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WSC
2000
13 years 9 months ago
Variance reduction techniques for value-at-risk with heavy-tailed risk factors
The calculation of value-at-risk (VAR) for large portfolios of complex instruments is among the most demanding and widespread computational challenges facing the financial industr...
Paul Glasserman, Philip Heidelberger, Perwez Shaha...
ALIFE
2008
13 years 8 months ago
Natural Selection in Relation to Complexity
, reproductive value, soft selectionAbstract Structural complexity characterizes our representations of dissipative structures. As a mechanistic concept, when referred to natural s...
Stanley N. Salthe
EOR
2006
79views more  EOR 2006»
13 years 8 months ago
Technology choice and timing with positive network effects
When two competing and incompatible products coexist in a market, potential users face a choice between the two products and the alternative of deferring the decision. This paper ...
Laura J. Kornish
DA
2007
69views more  DA 2007»
13 years 7 months ago
e-Participation and Decision Analysis
Decision analytic methods are now used frequently to help articulate and structure debate and deliberations among citizens and stakeholders in societal decisions. Methods vary, bu...
Simon French, David Ríos Insua, Fabrizio Ru...
ENVSOFT
2007
97views more  ENVSOFT 2007»
13 years 7 months ago
Coupled human and natural systems: A multi-agent-based approach
A major force affecting many forest ecosystems is the encroachment of residential, commercial and industrial development. Analysis of the complex interactions between development ...
Michael Monticino, Miguel F. Acevedo, Baird Callic...