Search Results - subject:"monte carlo method"

Non-linear cointegration test, based on record counting statistic

Atil, Lynda; Fellag, Hocine; Sipols, Ana E.; … - In: Computational economics 64 (2024) 4, pp. 2205-2230

Persistent link: https://www.econbiz.de/10015144009

Six Sigma DMAIC and Markov Chain Monte Carlo applications to financial risk management

Bubevski, Vojo - 2024

"This book elaborates on Six Sigma DMAIC and Markov Chain Monte Carlo applications to Financial Risk Management. The Financial Risk Management with Six Sigma DMAIC is improved with Sensitivity Analysis and What-If Analysis. In addition, the book is enhanced with Markov Chain Monte Carlo for...

Persistent link: https://www.econbiz.de/10014578401

Out of shape : the implications of (extremely) nonnormal dependent variables

Certo, S. Trevis; Raney, Kristen; Albader, Latifa; … - In: Organizational research methods : ORM 27 (2024) 2, pp. 195-222

Persistent link: https://www.econbiz.de/10014581654

Kernel quantile estimators for nested simulation with application to portfolio value-at-risk measurement

Liu, Xiaoyu; Yan, Xing; Zhang, Kun - In: European journal of operational research : EJOR 312 (2024) 3, pp. 1168-1177

Persistent link: https://www.econbiz.de/10014456483

Who benefits from postponement in multi-period supply channel optimization?

Gholami, Reza Azad; Sandal, Leif K.; Ubøe, Jan - In: Omega : the international journal of management science 123 (2024), pp. 1-19

Persistent link: https://www.econbiz.de/10014533389

A simulation-based method for estimating systemic risk measures

Ye, Wuyi; Zhou, Yi; Chen, Pengzhan; Wu, Bin - In: European journal of operational research : EJOR 313 (2024) 1, pp. 312-324

Persistent link: https://www.econbiz.de/10014456563

Integrated customer lifetime value models to support marketing decisions in the complementary and alternative medicine industry

Kessara Kanchanapoom; Jongsawas Chongwatpol - In: Benchmarking : an international journal 31 (2024) 7, pp. 2411-2438

Persistent link: https://www.econbiz.de/10015397498

An integrated policy approach for sustainable decarbonization pathways of energy system in a city under climate change scenarios

Rezazadeh, Ali Akbar; Avami, Akram - In: Energy policy : the international journal of the … 195 (2024), pp. 1-16

Persistent link: https://www.econbiz.de/10015165134

SPAC to basics : a Monte Carlo approach to valuing De-SPAC warrants with path-dependent redemption features

Carrion, Allen; Imerman, Michael B.; Zhang, Hong - In: The journal of derivatives : JOD 32 (2024) 2, pp. 9-21

Persistent link: https://www.econbiz.de/10015202741

Estimation and inference of a partially linear panel threshold spatial model with individual fixed effects

Zhang, Xishu; Wang, Xuanhui; Ye, Azhong - In: Applied economics letters 31 (2024) 21, pp. 2271-2276

Persistent link: https://www.econbiz.de/10015095210

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