distributions that obey a system of linear inequalities using quasi-Monte Carlo simulation and convex optimization methods. An … extension of the Kroll-Levy simulation experiment shows favorable small-sample properties for data sets of realistic dimensions …

simulation-based approach by fusing a number of macroeconomic factors using Neural Networks (NN) to build an Economic Factor …-based Predictive Model (EFPM). Then, we combine it with the Copula-GARCH simulation model and the Mean-Conditional Value at Risk (Mean …

This paper studies simulation-based optimization with multiple outputs. It assumes that the simulation model has one …