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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
GI Software Tools -- Spatial Statistics in ArcGIS -- Spatial Statistics in SAS -- Spatial Econometric Functions in R -- GeoDa: An Introduction to Spatial Data Analysis -- STARS: Space-Time Analysis of Regional Systems -- Space-Time Intelligence System Software for the Analysis of Complex Systems...
Persistent link: https://www.econbiz.de/10013521307
-of-chapter exercises. In addition to the general statistical methods, the book also includes Monte Carlo simulation and optimization. The … Statistical Analysis of Data -- Modeling and Simulation: Part I -- Modeling and Simulation: Part II -- Solver, Scenarios, and Goal …
Persistent link: https://www.econbiz.de/10012396101
This book contains the refereed proceedings of the International Conference on Modeling and Simulation in Engineering … University Jaume I. This edition of the conference paid special attention to modeling and simulation in diverse fields of … topical sections on modeling and simulation in finance and accounting; modeling and simulation in business management and …
Persistent link: https://www.econbiz.de/10012397873
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
Operationelle Risiken betreffen nahezu jede Geschäftstätigkeit von Banken. Sie verfügen über ein hohes Schadenspotential und stellen eine große Herausforderung für das Risikomanagement der Banken dar. Verena Bayer untersucht Ansätze zur Quantifizierung operationeller Risiken und der...
Persistent link: https://www.econbiz.de/10014016438
Why Do We Simulate? -- Simulation Programming: Quick Start -- Examples -- Simulation Programming with VBASim -- Two … Views of Simulation -- Simulation Input -- Simulation Output -- Experiment Design and Analysis -- Simulation for Research …This graduate-level text covers modeling, programming and analysis of simulation experiments and provides a rigorous …
Persistent link: https://www.econbiz.de/10014016471
Einführung innovativer Antriebe im Automobilmarkt -- Modelle zur Simulation des Automobilmarkts -- Integration von … System Dynamics und Agentenbasierter Simulation -- Analyse von Gestaltungsoptionen für das zukünftige Fahrzeugangebot. … Simulation des Automobilmarkts · Integration von System Dynamics und Agentenbasierter Simulation · Analyse von …
Persistent link: https://www.econbiz.de/10014016799