Search Results - subject:"Stochastic Models"

Behavior-aware queueing : the finite-buffer setting with many strategic servers

Zhong, Yueyang; Gopalakrishnan, Ragavendran; Ward, Amy R. - In: Operations research 73 (2025) 1, pp. 290-310

Persistent link: https://www.econbiz.de/10015445300

Matching impatient and heterogeneous demand and supply

Aveklouris, Angelos; DeValve, Levi; Stock, Maximiliano; … - In: Operations research 73 (2025) 3, pp. 1637-1658

Persistent link: https://www.econbiz.de/10015445776

Hybrid forecasting of agricultural commodity prices : integrating machine learning, time series, and stochastic simulation models

Celik, Busra Agan; Celik, Serdar - In: Borsa Istanbul Review 25 (2025) 6, pp. 1440-1462

-term, low-volatility settings. GBM offers the best balance of forecast precision and risk-adjusted returns among stochastic … models. In contrast, FBM captures memory effects but produces higher volatility. The findings highlight the importance of …

Persistent link: https://www.econbiz.de/10015551433

Hybrid forecasting of agricultural commodity prices: Integrating machine learning, time series, and stochastic simulation models

Celik, Busra Agan; Celik, Serdar - In: Borsa İstanbul Review 25 (2025) 6, pp. 1440-1462

Persistent link: https://www.econbiz.de/10015635779

Boundary effects in the diffusion of new products on Cartesian networks

Fibich, Gadi; Levin, Tomer; Gillingham, Kenneth - In: Operations research 73 (2025) 4, pp. 2026-2044

Persistent link: https://www.econbiz.de/10015445892

Modelagem de projeção de tráfego e simulação de impactos de regras de compartilhamento de risco de demanda para o desempenho de concessões rodoviárias no Brasil : estudo para a BR-040

Borges, Dianifer Leal; Silva Filho, Edison Benedito da; … - 2024

The objective of this study is to evaluate the costs and benefits of different demand risk sharing rules for road infrastructure concessions, from the point of view of the economic attractiveness of the projects for the concessionaire and the price reduction for users. The traffic trajectory of...

Persistent link: https://www.econbiz.de/10015163657