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  • Search: subject:"Stochastic Modeling"
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Year of publication
Subject
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Stochastic modeling 43 stochastic modeling 43 Stochastischer Prozess 34 Stochastic process 32 Theorie 28 Theory 27 Stochastic Modeling 10 Risiko 7 Simulation 7 optimization 7 Monte Carlo simulation 6 Monte-Carlo-Simulation 6 Operations Research 6 Operations research 6 Risk 6 EU countries 5 EU-Staaten 5 Risikomanagement 5 Risk management 5 87.10.Mn Stochastic modeling 4 Modellierung 4 Portfolio selection 4 Portfolio-Management 4 Prognoseverfahren 4 Scientific modelling 4 Volatility 4 Volatilität 4 Derivat 3 Derivative 3 Electricity price 3 Europa 3 Europe 3 Forecasting model 3 Gaussian Quadratures 3 Großbritannien 3 Heuristics 3 Heuristik 3 Inventory model 3 Lagerhaltungsmodell 3 Mathematical programming 3
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Online availability
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Undetermined 72 Free 31
Type of publication
All
Article 93 Book / Working Paper 21
Type of publication (narrower categories)
All
Article in journal 52 Aufsatz in Zeitschrift 52 Working Paper 7 Arbeitspapier 3 Graue Literatur 3 Non-commercial literature 3 Thesis 2 Aufsatz im Buch 1 Book section 1 Hochschulschrift 1
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Language
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English 67 Undetermined 46 Spanish 1
Author
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Higgins, Tim 5 Sinning, Mathias 5 Chevallier, Julien 4 Kaserer, Christoph 4 Artavia, Marco 3 Grethe, Harald 3 Sévi, Benoît 3 Zimmermann, Georg 3 Bjarnadóttir, Margrét Vilborg 2 Buchner, Axel 2 Graf, Stefan 2 Koster, René de 2 Mendelevitch, Roman 2 Paulo, Ana 2 Pennanen, Teemu 2 Pereira, Luis 2 Pietz, Matthäus 2 Pirjol, Dan 2 Roy, Debjit 2 Ruxanda, Gheorghe 2 Scherwath, Tim 2 Schmid, Thomas 2 Smeureanu, Ion 2 Stone, Lawrence D. 2 Tomasgard, Asgeir 2 Vidybida, A. K. 2 Wagner, Niklas 2 Wealer, Ben 2 Weber, Florian 2 Zhu, Lingjiong 2 ALBER, MARK 1 Adan, Ivo 1 Ahmad, Abid 1 Al-Jarrah, Mohammad A. 1 Al-Omari, Faruq A. 1 Al-Zahrani, Muhammad 1 Alagoz, Oguzhan 1 Altendorfer, Klaus 1 Alvares Maffra, Sergio 1 Armstrong, John 1
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Institution
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Fakultät für Wirtschaftswissenschaften, Technische Universität München 2 HAL 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Department of Economics, School of Business, Management and Economics 1 Institut de Préparation à l'Administration et à la Gestion (IPAG) 1 Institute for the Study of Labor (IZA) 1 Southern Agricultural Economics Association - SAEA 1 Tinbergen Instituut 1 World Scientific Publishing Co. Pte. Ltd. 1
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Published in...
