida, A. K.; Kravchuk, K. G. - In: The European Physical Journal B - Condensed Matter and … 72 (2009) 2, pp. 279-287
Persistent link: https://www.econbiz.de/10009281210
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Stochastic Prediction of Drought Class Transitions
Paulo, Ana; Pereira, Luis - In: Water Resources Management 22 (2008) 9, pp. 1277-1296
This paper aims at the stochastic characterization of droughts applying Markov chains modeling to drought class transitions derived from SPI time series. Several sites in Southern Portugal having updated data on precipitation available were considered. The drought class probabilities, the...
Persistent link: https://www.econbiz.de/10010997956
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Output stream of binding neuron with instantaneous feedback
Vidybida, A. K. - In: The European Physical Journal B - Condensed Matter and … 65 (2008) 4, pp. 577-584
The binding neuron model [A.K. Vidybida,BioSystems <Emphasis Type="Bold">48, 263 (1998)] is inspired by numerical simulation of Hodgkin-Huxley-type point neuron [A.K. Vidybida,Biol. Cybern. <Emphasis Type="Bold">74, 539 (1996)], as well as by the leaky integrate-and-fire (LIF) model [J.P. Segundo, D. Perkel, H. Wyman, H. Hegstad, G.P....</emphasis></emphasis>
Persistent link: https://www.econbiz.de/10009280897
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Infection fronts in contact disease spread
Naether, U.; Postnikov, E.; Sokolov, I. - In: The European Physical Journal B - Condensed Matter and … 65 (2008) 3, pp. 353-359
Persistent link: https://www.econbiz.de/10009281727
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Persistence in random walk in composite media
Chakraborty, D. - In: The European Physical Journal B - Condensed Matter and … 64 (2008) 2, pp. 263-269
Persistent link: https://www.econbiz.de/10009282865
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