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Denoising Monte Carlo sensitivity estimates

Kang, Wanmo; Kim, Kyoung-kuk; Shin, Hayong - In: Operations research letters 40 (2012) 3, pp. 195-202

Persistent link: https://www.econbiz.de/10009546520

Analysis and design of microfinance services : a case of ROSCA

Ahn, Dohyun; Kang, Wanmo; Kim, Kyoung-Kuk; Shin, Hayong - In: The engineering economist : a journal devoted to the … 62 (2017) 3, pp. 197-230

Persistent link: https://www.econbiz.de/10011753894

Denoising Monte Carlo Sensitivity Estimates

Kang, Wanmo - 2013

Monte Carlo methods are in widespread use both in academia and industry. We are, in particular, interested in improving sensitivity estimates obtained from Monte Carlo experiments with respect to given parameter values, motivated by, but not restricted to, financial applications. Denoising and...

Persistent link: https://www.econbiz.de/10013071273

Denoising Monte Carlo sensitivity estimates

Kang, Wanmo; Kim, Kyoung-Kuk; Shin, Hayong - In: Operations research letters 40 (2012) 3, pp. 195-203

Persistent link: https://www.econbiz.de/10009848576

Fitting discrete phase-type distribution from censored and truncated observations with pre-specified hazard sequence

Barde, Stephane; Ko, Young Myoung; Shin, Hayong - In: Operations research letters 48 (2020) 3, pp. 233-239

Persistent link: https://www.econbiz.de/10012254062

An efficient approximate solution for stochastic Lanchester models

Kim, Donghyun; Moon, Hyungil; Park, Donghyun; Shin, Hayong - In: Journal of the Operational Research Society : OR 68 (2017) 11, pp. 1470-1481

Persistent link: https://www.econbiz.de/10011815926

Optimizing the multistage university admission decision process

Kim, Donghyun; Kim, Namyong; Cho, Junoh; Shin, Hayong - In: INFORMS journal on applied analytics 49 (2019) 6, pp. 422-429

Persistent link: https://www.econbiz.de/10012147336

General EM algorithm for fitting non-monotone hazard functions from truncated and censored observations

Barde, Stephane; Ko, Young Myoung; Shin, Hayong - In: Operations research letters 50 (2022) 5, pp. 476-483

Persistent link: https://www.econbiz.de/10013449423

Predictive vehicle dispatching method for overhead hoist transport systems in semiconductor fabs

Wan, Jiansong; Shin, Hayong - In: International journal of production research 60 (2022) 10, pp. 3063-3077

Persistent link: https://www.econbiz.de/10013499081

Learning per-machine linear dispatching rule for heterogeneous multi-machines control

Kim, Namyong; Barde, Stephane; Bae, Kiwook; Shin, Hayong - In: International journal of production research 61 (2023) 1, pp. 162-182

Persistent link: https://www.econbiz.de/10013530881