Search Results - subject:"Stochastic modeling"

Nesmith, Travis D. - 2024

Persistent link: https://www.econbiz.de/10015136042

Stochastic modeling of wind derivatives with application to the Alberta energy market

Warunasinghe, Sudeesha; Sviščuk, Anatolij - In: Risks : open access journal 12 (2024) 2, pp. 1-26

Wind-power generators around the world face two risks, one due to changes in wind intensity impacting energy production, and the second due to changes in electricity retail prices. To hedge these risks simultaneously, the quanto option is an ideal financial tool. The natural logarithm of...

Persistent link: https://www.econbiz.de/10014497409

Stochastic modeling of assets and liabilities with mortality risk

Alvares Maffra, Sergio; Armstrong, John; Pennanen, Teemu - In: Scandinavian actuarial journal 2021 (2021) 8, pp. 695-725

Persistent link: https://www.econbiz.de/10012653668

Uncertainty estimation of connected vehicle penetration rate

Jia, Shaocheng; Wong, S. C.; Wong, Wai - In: Transportation science 57 (2023) 5, pp. 1160-1176

Persistent link: https://www.econbiz.de/10014393309

The effect of few historical data on the performance of sample average approximation method for operating room scheduling

Coban, Elvin; Kayış, Enis; Dexter, Franklin - In: International transactions in operational research : a … 30 (2023) 1, pp. 126-150

Persistent link: https://www.econbiz.de/10013415885

Stochastic simulation with informed rotations of Gaussian quadratures

Stepanyan, Davit; Zimmermann, Georg; Grethe, Harald - In: Economic systems research 35 (2023) 1, pp. 30-48

Persistent link: https://www.econbiz.de/10014295077

Shelter location-allocation problem for disaster evacuation planning : a simulation optimization approach

Kuo-Hao, Chang,; Pan, Yow-Jen; Chen, Hongey - In: Computers & operations research : an international journal 171 (2024), pp. 1-14

Persistent link: https://www.econbiz.de/10015066486

The Daniel H. Wagner prize for excellence in the practice of advanced analytics and operations research : introduction to the 2023 competition and some history on the prize’s 25th anniversary

Cochran, James J.; Browning, William J.; Discenza, Joseph H. - In: INFORMS journal on applied analytics 54 (2024) 5, pp. 393-403

Persistent link: https://www.econbiz.de/10015130594

An online learning approach to dynamic pricing and capacity sizing in service systems

Chen, Xinyun; Liu, Yunan; Hong, Guiyu - In: Operations research 72 (2024) 6, pp. 2677-2697

Persistent link: https://www.econbiz.de/10015371550

On a regime switching illiquid high volatile prediction model for cryptocurrencies

El-Khatib, Youssef; Hatemi-J, Abdulnasser - In: Journal of economic studies 51 (2024) 2, pp. 485-498

Persistent link: https://www.econbiz.de/10014482773