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Simulation optimization using stochastic kriging with robust statistics
Ouyang, Linhan; Han, Mei; Ma, Yizhong; Wang, Min; Park, … - In: Journal of the Operational Research Society 74 (2023) 3, pp. 623-636
Persistent link: https://www.econbiz.de/10014331918
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Mapping conditional scenarios for knowledge structuring in (tail) dependence elicitation
Werner, Christoph; Bedford, Tim; Quigley, John - In: Journal of the Operational Research Society 72 (2021) 4, pp. 889-907
Persistent link: https://www.econbiz.de/10012501001
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On nonparametric predictive inference for asset and European option trading in the binomial tree model
Chen, Junbin; Coolen, Frank P. A.; Coolen-Maturi, Tahani - In: Journal of the Operational Research Society 70 (2019) 10, pp. 1678-1691
Persistent link: https://www.econbiz.de/10012214367
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Nonparametric predictive inference for European option pricing based on the binomial tree model
He, Ting; Coolen, Frank P. A.; Coolen-Maturi, Tahani - In: Journal of the Operational Research Society 70 (2019) 10, pp. 1692-1708
Persistent link: https://www.econbiz.de/10012214368
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Stochastic surgery selection and sequencing under dynamic emergency break-ins
Vandenberghe, Mathieu; De Vuyst, Stijn; Aghezzaf, … - In: Journal of the Operational Research Society 72 (2021) 6, pp. 1309-1329
Persistent link: https://www.econbiz.de/10012588887
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A joint likelihood approach to the analysis of length of stay data utilising the continuous-time hidden Markov model and Coxian phase-type distribution
Mitchell, Hannah J.; Marshall, Adele H.; Zenga, Mariangela - In: Journal of the Operational Research Society 72 (2021) 11, pp. 2529-2541
Persistent link: https://www.econbiz.de/10012697340
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Managing losses in exotic horse race wagering
Deza, Antoine; Huang, Kai - In: Journal of the Operational Research Society 69 (2018) 3, pp. 319-325
Persistent link: https://www.econbiz.de/10012224984
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Optimal trading under non-negativity constraints using approximate dynamic programming
Abbaszadeh, Shahin; Tri-Dung Nguyen; Wu, Yue - In: Journal of the Operational Research Society 69 (2018) 9, pp. 1406-1422
Persistent link: https://www.econbiz.de/10012227870
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Stochastic linear optimization under partial uncertainty and incomplete information using the notion of probability multimeasure
La Torre, Davide; Mendivil, Franklin - In: Journal of the Operational Research Society 69 (2018) 10, pp. 1549-1556
Persistent link: https://www.econbiz.de/10012228245
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Efficient global optimisation for black-box simulation via sequential intrinsic Kriging
Mehdad, Ehsan; Kleijnen, Jack P. C. - In: Journal of the Operational Research Society 69 (2018) 11, pp. 1725-1737
Persistent link: https://www.econbiz.de/10012229229