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2. Efficient Simulation Methods for Estimating Risk Measures
3. First Order Methods for Large-Scale Sparse Optimization
4. Many-Server Queues with Time-Varying Arrivals, Customer Abandonment, and non-Exponential Distributions
5. Quantitative Modeling of Credit Derivatives
6. Approximate dynamic programming for large scale systems
7. A Simulation Model to Analyze the Impact of Golf Skills and a Scenario-based Approach to Options Portfolio Optimization
8. Contingent Capital: Valuation and Risk Implications Under Alternative Conversion Mechanisms
9. Essays on Inventory Management and Object Allocation
10. Multiproduct Pricing Management and Design of New Service Products
11. Three Essays on Dynamic Pricing and Resource Allocation
12. Cutting Planes for Convex Objective Nonconvex Optimization
13. Financial Portfolio Risk Management: Model Risk, Robustness and Rebalancing Error
14. Models for managing surge capacity in the face of an influenza epidemic
15. Optimization Algorithms for Structured Machine Learning and Image Processing Problems
16. Rare Events in Stochastic Systems: Modeling, Simulation Design and Algorithm Analysis
17. Resource Cost Aware Scheduling Problems
18. Stochastic Models of Limit Order Markets
19. Tournaments With Forbidden Substructures and the Erdos-Hajnal Conjecture
20. Two Papers of Financial Engineering Relating to the Risk of the 2007--2008 Financial Crisis
21. Convex Optimization Algorithms and Recovery Theories for Sparse Models in Machine Learning
22. Data-driven Decisions in Service Systems
23. Essays in Financial Engineering
24. From Continuous to Discrete: Studies on Continuity Corrections and Monte Carlo Simulation with Applications to Barrier Options and American Options
25. Graph Structure and Coloring
26. High-Dimensional Portfolio Management: Taxes, Execution and Information Relaxations
27. Network Resource Allocation Under Fairness Constraints
28. New Quantitative Approaches to Asset Selection and Portfolio Construction
29. On the Kidney Exchange Problem and Online Minimum Energy Scheduling
30. Perfect Simulation, Sample-path Large Deviations, and Multiscale Modeling for Some Fundamental Queueing Systems
31. Pricing, Trading and Clearing of Defaultable Claims Subject to Counterparty Risk
32. Stochastic Approximation Algorithms in the Estimation of Quasi-Stationary Distribution of Finite and General State Space Markov Chains
33. Studies in Stochastic Networks: Efficient Monte-Carlo Methods, Modeling and Asymptotic Analysis
34. The Theory of Systemic Risk
35. A Family of Latent Variable Convex Relaxations for IBM Model 2
36. Essays on Inventory Management and Conjoint Analysis
37. Excluding Induced Paths: Graph Structure and Coloring
38. Methods for Pricing Pre-Earnings Equity Options and Leveraged ETF Options
39. Optimal Multiple Stopping Approach to Mean Reversion Trading
40. Perfect Simulation and Deployment Strategies for Detection
41. Ranking Algorithms on Directed Configuration Networks
42. Smart Grid Risk Management
43. Stochastic Networks: Modeling, Simulation Design and Risk Control
44. Two Essays in Financial Engineering
45. Approximation Algorithms for Demand-Response Contract Execution and Coflow Scheduling
46. Essays on Approximation Algorithms for Robust Linear Optimization Problems
47. On the Trade-offs between Modeling Power and Algorithmic Complexity
48. Optimal Stopping and Switching Problems with Financial Applications
49. Optimization in Strategic Environments
50. Clearinghouse Default Resources: Theory and Empirical Analysis
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