Search Results - subject:"simulation"

New control variates for pricing basket options

Jipreze, Kam; Date, Paresh - In: IMA journal of management mathematics 36 (2025) 1, pp. 111-133

Persistent link: https://www.econbiz.de/10015333130

A large Bayesian vector autoregression of the yield curve and macroeconomic variables with no-arbitrage restriction

Lee, Sunho; Kang, Kyu Ho - 2025

Persistent link: https://www.econbiz.de/10015401970

To omit or to include? : integrating the frugal and prolific perspectives on control variable use

Mändli, Fabian; Rönkkö, Mikko - In: Organizational research methods : ORM 28 (2025) 1, pp. 114-137

Persistent link: https://www.econbiz.de/10015187553

Modelling epidemiological and economics processes : the case of cervical cancer

Taeger, Franziska; Mende, Lena; Fleßa, Steffen - 2025

Different types of mathematical models can be used to forecast the development of diseases as well as associated costs and analyse the cost-effectiveness of interventions. The set of models available to assess these parameters, reach from simple independent equations to highly complex...

Persistent link: https://www.econbiz.de/10015371857

Simulation smoothing for state space models : an extremum Monte Carlo approach

Moussa, Karim - 2025

This paper introduces a novel approach to simulation smoothing for nonlinear and non-Gaussian state space models. It …

Persistent link: https://www.econbiz.de/10015404318

A sequential importance sampling for estimating multi-period tail risk

Seo, Ye-Ji; Kim, Sunggon - In: Risks : open access journal 12 (2024) 12, pp. 1-22

: Plain or crude Monte Carlo simulation (CMC) is commonly applied for estimating multiperiod tail risk measures such as …

Persistent link: https://www.econbiz.de/10015328727

Bus fleet decarbonization under macroeconomic and technological uncertainties : a real options approach to support decision-making

Avenali, Alessandro; De Santis, Daniele; Giagnorio, Mirko; … - In: Transportation research : an international journal 190 (2024), pp. 1-17

Persistent link: https://www.econbiz.de/10015097240

Innovation by integration of Drum-Buffer-Rope (DBR) method with Scrum-Kanban and use of Monte Carlo simulation for maximizing throughput in agile project management

Mayo-Alvarez, Luis; Del-Aguila-Arcentales, Shyla; … - In: Journal of open innovation : technology, market, and … 10 (2024) 1, pp. 1-25

" column) and final inventory for the Sprint cycle reveals that Simulation 4 is the optimal scenario, achieving the highest …

Persistent link: https://www.econbiz.de/10014518888

Performance analysis of automated parcel lockers in urban delivery : combined agent-based-Monte Carlo simulation approach

Rosca, Eugen; Rusca, Florin; Rosca, Mircea Augustin; … - In: Logistics 8 (2024) 2, pp. 1-26

introduces an agent-based model (ABM) and a Monte Carlo simulation program to analyze in detail the activity of parcel locker … points. The ABM describes the behavior of the agents (customers, parcels, lockers, delivery agents). The simulation is …, 300 simulation experiments with various input data are conducted. Results: Three measures of performance (MOPs) are …

Persistent link: https://www.econbiz.de/10014631321

Incorporating expert judgment for detecting eelevant factors in social networks undetected by ordinary methods

Pérez-Sánchez, José María; García, María Acosta; … - In: Revista de métodos cuantitativos para la economía y … 38 (2024), pp. 1-13

Information and communications technology (ICT) has potential to complement information sharing bureaus (ISB) Most companies use social networks as communication channels because they can provide significant business benefits. This paper focuses on the impact of social networks in a Spanish...

Persistent link: https://www.econbiz.de/10015332237