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Estimating sensitivities of portfolio credit risk using Monte Carlo
Hong, L. Jeff; Juneja, Sandeep; Luo, Jun - In: INFORMS journal on computing : JOC 26 (2014) 4, pp. 848-865
Persistent link: https://www.econbiz.de/10010477690
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Chance constrained selection of the best
Hong, L. Jeff; Luo, Jun; Nelson, Barry L. - In: INFORMS journal on computing : JOC 27 (2015) 2, pp. 317-334
Persistent link: https://www.econbiz.de/10011291305
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A Cluster-Based Context-Tree Model for Multivariate Data Streams with Applications to Anomaly Detection
Brice, Pierre; Jiang, Wei; Wan, Guohua - In: INFORMS journal on computing : JOC 23 (2011) 3, pp. 364-377
Persistent link: https://www.econbiz.de/10009188095
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A cluster-based context-tree model for multivariate data streams with applications to anomaly detection
Brice, Pierre; Jiang, Wei; Wan, Guohua - In: INFORMS journal on computing : JOC 23 (2011) 3, pp. 364-376
Persistent link: https://www.econbiz.de/10009296304