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Introduction -- Macroprudential Oversight -- Macroprudential Data -- Data and Dimension Reduction -- Data-Dimension Reductions: A Comparison -- Extending the SOM -- Self-Organizing Financial Stability Map (SOFSM) -- Exploiting the SOFSM -- Decomposing Financial Crises with SOTMs -- Conclusions,...
Persistent link: https://www.econbiz.de/10014020444
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newly defined concepts for the modelling and operationalization of supply chain risk within simulation and optimization … Chain Risk Analysis - Common Flaws, Core Areas, and Main Tasks • A Simulation-based Approach for Supply Chain Risk Analysis … Simulation-based Approach for Supply Chain Risk Analysis (SimSCRF) -- A Real Case Evaluation of the SimSCRF Approach -- Embedding …
Persistent link: https://www.econbiz.de/10012398011
This is an advanced guide to optimal stopping and control, focusing on advanced Monte Carlo simulation and its … classical simulation based algorithms before introducing some of the new, cutting edge approaches under development …
Persistent link: https://www.econbiz.de/10012398321
The Handbook of Simulation Optimization presents an overview of the state of the art of simulation optimization …, providing a survey of the most well-established approaches for optimizing stochastic simulation models and a sampling of recent … research advances in theory and methodology. Leading contributors cover such topics as discrete optimization via simulation …
Persistent link: https://www.econbiz.de/10012401970
) for discounted, average, and total reward performance metrics · An in-depth consideration of dynamic simulation …Simulation-Based Optimization: Parametric Optimization Techniques and Reinforcement Learning introduces the evolving … area of static and dynamic simulation-based optimization. Covered in detail are model-free optimization techniques …
Persistent link: https://www.econbiz.de/10012402233
Entscheidungstheoretische Grundlagen -- Modellierung der Entscheidungen von Finanzmarktteilnehmern -- Multiagentensysteme und Finanzmarktsimulationen -- Entwicklung des Frameworks -- Zusammenfassung und abschließende Bemerkungen.
Persistent link: https://www.econbiz.de/10013516823
In der Finanzwelt ist der Einsatz von Finanzderivaten zu einem unentbehrlichen Hilfsmittel zur Absicherung von Risiken geworden. Dieses Buch richtet sich an Studierende der (Finanz-) Mathematik und der Wirtschaftswissenschaften im Hauptstudium, die mehr über Finanzderivate und ihre...
Persistent link: https://www.econbiz.de/10013517186
Traveling Salesman Problem: A New Genetic Algorithm Approach -- Simulation -- Sensitivity Analysis in Simulation of Stochastic … Activity Networks: A Computational Study -- Combined Discrete-Continuous Simulation Modeling of an Autonomous Underwater …, modeling languages, parallel and distributed computing, simulation, computational logic and visualization. This volume also …
Persistent link: https://www.econbiz.de/10014014222
Hierarchische Produktionsplanung -- Unsicherheit in der Planung -- Robuste Optimierung -- Entwicklung eines Modells zur robusten hierarchischen Produktionsplanung -- Fallstudie -- Zusammenfassung und Ausblick.
Persistent link: https://www.econbiz.de/10014014923