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Asymptotic representations for importance-sampling estimators of value-at-risk and conditional value-at-risk
Sun, Lihua; Hong, L. Jeff - In: Operations research letters 38 (2010) 4, pp. 246-251
Persistent link: https://www.econbiz.de/10003984224
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Fighting strategies in a market with counterfeits
Zhang, Jie; Hong, L. Jeff; Zhang, Rachel Q. - 2012
Persistent link: https://www.econbiz.de/10009501733
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Service science (ICSS2009)
Hong, L. Jeff (contributor) - 2012
Persistent link: https://www.econbiz.de/10009626109
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An adaptive hyperbox algorithm for high-dimensional discrete optimization via simulation problems
Xu, Jie; Nelson, Barry L.; Hong, L. Jeff - In: INFORMS journal on computing : JOC 25 (2013) 1, pp. 133-146
Persistent link: https://www.econbiz.de/10009728353
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Stochastic trust-region response-surface method (STRONG) : a new response-surface framework for simulation optimization
Chang, Kuo-hao; Hong, L. Jeff; Wan, Hong - In: INFORMS journal on computing : JOC 25 (2013) 2, pp. 230-243
Persistent link: https://www.econbiz.de/10009753758
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Speeding up COMPASS for high-dimensional discrete optimization via simulation
Hong, L. Jeff; Nelson, Barry L.; Xu, Jie - In: Operations research letters 38 (2010) 6, pp. 550-555
Persistent link: https://www.econbiz.de/10008738529
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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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Capacity reservation for time-sensitive service providers : an application in seaport management
Hong, L. Jeff; Xu, Xiaowei; Zhang, Sheng Hao - In: European journal of operational research : EJOR 245 (2015) 2, pp. 470-479
Persistent link: https://www.econbiz.de/10011308988
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Fully sequential procedures for large-scale ranking-and-selection problems in parallel computing environments
Luo, Jun; Hong, L. Jeff; Nelson, Barry L.; Yang, Wu - In: Operations research 63 (2015) 5, pp. 1177-1194
Persistent link: https://www.econbiz.de/10011397822
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Kernel smoothing for nested estimation with application to portfolio risk measurement
Hong, L. Jeff; Juneja, Sandeep; Liu, Guangwu - In: Operations research 65 (2017) 3, pp. 657-673
Persistent link: https://www.econbiz.de/10011691391