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» Dependence Modeling for Stochastic Simulation
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PE
2011
Springer
266views Optimization» more  PE 2011»
13 years 3 months ago
Lumping partially symmetrical stochastic models
Performance and dependability evaluation of complex systems by means of dynamic stochastic models (e.g. Markov chains) may be impaired by the combinatorial explosion of their stat...
Souheib Baarir, Marco Beccuti, Claude Dutheillet, ...
WSC
2004
13 years 10 months ago
A Stochastic On-Line Model for Shipment Date Quoting with On-Time Delivery Guarantees
The paper introduces a new model for shipment date quoting with potential applications in E-commerce. First, a customer sends to the vendor a request for an item advertised at a c...
Yunpeng Pan, Leyuan Shi
ANOR
2010
120views more  ANOR 2010»
13 years 8 months ago
Stochastic models for risk estimation in volatile markets: a survey
Abstract The problem of portfolio risk estimation in volatile markets requires employing fat-tailed models for financial instrument returns combined with copula functions to captur...
Stoyan V. Stoyanov, Borjana Racheva-Iotova, Svetlo...
CORR
2011
Springer
193views Education» more  CORR 2011»
13 years 9 days ago
ATC Taskload Inherent to the Geometry of Stochastic 4-D Trajectory Flows with Flight Technical Errors
—A method to quantify the probabilistic controller taskload inherent to maintaining aircraft adherence to 4-D trajectories within flow corridors is presented. Taskload is here d...
Vlad Popescu, John-Paul Clarke, Karen M. Feigh, Er...
WSC
2004
13 years 10 months ago
Statistical Analyses for Simulating Schedule Networks
This paper introduces the Stochastic Project Scheduling Simulation (SPSS) system and two additional useful statistical analysis tools. SPSS integrates CPM, PERT, and Discrete Even...
Dong-Eun Lee, Jonathan Jingsheng Shi