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  • Search: subject:"stochastic modeling"
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Year of publication
Subject
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stochastic modeling 45 Stochastic modeling 43 Stochastischer Prozess 41 Stochastic process 39 Theorie 35 Theory 34 Risiko 13 Risk 12 Stochastic Modeling 11 Simulation 9 optimization 8 Mathematical programming 7 Mathematische Optimierung 7 Operations Research 7 Operations research 7 Monte Carlo simulation 6 Monte-Carlo-Simulation 6 Prognoseverfahren 6 Forecasting model 5 Risikomanagement 5 Risk management 5 Scheduling problem 5 Scheduling-Verfahren 5 87.10.Mn Stochastic modeling 4 Capacity planning 4 Portfolio selection 4 Portfolio-Management 4 Queueing theory 4 Volatility 4 Volatilität 4 Warteschlangentheorie 4 CAPM 3 Derivat 3 Derivative 3 EU countries 3 EU-Staaten 3 Electricity price 3 Gaussian Quadratures 3 Heuristics 3 Heuristik 3
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Online availability
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Undetermined 74 Free 32 CC license 2
Type of publication
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Article 95 Book / Working Paper 22
Type of publication (narrower categories)
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Article in journal 54 Aufsatz in Zeitschrift 54 Working Paper 8 Arbeitspapier 4 Graue Literatur 4 Non-commercial literature 4 Thesis 2 Aufsatz im Buch 1 Book section 1 Hochschulschrift 1
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Language
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English 70 Undetermined 46 Spanish 1
Author
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Higgins, Tim 5 Sinning, Mathias 5 Chevallier, Julien 4 Kaserer, Christoph 4 Artavia, Marco 3 Grethe, Harald 3 Sévi, Benoît 3 Zimmermann, Georg 3 Bjarnadóttir, Margrét Vilborg 2 Buchner, Axel 2 Graf, Stefan 2 Koster, René de 2 Mendelevitch, Roman 2 Paulo, Ana 2 Pennanen, Teemu 2 Pereira, Luis 2 Pietz, Matthäus 2 Pirjol, Dan 2 Roy, Debjit 2 Ruxanda, Gheorghe 2 Scherwath, Tim 2 Schmid, Thomas 2 Smeureanu, Ion 2 Stone, Lawrence D. 2 Tomasgard, Asgeir 2 Vidybida, A. K. 2 Wagner, Niklas 2 Wealer, Ben 2 Weber, Florian 2 Zhu, Lingjiong 2 ALBER, MARK 1 Adan, Ivo 1 Ahmad, Abid 1 Al-Jarrah, Mohammad A. 1 Al-Omari, Faruq A. 1 Al-Zahrani, Muhammad 1 Alagoz, Oguzhan 1 Altendorfer, Klaus 1 Alvares Maffra, Sergio 1 Armstrong, John 1
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Institution
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Fakultät für Wirtschaftswissenschaften, Technische Universität München 2 HAL 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Department of Economics, School of Business, Management and Economics 1 Institut de Préparation à l'Administration et à la Gestion (IPAG) 1 Institute for the Study of Labor (IZA) 1 Southern Agricultural Economics Association - SAEA 1 Tinbergen Instituut 1 World Scientific Publishing Co. Pte. Ltd. 1
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Published in...
