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WSC
2004
15 years 6 months ago
Simulation-Based Advanced WIP Management and Control in Semiconductor Manufacturing
We develop a hierarchical distributed production planning and control methodology, called DISCS, for a large and unstable semiconductor manufacturing process. The upper layer of D...
Kazuo Miyashita, Tsukasa Okazaki, Hirofumi Matsuo
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WSC
2004
15 years 6 months ago
Tutorial on Portfolio Credit Risk Management
The distribution of possible future losses for a portfolio of credit risky corporate assets, such as bonds or loans, shows strongly asymmetric behavior and a fat tail as the conse...
William J. Morokoff
ICIS
2000
15 years 6 months ago
Personalization of search engine services for effective retrieval and knowledge management
The Internet and corporate intranets provide far more information than anybody can absorb. People use search engines to find the information they require. However, these systems t...
Weiguo Fan, Michael D. Gordon, Praveen Pathak
WSC
1998
15 years 6 months ago
Interference Radius in PCS Radio Resource Management Simulations
Simulation is widely used for performance analysis of Personal Communication Systems due to their inherent complexity. However, resource demands (cpu-time and memory requirements)...
Michael Liljenstam, Rassul Ayani
COR
2008
116views more  COR 2008»
15 years 4 months ago
Robust multiperiod portfolio management in the presence of transaction costs
We study the viability of different robust optimization approaches to multiperiod portfolio selection. Robust optimization models treat future asset returns as uncertain coefficie...
Dimitris Bertsimas, Dessislava Pachamanova