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Subject
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Surrogate modeling 6 Regression analysis 3 Regressionsanalyse 3 Simulation 3 Theorie 3 Theory 3 Aviation demand forecast 2 Classification of hybrid models 2 Complex system-of-systems simulation 2 Discrete choice model 2 Inter-city multimodal transportation 2 Portfolio selection 2 Portfolio-Management 2 Allocation 1 Allokation 1 Bayes-Statistik 1 Bayesian inference 1 Bayesian regression 1 Buffer allocation problem 1 Credibility 1 Credit risk 1 Derivat 1 Derivative 1 Discrete choice 1 Diskrete Entscheidung 1 Estimation theory 1 Experience rating 1 Fast simulation 1 Forecasting model 1 Gaussian processes regression 1 Impulse turbine 1 Kreditrisiko 1 Mathematical programming 1 Mathematische Optimierung 1 Multi-fidelity surrogate modeling 1 Multiobjective optimization 1 Nested-simulation 1 Optimization 1 Option pricing theory 1 Optionspreistheorie 1
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Online availability
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Undetermined 6 Free 1
Type of publication
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Article 8
Type of publication (narrower categories)
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Article in journal 5 Aufsatz in Zeitschrift 5
Language
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English 5 Undetermined 3
Author
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Lin, X. Sheldon 2 Badescu, Andrei L. 1 Badhurshah, Rameez 1 Bornatico, Raffaele 1 Calcetero Vanegas, Sebastián 1 Crépey, Stéphane 1 Dixon, Matthew F. 1 Du, Shichang 1 Frigerio, Nicla 1 Guzzella, Lino 1 Hivin, L.F. 1 Hivin, Ludovic F. 1 Hüssy, Jonathan 1 Lewe, J.-H. 1 Lewe, L.-H. 1 Lin, Ziwei 1 Matta, Andrea 1 Mavris, D. N. 1 Mavris, D.N. 1 Samad, Abdus 1 Witzig, Andreas 1 Yang, Shuai 1
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Published in...
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Energy 1 Insurance / Mathematics & economics 1 Insurance : mathematics and economics 1 OR spectrum : quantitative approaches in management 1 Renewable Energy 1 The journal of computational finance 1 Transportation Research Part E: Logistics and Transportation Review 1 Transportation research / E : an international journal 1
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Source
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ECONIS (ZBW) 5 RePEc 3
Showing 1 - 8 of 8
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Effective experience rating for large insurance portfolios via surrogate modeling
Calcetero Vanegas, Sebastián; Badescu, Andrei L.; Lin, … - In: Insurance : mathematics and economics 118 (2024), pp. 25-43
Persistent link: https://www.econbiz.de/10015066994
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Multi-fidelity surrogate-based optimization for decomposed buffer allocation problems
Lin, Ziwei; Frigerio, Nicla; Matta, Andrea; Du, Shichang - In: OR spectrum : quantitative approaches in management 43 (2021) 1, pp. 223-253
Persistent link: https://www.econbiz.de/10012489883
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Fast and efficient nested simulation for large variable annuity portfolios : a surrogate modeling approach
Lin, X. Sheldon; Yang, Shuai - In: Insurance / Mathematics & economics 91 (2020), pp. 85-103
Persistent link: https://www.econbiz.de/10012241991
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Gaussian process regression for derivative portfolio modeling and application to credit valuation adjustment computations
Crépey, Stéphane; Dixon, Matthew F. - In: The journal of computational finance 24 (2020) 1, pp. 47-81
Persistent link: https://www.econbiz.de/10012421957
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Multiple surrogate based optimization of a bidirectional impulse turbine for wave energy conversion
Badhurshah, Rameez; Samad, Abdus - In: Renewable Energy 74 (2015) C, pp. 749-760
Oscillating water column based wave energy extracting system has a low efficiency due to the poor performance of its principal power extracting component, the bidirectional turbine. In the present work, flow over a bidirectional impulse turbine was simulated using CFD technique and optimized...
Persistent link: https://www.econbiz.de/10011076854
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A multi-paradigm approach to system dynamics modeling of intercity transportation
Lewe, J.-H.; Hivin, L.F.; Mavris, D.N. - In: Transportation Research Part E: Logistics and … 71 (2014) C, pp. 188-202
The complexity of the transportation system calls for a holistic solution approach that employs multiple modeling paradigms such as agent-based modeling and system dynamics. Various techniques for combining these paradigms are explored and logically classified, which helps guide hybrid modeling....
Persistent link: https://www.econbiz.de/10011077136
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A multi-paradigm approach to system dynamics modeling of intercity transportation
Lewe, L.-H.; Hivin, Ludovic F.; Mavris, D. N. - In: Transportation research / E : an international journal 71 (2014), pp. 188-202
Persistent link: https://www.econbiz.de/10010439521
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Surrogate modeling for the fast optimization of energy systems
Bornatico, Raffaele; Hüssy, Jonathan; Witzig, Andreas; … - In: Energy 57 (2013) C, pp. 653-662
While software simulations in the building technology field are essential for designing efficient systems, for specific applications, the tools currently available are computationally too expensive. This paper presents a novel approach for the fast computation of accurate simulation results and...
Persistent link: https://www.econbiz.de/10011054287
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