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INFORMS journal on applied analytics 5 Physica A: Statistical Mechanics and its Applications 5 Management Science 4 The European Physical Journal B - Condensed Matter and Complex Systems 4 Advances in Complex Systems (ACS) 3 European journal of operational research : EJOR 3 Water Resources Management 3 CEFS Working Paper Series 2 Energies 2 IZA Discussion Papers 2 International journal of production economics 2 MPRA Paper 2 Operations research 2 Scandinavian actuarial journal 2 Transportation science : a journal of the Institute for Operations Research and the Management Sciences 2 Working Paper 2 Working Papers / HAL 2 2011 Annual Meeting, February 5-8, 2011, Corpus Christi, Texas 1 Acta Oeconomica Pragensia 1 Amfiteatru economic : an economic and business research periodical 1 Annals of financial economics 1 Annals of the Institute of Statistical Mathematics 1 Applied Energy 1 Applied economic perspectives and policy 1 Aquaculture economics & management : official journal of the International Association of Aquaculture Economics and Management 1 Asia-Pacific Financial Markets 1 Asia-Pacific Journal of Operational Research (APJOR) 1 Astin bulletin : the journal of the International Actuarial Association 1 Computational economics 1 Computers & operations research : an international journal 1 Copernican Journal of Finance & Accounting : CJF&A 1 DIW Discussion Papers 1 Discussion paper series / IZA 1 Discussion papers / Deutsches Institut für Wirtschaftsforschung 1 Economic Modelling 1 Economic modelling 1 Economic systems research 1 Economics of Education Review 1 Economics of education review 1 Energy economics 1
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Source
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ECONIS (ZBW) 60 RePEc 51 EconStor 4 BASE 1 Other ZBW resources 1
Showing 51 - 60 of 117
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The Effect of Learning on Climate Policy under Fat-tailed Uncertainty
Tol, Richard S. J.; Hwang, In Chang; Reynès, Frédéric - Department of Economics, School of Business, Management … - 2012
The effect of learning on climate policy is not straightforward when climate policy is concerned. It depends not only on the ways that climate feedbacks, preferences, and economic impacts are considered, but also on the ways that uncertainty and learning are introduced. Deep (or fat-tailed)...
Persistent link: https://www.econbiz.de/10010598826
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Stochastic multi-market modeling with "efficient quadratures" : does the rotation of Stroud's octahedron matter?
Artavia, Marco - 2012
Persistent link: https://www.econbiz.de/10010469511
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Small-noise limit of the quasi-Gaussian log-normal HJM model
Pirjol, Dan; Zhu, Lingjiong - In: Operations research letters 45 (2017) 1, pp. 6-11
Persistent link: https://www.econbiz.de/10011687046
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Combining two wrongs to make two rights : mitigating food insecurity and food waste through gleaning operations
Lee, Deishin; Sönmez, Erkut; Gómez, Miguel I.; Fan, Xiaoli - In: Food policy : economics planning and politics of food … 68 (2017), pp. 40-52
Persistent link: https://www.econbiz.de/10011755054
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Life-cycle funds : much ado about nothing?
Graf, Stefan - In: The European journal of finance 23 (2017) 10/12, pp. 974-998
Persistent link: https://www.econbiz.de/10011740284
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Sim.DiffProc: A Package for Simulation of Diffusion Processes in R
Boukhetala, Kamal; Guidoum, Arsalane - HAL - 2011
applications, for example the stochastic modeling and simulation of pollutant dispersion in shallow water using the attractive …
Persistent link: https://www.econbiz.de/10009328157
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Possibilities of Individual Claim Reserve Risk Modeling
Zimmermann, Pavel - In: Acta Oeconomica Pragensia 2011 (2011) 6, pp. 46-64
This article outlines possibilities of modeling the distribution of the future liabilities of an insurance company that stem from a past claim which has not yet been settled. Such a model might be used as a key component of the internal model of the reserve risk of an insurance company. It...
Persistent link: https://www.econbiz.de/10009397074
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Integrated On-Farm Decision Making: Economic Implications of Increased Variation in Litter Size
Widmar, David A.; Olynk, Nicole J.; Richert, Brian T.; … - Southern Agricultural Economics Association - SAEA - 2011
Increased litter sizes and associated piglet performance consequences, challenge swine producers. Stochastic modeling …
Persistent link: https://www.econbiz.de/10008922637
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Fast Video Shot Boundary Detection Technique based on Stochastic Model
Al-Jarrah, Mohammad A.; Al-Omari, Faruq A. - In: International Journal of Computer Vision and Image … 6 (2016) 2, pp. 1-17
A video is composed of set of shots, where shot is defined as a sequence of consecutive frames captured by one camera without interruption. In video shot transition could be a prompt (hard cut) or gradual (fade, dissolve, and wipe). Shot boundary detection is an essential component of video...
Persistent link: https://www.econbiz.de/10012043816
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Inferring the economic preference of a rental vehicle company by modeling its de-fleeting process
Han, Chuan-Hsiang; Shi, Jingren; Huang, Suzhou - In: Annals of financial economics 11 (2016) 2, pp. 1-12
Persistent link: https://www.econbiz.de/10011685673
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