Sciweavers

WSC
2007
14 years 1 months ago
A public health application of data analysis for homeland security
This presentation follows up the talk last year to WINFORMS (The Washington Institute for Operations Research and The Management Sciences) in which an approach developed for the a...
Marjorie Greene, Robert Eek
WSC
2007
14 years 1 months ago
A teragrid-enabled distributed discrete event agent-based epidemiological simulation
We discuss design issues related to the transformation of a mature Agent-Based Model (ABM) for computational epidemiology into a “grid-aware” version. EpiSims is a distributed...
Douglas J. Roberts, Diglio A. Simoni
WSC
2007
14 years 1 months ago
Empirical investigations of conceptual modeling and the modeling process
Conceptual modeling, deciding what to include in the model, is a very important task in the modeling process. However, it has so far received relatively little attention in the li...
Wang Wang, Roger J. Brooks
WSC
2007
14 years 1 months ago
Stochastic trust region gradient-free method (strong): a new response-surface-based algorithm in simulation optimization
Response Surface Methodology (RSM) is a metamodelbased optimization method. Its strategy is to explore small subregions of the parameter space in succession instead of attempting ...
Kuo-Hao Chang, L. Jeff Hong, Hong Wan
WSC
2007
14 years 1 months ago
Sensitivity analysis on causal events of WIP bubbles by a log-driven simulator
Fluctuations of work-in-progress (WIP) levels cause variability of cycle time and often lead to productivity losses in semiconductor wafer fabrication plants. To identify sources ...
Ryo Hirade, Rudy Raymond, Hiroyuki Okano
WSC
2007
14 years 1 months ago
Simulation assisted match-up rescheduling of flexible production systems subject to execution exceptions
An immense amount of research work has been done in the areas of scheduling and re-scheduling of various types of manufacturing systems. In this paper we present a simulation assi...
Wilhelm Dangelmaier, Kiran R. Mahajan, Mark Aufena...
WSC
2007
14 years 1 months ago
American option pricing under stochastic volatility: a simulation-based approach
We consider the problem of pricing American options when the volatility of the underlying asset price is stochastic. No specific stochastic volatility model is assumed for the st...
Arunachalam Chockalingam, Kumar Muthuraman
WSC
2007
14 years 1 months ago
Rare-event simulation for a multidimensional random walk with t distributed increments
We consider the problem of efficient estimation of first passage time probabilities for a multidimensional random walk with t distributed increments, via simulation. In addition...
Jose H. Blanchet, Jingchen Liu
WSC
2007
14 years 1 months ago
Guiding principles for conceptual model creation in manufacturing simulation
Conceptual models serve as abstractions of user’s perceptions of a system. The choice and detailing of these abstractions are key to model use and understanding for analyst and ...
Durk-Jouke van der Zee, Jack G. A. J. van der Vors...
WSC
2007
14 years 1 months ago
Manufacturing process management using a flexible modeling and simulation approach
The focus of this paper is a manufacturing system placed in Calabria (Italy) which produces high pressure hydraulic hoses. The objective is to implement a simulator to be used bot...
Duilio Curcio, Francesco Longo, Giovanni Mirabelli