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Simulation-based dynamic origin-destination matrix estimation on freeways : a Bayesian optimization approach
Huo, Jinbiao; Liu, Chengqi; Chen, Jingxu; Meng, Qiang; … - In: Transportation research / E : an international journal 173 (2023), pp. 1-20
Persistent link: https://www.econbiz.de/10014302197
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Simulation optimization through regression or Krigin metamodels
Kleijnen, Jack P. C. - 2017
Persistent link: https://www.econbiz.de/10011659473
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Bayesian variable selection in generalized linear models using a combination of stochastic optimization methods
Fouskakis, D. - In: European journal of operational research : EJOR 220 (2012) 2, pp. 414-422
Persistent link: https://www.econbiz.de/10009548844
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Robust parameter design based on Gaussian process with model uncertainty
Feng, Zebiao; Wang, Jianjun; Ma, Yizhong; Tu, Yiliu - In: International journal of production research 59 (2021) 9, pp. 2772-2788
Persistent link: https://www.econbiz.de/10012516258
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Bayesian analysis of stochastic volatility models with levy jumps : application to risk analysis
Szerszen, Pawel J. - 2009
Persistent link: https://www.econbiz.de/10003932677
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Bayesian inference in a stochastic volatility Nelson-Siegel Model
Hautsch, Nikolaus; Yang, Fuyu - 2010
model using simulation-based inference. Applying the SVNS model to monthly U.S. zero-coupon yields, we find significant …
Persistent link: https://www.econbiz.de/10003952795
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A review and empirical comparison of Bayesian and classical approaches to inference on efficiency levels in stochastic frontier models with panel data
Kim, Yangseon; Schmidt, Peter - In: Journal of productivity analysis 14 (2000) 2, pp. 91-118
Persistent link: https://www.econbiz.de/10001512661
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Estimation of profit efficiency in the hotel industry using a Bayesian stochastic frontier model
Arbelo, Antonio; Arbelo-Pérez, Marta; Pérez-Gómez, Pilar - In: Cornell hospitality quarterly : CQ 59 (2018) 4, pp. 364-375
Persistent link: https://www.econbiz.de/10011943077
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Bayesian estimation of volatility with moment-based nonlinear stochastic filters
Grothe, Oliver - 2006
Persistent link: https://www.econbiz.de/10013409325
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Can robust portfolio optimisation help to build better portfolios?
Scherer, Bernd - In: The journal of asset management 7 (2007) 6, pp. 373-387
Persistent link: https://www.econbiz.de/10003439376