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Classic Kriging versus Kriging wiht bootstrapping of conditional simulation : classic Kriging's robust confidence intervals and optimization

Mehdad, Ehsan; Kleijnen, Jack P. C. - In: Journal of the Operational Research Society : OR 66 (2015) 11, pp. 1804-1814

Persistent link: https://www.econbiz.de/10011418448

Classic Kriging versus Kriging with bootstrapping or bonditional simulation : classic Kriging's robust confidence intervals and optimization

Mehdad, Ehsan; Kleijnen, Jack P. C. - 2014 - Revised version of CentER DP 2013-038

Persistent link: https://www.econbiz.de/10011285515

Stochastic search for a parametric cost function approximation : energy storage with rolling forecasts

Ghadimi, Saeed; Powell, Warren B. - In: European journal of operational research : EJOR 312 (2024) 2, pp. 641-652

Persistent link: https://www.econbiz.de/10014456310

Efficient global optimization for black-box simulation via sequential intrinsic Kriging

Mehdad, Ehsan; Kleijnen, Jack P. C. - 2015

Persistent link: https://www.econbiz.de/10011349886

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

Optimization of system dynamics models : a novel methodology

Angün, Mevlüde Ebru; Kleijnen, Jack P. C.; Smits, … - 2023

Persistent link: https://www.econbiz.de/10014439377

A multiobjective stochastic simulation optimization algorithm

Rojas Gonzalez, Sebastian; Van Nieuwenhuyse, Inneke - In: European journal of operational research : EJOR 284 (2020) 1, pp. 212-226

Persistent link: https://www.econbiz.de/10012238657

Portfolio optimization : application of the Markowitz model using lagrange and profitability forecast

Brătian, Vasile - In: Expert journal of economics 6 (2018) 1, pp. 26-34

This paper presents the theoretical and applicative model elaborated by Harry Markowitz on the determination of the structure of the efficient securities portfolio. In this sense, in order to determine the structure of the efficient Markowitz portfolio (PE), a Lagrange function is built and...

Persistent link: https://www.econbiz.de/10012062904

Managing longevity risk

Li, Hong - 2015

Persistent link: https://www.econbiz.de/10011373370

Modelling and management of longevity risk : approximations to survivor functions and dynamic hedging

Cairns, Andrew - In: Insurance / Mathematics & economics 49 (2011) 3, pp. 438-453

Persistent link: https://www.econbiz.de/10009404687

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