Narrow search
Showing 1 - 10 of 16
Cover Image
A shrinkage approach to improve direct bootstrap resampling under input uncertainty
Song, Eunhye; Lam, Henry; Barton, Russell R. - In: INFORMS journal on computing : JOC ; charting new … 36 (2024) 4, pp. 1023-1039
Persistent link: https://www.econbiz.de/10015163721
Cover Image
The empirical likelihood approach to quantifying uncertainty in sample average approximation
Lam, Henry; Zhou, Enlu - In: Operations research letters 45 (2017) 4, pp. 301-307
Persistent link: https://www.econbiz.de/10011740327
Cover Image
Tail analysis without parametric models : a worst-case perspective
Lam, Henry; Mottet, Clementine - In: Operations research 65 (2017) 6, pp. 1696-1711
Persistent link: https://www.econbiz.de/10011777905
Cover Image
Maximum likelihood estimation by Monte Carlo simulation : toward data-driven stochastic modeling
Peng, Yijie; Fu, Michael; Heidergott, Bernd; Lam, Henry - In: Operations research 68 (2020) 6, pp. 1896-1912
Persistent link: https://www.econbiz.de/10012392175
Cover Image
Optimization-based calibration of simulation input models
Goeva, Aleksandrina; Lam, Henry; Qian, Huajie; Zhang, Bo - In: Operations research 67 (2019) 5, pp. 1362-1382
Persistent link: https://www.econbiz.de/10012107785
Cover Image
Minimax efficient finite-difference stochastic gradient estimators using black-box function evaluations
Lam, Henry; Li, Haidong; Zhang, Xuhui - In: Operations research letters 49 (2021) 1, pp. 40-47
Persistent link: https://www.econbiz.de/10012485995
Cover Image
Learning-based robust optimization : procedures and statistical guarantees
Hong, L. Jeff; Huang, Zhiyuan; Lam, Henry - In: Management science : journal of the Institute for … 67 (2021) 6, pp. 3447-3467
Persistent link: https://www.econbiz.de/10012606927
Cover Image
Adaptive importance sampling for efficient stochastic root finding and quantile estimation
He, Shengyi; Jiang, Guangxin; Lam, Henry; Fu, Michael - In: Operations research 72 (2024) 6, pp. 2612-2630
Persistent link: https://www.econbiz.de/10015371528
Cover Image
Subsampling to enhance efficiency in input uncertainty quantification
Lam, Henry; Qian, Huajie - In: Operations research 70 (2022) 3, pp. 1891-1913
Persistent link: https://www.econbiz.de/10013366289
Cover Image
Do price trajectory data increase the efficiency of market impact estimation?
Li, Fengpei; Ihnatiuk, Vitalii; Chen, Yu; Lin, Jiahe; … - In: Quantitative finance 24 (2024) 5, pp. 545-568
Persistent link: https://www.econbiz.de/10014552104