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Physica A: Statistical Mechanics and its Applications 5 INFORMS journal on applied analytics 4 Management Science 4 The European Physical Journal B - Condensed Matter and Complex Systems 4 Advances in Complex Systems (ACS) 3 European journal of operational research : EJOR 3 Water Resources Management 3 CEFS Working Paper Series 2 Energies 2 IZA Discussion Papers 2 International journal of production economics 2 MPRA Paper 2 Scandinavian actuarial journal 2 Transportation science : a journal of the Institute for Operations Research and the Management Sciences 2 Working Paper 2 Working Papers / HAL 2 2011 Annual Meeting, February 5-8, 2011, Corpus Christi, Texas 1 Acta Oeconomica Pragensia 1 Amfiteatru economic : an economic and business research periodical 1 Annals of financial economics 1 Annals of the Institute of Statistical Mathematics 1 Applied Energy 1 Applied economic perspectives and policy 1 Aquaculture economics & management : official journal of the International Association of Aquaculture Economics and Management 1 Asia-Pacific Financial Markets 1 Asia-Pacific Journal of Operational Research (APJOR) 1 Astin bulletin : the journal of the International Actuarial Association 1 Computational economics 1 Computers & operations research : an international journal 1 Copernican Journal of Finance & Accounting : CJF&A 1 DIW Discussion Papers 1 Discussion paper series / IZA 1 Discussion papers / Deutsches Institut für Wirtschaftsforschung 1 Economic Modelling 1 Economic modelling 1 Economic systems research 1 Economics of Education Review 1 Economics of education review 1 Energy economics 1 Energy strategy reviews 1
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Source
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ECONIS (ZBW) 57 RePEc 51 EconStor 4 BASE 1 Other ZBW resources 1
Showing 1 - 10 of 114
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Stochastic modeling of wind derivatives with application to the Alberta energy market
Warunasinghe, Sudeesha; Sviščuk, Anatolij - In: Risks : open access journal 12 (2024) 2, pp. 1-26
Wind-power generators around the world face two risks, one due to changes in wind intensity impacting energy production, and the second due to changes in electricity retail prices. To hedge these risks simultaneously, the quanto option is an ideal financial tool. The natural logarithm of...
Persistent link: https://www.econbiz.de/10014497409
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Stochastic modeling of assets and liabilities with mortality risk
Alvares Maffra, Sergio; Armstrong, John; Pennanen, Teemu - In: Scandinavian actuarial journal 2021 (2021) 8, pp. 695-725
Persistent link: https://www.econbiz.de/10012653668
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The effect of few historical data on the performance of sample average approximation method for operating room scheduling
Coban, Elvin; Kayış, Enis; Dexter, Franklin - In: International transactions in operational research : a … 30 (2023) 1, pp. 126-150
Persistent link: https://www.econbiz.de/10013415885
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Uncertainty estimation of connected vehicle penetration rate
Jia, Shaocheng; Wong, S. C.; Wong, Wai - In: Transportation science 57 (2023) 5, pp. 1160-1176
Persistent link: https://www.econbiz.de/10014393309
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Stochastic simulation with informed rotations of Gaussian quadratures
Stepanyan, Davit; Zimmermann, Georg; Grethe, Harald - In: Economic systems research 35 (2023) 1, pp. 30-48
Persistent link: https://www.econbiz.de/10014295077
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On a regime switching illiquid high volatile prediction model for cryptocurrencies
El-Khatib, Youssef; Hatemi-J, Abdulnasser - In: Journal of economic studies 51 (2024) 2, pp. 485-498
Persistent link: https://www.econbiz.de/10014482773
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Shelter location-allocation problem for disaster evacuation planning : a simulation optimization approach
Kuo-Hao, Chang,; Pan, Yow-Jen; Chen, Hongey - In: Computers & operations research : an international journal 171 (2024), pp. 1-14
Persistent link: https://www.econbiz.de/10015066486
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Incorporating uncertainties towards a sustainable European energy system : a stochastic approach for decarbonization paths focusing on the transport sector
Korkmaz, Pinar; Schmid, Dorothea; Fahl, Ulrich - In: Energy strategy reviews 38 (2021), pp. 1-20
European energy system design in case of different climate ambitions. Stochastic modeling is applied to analyze associated …
Persistent link: https://www.econbiz.de/10013188425
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Merck animal health uses operations research methods to transform biomanufacturing productivity for lifesaving medicines
Martagan, Tugce; Adan, Ivo; Baaijens, Marc; Dirckx, Coen; … - In: INFORMS journal on applied analytics 53 (2023) 1, pp. 85-95
Persistent link: https://www.econbiz.de/10014293869
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The service points' location and capacity problem
Raviv, Tal - In: Transportation research / E : an international journal 176 (2023), pp. 1-26
Persistent link: https://www.econbiz.de/10014382097
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