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  • Search: subject:"uncertainty quantification"
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Year of publication
Subject
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Uncertainty quantification 28 Risiko 27 Risk 27 uncertainty quantification 21 Theorie 20 Theory 20 Wahrscheinlichkeitsrechnung 9 Mathematical programming 8 Mathematische Optimierung 8 Probability theory 8 Risikomanagement 8 Risk management 8 Simulation 8 Stochastic process 8 Stochastischer Prozess 8 Estimation theory 6 Schätztheorie 6 Sensitivitätsanalyse 6 Decision under uncertainty 5 Entscheidung unter Unsicherheit 5 Risikomaß 5 Risk measure 5 Sensitivity analysis 5 Bayes-Statistik 4 Bayesian inference 4 Monte Carlo simulation 4 Monte-Carlo-Simulation 4 Robust statistics 4 Robustes Verfahren 4 Uncertainty Quantification 4 Portfolio selection 3 Portfolio-Management 3 Statistical theory 3 Statistische Methodenlehre 3 Uncertainty quantification (UQ) 3 sensitivity analysis 3 Analog ensemble 2 Artificial intelligence 2 Bank risk 2 Bankrisiko 2
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Online availability
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Undetermined 42 Free 11 CC license 1
Type of publication
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Article 50 Book / Working Paper 6
Type of publication (narrower categories)
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Article in journal 30 Aufsatz in Zeitschrift 30 Working Paper 4 Arbeitspapier 2 Article 2 Graue Literatur 2 Non-commercial literature 2 Aufsatz im Buch 1 Book section 1 Conference Paper 1 research-article 1
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Language
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English 43 Undetermined 13
Author
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Harenberg, Daniel 3 Marelli, Stefano 3 Sudret, Bruno 3 Winschel, Viktor 3 Bachoc, François 2 Cai, W. 2 Crépey, Stéphane 2 Cursi, Eduardo Souza de 2 Eisenhauer, Philipp 2 Gabler, Janos 2 Janys, Lena 2 Nelson, Barry L. 2 Song, Eunhye 2 Strang, Kenneth David 2 Surowiec, Thomas M. 2 Afshari, Hamid 1 Aihara, Kazuyuki 1 Alessandrini, S. 1 Arnardottir, Erna Sif 1 Barbillon, Pierre 1 Barbu, Vlad Stefan 1 Barton, Russell R. 1 Bastide, Dorinel 1 Berns, Cassandra 1 Blankart, Carl Rudolf 1 Borgonovo, Emanuele 1 Chan, Raymond H. 1 Cheng, Haiyan 1 Clements, Adam 1 Congedo, Pietro 1 Craparo, E. M. 1 Craparo, E.M. 1 Cuenot, Bénédicte 1 Damblin, Guillaume 1 Delle Monache, L. 1 Delle Monache, Luca 1 Dixon, Matthew F. 1 Drapeau, Samuel 1 Drovandi, Christopher 1 Elshurafa, Amro 1
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Published in...
