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Finite sample lag adjusted critical values and probability values for the fourier wavelet unit root test

Sephton, Peter S. - In: Computational economics 64 (2024) 2, pp. 693-705

Persistent link: https://www.econbiz.de/10015078056

Online car-hailing market regulation strategy in china : from the perspective of quadrilateral evolutionary games

In: Computational economics 64 (2024) 2, pp. 815-840

Persistent link: https://www.econbiz.de/10015078065

Adaptive importance sampling for efficient stochastic root finding and quantile estimation

He, Shengyi; Jiang, Guangxin; Lam, Henry; Fu, Michael - In: Operations research 72 (2024) 6, pp. 2612-2630

Persistent link: https://www.econbiz.de/10015371528

Monte Carlo estimation of CoVaR

Huang, Weihuan; Lin, Nifei; Hong, L. Jeff - In: Operations research 72 (2024) 6, pp. 2337-2357

Persistent link: https://www.econbiz.de/10015371407

Least squares Monte Carlo and pathwise optimization for merchant energy production

Yang, Bo; Nadarajah, Selvaprabu; Secomandi, Nicola - In: Operations research 72 (2024) 6, pp. 2758-2775

Persistent link: https://www.econbiz.de/10015371559

Bayesian inference for mixed Gaussian GARCH-type model by Hamiltonian Monte Carlo algorithm

Liang, Rubing; Qin, Binbin; Xia, Qiang - In: Computational economics 63 (2024) 1, pp. 193-220

Persistent link: https://www.econbiz.de/10014472071

Monte Carlo methods for economic capital

Li, Yajuan; Kaplan, Zachary T.; Nakayama, Marvin K. - In: INFORMS journal on computing : JOC ; charting new … 36 (2024) 1, pp. 266-284

Persistent link: https://www.econbiz.de/10014474920

Performance comparison of alternative stochastic volatility models and its determinants in energy futures : COVID-19 and Russia-Ukraine conflict features

Fernandes, Mário Correia; Dias, José Carlos; Nunes, … - In: The journal of futures markets 44 (2024) 3, pp. 343-383

Persistent link: https://www.econbiz.de/10014475488

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

Risk-Based Project Decisions in Situations of High Complexity and Deep Uncertainty

Raydugin, Yuri - 2024

Introduction -- PRM and types of project uncertainties -- Overview of DMDU methodologies -- Project complexity concept -- Decision-making framework -- Selection of project options in situations of deep uncertainty -- Development of project schedule and cost contingencies in complex projects --...

Persistent link: https://www.econbiz.de/10014546902

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