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EFFICIENT AND EFFECTIVE CALIBRATION OF NUMERICAL MODEL OUTPUTS USING HIERARCHICAL DYNAMIC MODELS
期刊论文
Annals of Applied Statistics,2024, 卷号: 18, 期号: 2, 页码: 1064-1089
作者:
Chen, Yewen
;
Chang, Xiaohui
;
Zhang, Bohai
;
Huang, Hui
收藏
  |  
浏览/下载:19/0
  |  
提交时间:2024/09/04
Calibration
hierarchical dynamic models
numerical model outputs
space-partitioning-based ensemble Kalman smoother
stochastic integro-differential equations
variational Bayes
Designing higher value roads to preserve species at risk by optimally controlling traffic flow
期刊论文
Annals of Operations Research,2023, 卷号: 320, 期号: 2, 页码: 663-693
作者:
Davey, Nicholas
;
Langrené, Nicolas
;
Chen, Wen
;
Rhodes, Jonathan R.
;
Dunstall, Simon
收藏
  |  
浏览/下载:16/0
  |  
提交时间:2022/08/29
Dimensionality reduction
Ecological constraints
Road design
Stochastic dynamic programming
Surrogate model
Markovian approximation of the rough bergomi model for Monte Carlo option pricing
期刊论文
Mathematics,2021, 卷号: 9, 期号: 5, 页码: 1-21
作者:
Zhu, Qinwen
;
Loeper, Grégoire
;
Chen, Wen
;
Langrené, Nicolas
收藏
  |  
浏览/下载:19/0
  |  
提交时间:2022/08/29
Forward variance model
Hybrid scheme
Markovian representation
Rough fractional stochastic volatility
Rough heston
Sum of ornstein-uhlenbeck processes
Volatility skew
Volterra integral
A k-Hop Collaborate Game Model: Extended to Community Budgets and Adaptive Nonsubmodularity
期刊论文
IEEE Transactions on Systems, Man, and Cybernetics: Systems,2021
作者:
Guo, Jianxiong
;
Wu, Weili
收藏
  |  
浏览/下载:14/0
  |  
提交时间:2022/02/23
Adaptation models
Adaptive startegy
Adaptive systems
Approximation algorithms
approximation alogrithm
collaborate game model
Companies
Games
nonsubmodularity
online social networks (OSNs)
Optimization
Social networking (online)
stochastic optimization
Stochastic optimal control on impulse dividend model with stochastic returns
期刊论文
Optimization,2021, 卷号: 70, 期号: 11, 页码: 2401-2426
作者:
Zhang, Ying
;
Wang, Yue
;
Chen, Peimin
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  |  
浏览/下载:16/0
  |  
提交时间:2025/03/25
impulse dividend model
quasi-variational inequalities
Stochastic optimal control
stochastic returns
A k-Hop Collaborate Game Model: Adaptive Strategy to Maximize Total Revenue
期刊论文
IEEE Transactions on Computational Social Systems,2020, 卷号: 7, 期号: 4, 页码: 1058-1068
作者:
Guo, Jianxiong
;
Wu, Weili
收藏
  |  
浏览/下载:9/0
  |  
提交时间:2022/05/26
Adaptive strategy
approximation algorithm
collaborated game model
online social networks (OSNs)
stochastic optimization
submodularity
Nonparametric Hierarchical Bayesian Models for Positive Data Clustering Based on Inverted Dirichlet-Based Distributions
期刊论文
IEEE Access,2019, 卷号: 7, 页码: 83600-83614
作者:
Fan, Wentao
;
Bouguila, Nizar
收藏
  |  
浏览/下载:8/0
  |  
提交时间:2025/07/15
Clustering
Inverted Dirichlet
Mixture models
Nonparametric Bayesian model
Stochastic variational inference
The newsvendor model revisited: the impacts of high unit holding costs on the accuracy of the classic model
期刊论文
Frontiers of Business Research in China,2018, 卷号: 12, 期号: 1
作者:
Tang, Shaolong
;
Cho, Stella
;
Wang, Jacqueline Wenjie
;
Yan, Hong
收藏
  |  
浏览/下载:27/0
  |  
提交时间:2021/10/19
Inventory control
Newsvendor model
Stochastic model
A deterministic and stochastic model for the system dynamics of tumor–immune responses to chemotherapy
期刊论文
Physica A: Statistical Mechanics and its Applications,2018, 卷号: 500, 页码: 162-176
作者:
Liu, Xiangdong
;
Li, Qingze
;
Pan, Jianxin
收藏
  |  
浏览/下载:10/0
  |  
提交时间:2021/08/16
Chemotherapy
Deterministic model
Stochastic model
Tumor
A theoretical model of jump diffusion-mean reversion: Constant proportion portfolio insurance strategy under the presence of transaction cost and stochastic floor
期刊论文
Business Process Management Journal,2017, 卷号: 23, 期号: 3, 页码: 537-554
作者:
Chakrabarty, Anindya
;
Luo, Zongwei
;
Dubey, Rameshwar
;
Jiang, Shan
收藏
  |  
浏览/下载:11/0
  |  
提交时间:2021/11/25
CIR
CPPI
Jump diffusion model
Monte Carlo simulation
Portfolio insurance
Stochastic process