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Efficient correlation matching for fitting discrete multivariate distributions with arbitrary marginals and normal-copula dependence
Avramidis, Athanassios N.; Channouf, Nabil; L'Ecuyer, Pierre - In: INFORMS journal on computing : JOC 21 (2009) 1, pp. 88-106
Persistent link: https://www.econbiz.de/10003896670
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Constructing discrete unbounded distributions with Gaussian-copula dependence and given rank correlation
Avramidis, Athanassios N. - In: INFORMS journal on computing : JOC 26 (2014) 2, pp. 269-279
Persistent link: https://www.econbiz.de/10010362443
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Multivariate mixtures of normal distributions : properties, random vector generation, fitting, and as models of market daily changes
Wang, Jin; Taaffe, Michael R. - In: INFORMS journal on computing : JOC 27 (2015) 2, pp. 193-203
Persistent link: https://www.econbiz.de/10011291337
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Worst-case expected shortfall with univariate and bivariate marginals
Dhara, Anulekha; Das, Bikramjit; Natarajan, Karthik - In: INFORMS journal on computing : JOC 33 (2021) 1, pp. 370-389
Persistent link: https://www.econbiz.de/10012496433
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Penalty-based algorithms for the stochastic obstacle scene problem
Aksakalli, Vural; Ari, Ibrahim - In: INFORMS journal on computing : JOC 26 (2014) 2, pp. 370-384
Persistent link: https://www.econbiz.de/10010362436
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An asymptotically optimal set approach for simulation optimization
Hu, Liujia; Sigrún Andradóttir - In: INFORMS journal on computing : JOC 31 (2019) 1, pp. 21-39
Persistent link: https://www.econbiz.de/10011999041
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A rare-event simulation algorithm for periodic single-server queues
Ma, Ni; Whitt, Ward - In: INFORMS journal on computing : JOC 30 (2018) 1, pp. 71-89
Persistent link: https://www.econbiz.de/10011848141
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An algorithm for fast generation of bivariate poisson random vectors
Shin, Kaeyoung; Pasupathy, Raghu - In: INFORMS journal on computing : JOC 22 (2010) 1, pp. 81-92
Persistent link: https://www.econbiz.de/10003962686
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A computational approach to first passage problems of reflected hyperexponential jump diffusion processes
Cai, Ning; Yang, Xuewei - In: INFORMS journal on computing : JOC 33 (2021) 1, pp. 216-229
Persistent link: https://www.econbiz.de/10012496376
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Estimation-based local search for stochastic combinatorial optimization using delta evaluations : s case study on the probabilistic traveling salesman problem
Birattari, Mauro; Balaprakash, Prasanna; Stützle, Thomas; … - In: INFORMS journal on computing : JOC 20 (2008) 4, pp. 644-658
Persistent link: https://www.econbiz.de/10003772398