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European journal of operational research : EJOR 6 Mathematics and Computers in Simulation (MATCOM) 3 Renewable Energy 3 International Journal of Risk and Contingency Management (IJRCM) 2 Mathematics of operations research 2 Operations research 2 32nd European Conference of the International Telecommunications Society (ITS): "Realising the digital decade in the European Union – Easier said than done?", Madrid, Spain, 19th - 20th June 2023 1 ASTIN bulletin : the journal of the International Actuarial Association 1 Annals of Operations Research 1 Applied mathematical finance 1 Computational Optimization and Applications 1 Computational Statistics & Data Analysis 1 Computers & operations research : an international journal 1 Discussion paper 1 Discussion paper series / IZA 1 Econometrics : open access journal 1 Economics Working Paper Series 1 Energy 1 Energy Economics 1 Energy economics 1 European Journal of Operational Research 1 Group decision and negotiation 1 Health economics 1 INFORMS journal on applied analytics 1 INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences 1 IZA Discussion Papers 1 Industrial Management & Data Systems 1 Insurance 1 International journal of production economics 1 International journal of shipping and transport logistics : IJSTL 1 International series in operations research & management science 1 Journal of Multivariate Analysis 1 Journal of financial stability 1 Journal of the Operational Research Society 1 Mathematical methods of operations research 1 Peter Carr Gedenkschrift : research advances in mathematical finance 1 Quantitative Economics 1 Quantitative economics : QE ; journal of the Econometric Society 1 Scandinavian actuarial journal 1 The journal of computational finance 1
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Source
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ECONIS (ZBW) 35 RePEc 13 EconStor 5 Other ZBW resources 3
Showing 1 - 10 of 56
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Quantifying and explaining machine learning uncertainty in predictive process monitoring: an operations research perspective
Mehdiyev, Nijat; Majlatow, Maxim; Fettke, Peter - In: Annals of Operations Research 347 (2024) 2, pp. 991-1030
evaluations, including sensitivity analyses and tests for statistical significance. By seamlessly integrating uncertainty … quantification with explainable artificial intelligence, this research makes a novel contribution to the evolving discourse on …
Persistent link: https://www.econbiz.de/10015436481
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5G Compartmental Diffusion Modeling in Saturated Markets
Kanellos, Nikolaos; Katsianis, Dimitrios; Varoutas, … - 2023
As the deployment and adoption of 5G technology continues to unfold, there is an increasing need to comprehend the key drivers that will shape its diffusion in the market. This research paper introduces a compartmental model designed to analyze the factors influencing the adoption of 5G...
Persistent link: https://www.econbiz.de/10014367331
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A learning-based robust optimization framework for synchromodal freight transportation under uncertainty
Filom, Siyavash; Razavi, Saiedeh - In: Transportation research : an international journal 195 (2025), pp. 1-36
Persistent link: https://www.econbiz.de/10015449751
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AI-based dynamic line rating for enhancing renewables-gas complementarity in the power sector
Sayed-Mouchaweh, Moamar; Petitet, Marie; Elshurafa, Amro - 2025
Persistent link: https://www.econbiz.de/10015450660
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Multiple financial analyst opinions aggregation based on uncertainty-aware quality evaluation
Jiang, Shuai; Zhou, Wenjun; Guo, Yanhong; Xiong, Hui - In: European journal of operational research : EJOR 320 (2025) 3, pp. 720-738
Persistent link: https://www.econbiz.de/10015085369
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Efficient nested simulation experiment design via the likelihood ratio method
Feng, Mingbin; Song, Eunhye - In: INFORMS journal on computing : JOC ; charting new … 37 (2025) 3, pp. 723-742
Persistent link: https://www.econbiz.de/10015434775
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Point and interval forecasts of death rates using neural networks
Schnürch, Simon; Korn, Ralf - In: ASTIN bulletin : the journal of the International … 52 (2022) 1, pp. 333-360
Persistent link: https://www.econbiz.de/10012805749
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An approach to quantify parameter uncertainty in early assessment of novel health technologies
Iskandar, Rowan; Federici, Carlo; Berns, Cassandra; … - In: Health economics 31 (2022), pp. 116-134
Persistent link: https://www.econbiz.de/10013433346
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Validation of a computer code for the energy consumption of a building, with application to optimal electric bill pricing
Keller, Merlin; Damblin, Guillaume; Pasanisi, Alberto; … - In: Econometrics : open access journal 10 (2022) 4, pp. 1-24
In this paper, we present a case study aimed at determining a billing plan that ensures customer loyalty and provides a profit for the energy company, whose point of view is taken in the paper. The energy provider promotes new contracts for residential buildings, in which customers pay a fixed...
Persistent link: https://www.econbiz.de/10013533238
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Valuation of European options under an uncertain market price of volatility risk
Jaroszkowski, Bartosz; Jensen, Max - In: Applied mathematical finance 29 (2022) 3, pp. 213-226
Persistent link: https://www.econbiz.de/10013554804
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