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~isPartOf:"Computational economics"
~isPartOf:"International journal of production research"
~person:"Teng, Huei-Wen"
~person:"Wang, Jianjun"
~subject:"Bayesian inference"
~subject:"Monte Carlo method"
~subject:"Monte-Carlo-Simulation"
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Bayesian inference
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Teng, Huei-Wen
Wang, Jianjun
Tu, Yiliu
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4
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Computational economics
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Importance sampling for calculating the Value-at-Risk and expected shortfall of the quadratic portfolio with t-distributed risk factors
Teng, Huei-Wen
- In:
Computational economics
62
(
2023
)
3
,
pp. 1125-1154
Persistent link: https://www.econbiz.de/10014382887
Saved in:
2
Efficient simulation of value-at-risk under a jump diffusion model : a new method for moderate deviation events
Fuh, Cheng-Der
;
Teng, Huei-Wen
;
Wang, Ren-Her
- In:
Computational economics
51
(
2018
)
4
,
pp. 973-990
Persistent link: https://www.econbiz.de/10011972209
Saved in:
3
Robust multi-response surface optimisation based on Bayesian quantile model
Yang, Shijuan
;
Wang, Jianjun
;
Tu, Yiliu
;
Han, Yunxia
; …
- In:
International journal of production research
61
(
2023
)
10
,
pp. 3260-3278
Persistent link: https://www.econbiz.de/10014323615
Saved in:
4
Bayesian robust parameter design for ordered response
Yang, Shijuan
;
Wang, Jianjun
;
Tu, Yiliu
- In:
International journal of production research
60
(
2022
)
12
,
pp. 3630-3650
Persistent link: https://www.econbiz.de/10013499252
Saved in:
5
A novel approach for non-normal multi-response optimisation problems
Wang, Jianjun
;
Tu, Yanan
;
Ma, Yan
;
Ouyang, Linhan
;
Tu, Yiliu
- In:
International journal of production research
59
(
2021
)
23
,
pp. 7194-7215
Persistent link: https://www.econbiz.de/10012697492
Saved in:
6
Robust parameter design based on Gaussian process with model uncertainty
Feng, Zebiao
;
Wang, Jianjun
;
Ma, Yizhong
;
Tu, Yiliu
- In:
International journal of production research
59
(
2021
)
9
,
pp. 2772-2788
Persistent link: https://www.econbiz.de/10012516258
Saved in:
7
Simultaneous multi-response optimisation for parameter and tolerance design using Bayesian modelling method
Wang, Jianjun
;
Mao, Ting
;
Tu, Yiliu
- In:
International journal of production research
59
(
2021
)
8
,
pp. 2269-2293
Persistent link: https://www.econbiz.de/10012501253
Saved in:
8
Economic parameter design for ultra-fast laser micro-drilling process
Wang, Jianjun
;
Ma, Yizhong
;
Tsung, Fugee
;
Chang, Gang
; …
- In:
International journal of production research
57
(
2019
)
20
,
pp. 6292-6314
Persistent link: https://www.econbiz.de/10012193706
Saved in:
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