Sciweavers

WSC
2007
14 years 1 months ago
Non-Gaussian asset allocation in the federal thrift savings plan
Historical data suggest that returns of stocks and indices are not distributed independent and identically Normal, as is commonly assumed. Instead, returns of financial assets are...
Scott T. Nestler
WSC
2008
14 years 1 months ago
Parallel discrete-event simulation of population dynamics
Research in parallel simulation has been around for more than two decades. However, the number of papers reporting on its application to real world problems is limited. At the 200...
Bhakti Satyabudhi, Stephan Onggo
WSC
2008
14 years 1 months ago
On step sizes, stochastic shortest paths, and survival probabilities in Reinforcement Learning
Reinforcement Learning (RL) is a simulation-based technique useful in solving Markov decision processes if their transition probabilities are not easily obtainable or if the probl...
Abhijit Gosavi
WSC
2007
14 years 1 months ago
"See and Treat" or "See" and "Treat" in an emergency department
“See and Treat” in an Emergency Department combines the process of patient assessment with treatment in the expectation that it will increase patient throughput and decrease q...
Ruth Davies
WSC
2008
14 years 1 months ago
Restricted subset selection
This paper develops procedures for selecting a set of normal populations with unknown means and unknown variances in order that the final subset of selected populations satisfies ...
E. Jack Chen
WSC
2007
14 years 1 months ago
Sensitivity estimates from characteristic functions
We investigate the application of the likelihood ratio method (LRM) for sensitivity estimation when the relevant density for the underlying model is known only through its charact...
Paul Glasserman, Zongjian Liu
WSC
2007
14 years 1 months ago
An object-oriented framework for simulating full truckload transportation networks
In this paper, we discuss the design and use of an objectoriented framework for simulating full truckload (FTL) networks. We present a context for how the framework can be used th...
Manuel D. Rossetti, Shikha Nangia
WSC
2007
14 years 1 months ago
Simulation 101 software: workshop and beyond
The C source code associated with the Simulation 101 preconference workshop (offered at the 2006 and 2007 Winter Simulation Conferences) is presented here. This paper begins with ...
Barry Lawson, Lawrence Leemis
WSC
2008
14 years 1 months ago
A simulator to improve waiting times at a Medical Imaging Center
Medical Imaging Centers (MIC) are critical units in every hospital or medical center because they are an important step in generating a patient's diagnostic. This paper shows...
Francisco J. Ramis, Felipe F. Baesler, Edgar Berho...
WSC
2007
14 years 1 months ago
A confidence interval for tail conditional expectation via two-level simulation
We develop and evaluate a two-level simulation procedure that produces a confidence interval for tail conditional expectation, otherwise known as conditional tail expectation. Th...
Hai Lan, Barry L. Nelson, Jeremy Staum