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A holonic approach to flexible flow shop scheduling under stochastic processing times

Wang, Kai; Choi, Shiu Hong - In: Computers & operations research : and their … 43 (2014), pp. 157-168

Persistent link: https://www.econbiz.de/10010241969

An estimation of distribution algorithm for hybrid flow shop scheduling under stochastic processing times

Wang, Kai; Choi, Shiu Hong; Qin, H. - In: International journal of production research 52 (2014) 24, pp. 7360-7376

Persistent link: https://www.econbiz.de/10010474533

Optimized scenario reduction : solving large-scale stochastic programs with quality guarantees

Zhang, Wei; Wang, Kai; Jacquillat, Alexandre; Wang, Shuaian - In: INFORMS journal on computing : JOC ; charting new … 35 (2023) 4, pp. 886-908

Persistent link: https://www.econbiz.de/10014328127

Logit function in stochastic categorizations

Wang, Kai - In: Oxford economic papers 74 (2022) 2, pp. 610-622

Persistent link: https://www.econbiz.de/10013188523

The Empirical Performance of Option Implied Volatility Surface-Driven Optimal Portfolios

Guidolin, Massimo; Wang, Kai - 2022

We apply a two-step strategy to forecast the dynamics of the volatility surface implicit in option prices to all American-style options written on the stocks that have entered the Dow Jones Industrial Average Index between 2004 and 2016. We explore whether the implied volatilities extracted...

Persistent link: https://www.econbiz.de/10014235957

A stochastic programming model for multi-product oriented multi-channel component replenishment

Zhen, Lu; Wang, Kai - In: Computers & operations research : and their … 60 (2015), pp. 79-90

Persistent link: https://www.econbiz.de/10011279667