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Uncertainty in Systemic Risks Rankings : Bayesian and Frequentist Analysis

Goldman, Elena - 2023

We propose efficient Bayesian Hamiltonian Monte Carlo method for estimation of systemic risk measures, LRMES, SRISK and … computation of LRMES and SRISK, and are more stable with Bayesian posterior distributions using a parametric model. A policymaker …

Persistent link: https://www.econbiz.de/10014256984

Invidious comparisons : ranking and selection as compound decisions

Gu, Jiaying; Koenker, Roger - In: Econometrica : journal of the Econometric Society, an … 91 (2023) 1, pp. 1-41

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Advances in mathematical and statistical modeling

Arnold, Barry C. (ed.) - 2008

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Modelling and optimization of outpatient appointment scheduling

Alrefaei, Mahmoud H.; Diabat, Ali - In: RAIRO / Operations research 49 (2015) 3, pp. 435-450

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Efficient solution selection for two-stage stochastic programs

Fei, Xin; Gülpınar, Nalân; Branke, Jürgen - In: European journal of operational research : EJOR 277 (2019) 3, pp. 918-929

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Chance constrained selection of the best

Hong, L. Jeff; Luo, Jun; Nelson, Barry L. - In: INFORMS journal on computing : JOC 27 (2015) 2, pp. 317-334

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Tractable sampling strategies for ordinal optimization

Shin, Dongwook; Broadie, Mark; Zeevi, Assaf - In: Operations research 66 (2018) 6, pp. 1693-1712

Persistent link: https://www.econbiz.de/10011972263

Parallel adaptive survivor selection

Pei, Linda; Nelson, Barry L.; Hunter, Susan R. - In: Operations research 72 (2024) 1, pp. 336-354

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Knockout-tournament procedures for large-scale ranking and selection in parallel computing environments

Zhong, Ying; Hong, L. Jeff - In: Operations research 70 (2022) 1, pp. 432-453

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Metamodel-based simulation optimization considering a single stochastic constraint

Tsai, Shing Chih; Park, Chuljin; Chang, Min Han - In: Computers & operations research : and their … 155 (2023), pp. 1-11

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