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~person:"Gendreau, Michel"
~person:"Levendorskij, Sergej Z."
~person:"Yu, Jun"
~person:"Zhang, Qing"
~subject:"Theory"
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Search: subject_exact:"Stochastic process"
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Stochastischer Prozess
113
Stochastic process
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25
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Gendreau, Michel
Levendorskij, Sergej Z.
Yu, Jun
Zhang, Qing
Phillips, Peter C. B.
59
Koopman, Siem Jan
42
Sethi, Suresh
42
Escudero, Laureano F.
39
Post, Thierry
32
Barndorff-Nielsen, Ole E.
30
McAleer, Michael
30
Platen, Eckhard
30
Chiarella, Carl
28
Chan, Joshua
23
Linton, Oliver
22
Gao, Jiti
21
Kohlmann, Michael
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Inderfurth, Karl
20
Kleijnen, Jack P. C.
20
Asai, Manabu
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Batabyal, Amitrajeet A.
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Whang, Yoon-jae
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Benth, Fred Espen
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Clark, Todd E.
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Küchler, Uwe
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Taylor, Robert
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Garín, María Araceli
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Shephard, Neil G.
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Wirjanto, Tony S.
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Föllmer, Hans
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Ulmer, Marlin Wolf
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Wallace, Stein W.
16
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Kilian, Lutz
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15
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ECONIS (ZBW)
84
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1
An asynchronous parallel Benders decomposition method for stochastic network design problems
Rahmaniani, Ragheb
;
Crainic, Teodor Gabriel
;
Gendreau, …
-
2023
Persistent link: https://www.econbiz.de/10013502324
Saved in:
2
The disaggregated integer L-shaped method for the stochastic vehicle routing problem
Parada, Lucas
;
Legault, Robin
;
Côté, Jean-François
; …
-
2023
Persistent link: https://www.econbiz.de/10013502329
Saved in:
3
On the optimal forecast with the fractional Brownian motion
Wang, Xiaohu
;
Zhang, Chen
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013542217
Saved in:
4
An asynchronous parallel benders decomposition method for stochastic network design problems
Rahmaniani, Ragheb
;
Crainic, Teodor Gabriel
;
Gendreau, …
- In:
Computers & operations research : an international journal
162
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014560325
Saved in:
5
A disaggregated integer L-shaped method for stochastic vehicle routing problems with monotonic recourse
Parada, Lucas
;
Legault, Robin
;
Côté, Jean-François
; …
- In:
European journal of operational research : EJOR
318
(
2024
)
2
,
pp. 520-533
Persistent link: https://www.econbiz.de/10015047961
Saved in:
6
On the optimal forecast with the fractional Brownian motion
Wang, Xiaohu
;
Yu, Jun
;
Zhang, Chen
- In:
Quantitative finance
24
(
2024
)
2
,
pp. 337-346
Persistent link: https://www.econbiz.de/10014552006
Saved in:
7
An asynchronous parallel Benders decomposition method for stochastic network design problems
Rahmaniani, Ragheb
;
Crainic, Teodor Gabriel
;
Gendreau, …
-
2021
Persistent link: https://www.econbiz.de/10012650164
Saved in:
8
Recent advances in vehicle routing with stochastic demands : Bayesian learning for correlated demands and elementary branch-price-and-cut
Florio, Alexandre M.
;
Gendreau, Michel
;
Hartl, Richard F.
; …
- In:
European journal of operational research : EJOR
306
(
2023
)
3
,
pp. 1081-1093
Persistent link: https://www.econbiz.de/10014279708
Saved in:
9
Latent local-to-unity models
Wang, Xiaohu
;
Yu, Jun
- In:
Econometric reviews
42
(
2023
)
7
,
pp. 586-611
Persistent link: https://www.econbiz.de/10014321656
Saved in:
10
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
Saved in:
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