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EFFICIENT AND EFFECTIVE CALIBRATION OF NUMERICAL MODEL OUTPUTS USING HIERARCHICAL DYNAMIC MODELS Journal article
Annals of Applied Statistics,2024, volume: 18, issue: 2, pages: 1064-1089
Authors:  Chen, Yewen;  Chang, Xiaohui;  Zhang, Bohai;  Huang, Hui
Favorite  |  View/Download:9/0  |  Submit date:2024/09/04
Designing higher value roads to preserve species at risk by optimally controlling traffic flow Journal article
Annals of Operations Research,2023, volume: 320, issue: 2, pages: 663-693
Authors:  Davey, Nicholas;  Langrené, Nicolas;  Chen, Wen;  Rhodes, Jonathan R.;  Dunstall, Simon
Favorite  |  View/Download:6/0  |  Submit date:2022/08/29
Markovian approximation of the rough bergomi model for Monte Carlo option pricing Journal article
Mathematics,2021, volume: 9, issue: 5, pages: 1-21
Authors:  Zhu, Qinwen;  Loeper, Grégoire;  Chen, Wen;  Langrené, Nicolas
Favorite  |  View/Download:6/0  |  Submit date:2022/08/29
A k-Hop Collaborate Game Model: Extended to Community Budgets and Adaptive Nonsubmodularity Journal article
IEEE Transactions on Systems, Man, and Cybernetics: Systems,2021
Authors:  Guo, Jianxiong;  Wu, Weili
Favorite  |  View/Download:9/0  |  Submit date:2022/02/23
Stochastic optimal control on impulse dividend model with stochastic returns Journal article
Optimization,2021, volume: 70, issue: 11, pages: 2401-2426
Authors:  Zhang, Ying;  Wang, Yue;  Chen, Peimin
Favorite  |  View/Download:3/0  |  Submit date:2025/03/25
A k-Hop Collaborate Game Model: Adaptive Strategy to Maximize Total Revenue Journal article
IEEE Transactions on Computational Social Systems,2020, volume: 7, issue: 4, pages: 1058-1068
Authors:  Guo, Jianxiong;  Wu, Weili
Favorite  |  View/Download:3/0  |  Submit date:2022/05/26
The newsvendor model revisited: the impacts of high unit holding costs on the accuracy of the classic model Journal article
Frontiers of Business Research in China,2018, volume: 12, issue: 1
Authors:  Tang, Shaolong;  Cho, Stella;  Wang, Jacqueline Wenjie;  Yan, Hong
Favorite  |  View/Download:14/0  |  Submit date:2021/10/19
A deterministic and stochastic model for the system dynamics of tumor–immune responses to chemotherapy Journal article
Physica A: Statistical Mechanics and its Applications,2018, volume: 500, pages: 162-176
Authors:  Liu, Xiangdong;  Li, Qingze;  Pan, Jianxin
Favorite  |  View/Download:3/0  |  Submit date:2021/08/16
A theoretical model of jump diffusion-mean reversion: Constant proportion portfolio insurance strategy under the presence of transaction cost and stochastic floor Journal article
Business Process Management Journal,2017, volume: 23, issue: 3, pages: 537-554
Authors:  Chakrabarty, Anindya;  Luo, Zongwei;  Dubey, Rameshwar;  Jiang, Shan
Favorite  |  View/Download:2/0  |  Submit date:2021/11/25
Hedging barrier options through a log-normal local stochastic volatility model Conference paper
Proceedings - 22nd International Congress on Modelling and Simulation, MODSIM 2017
Authors:  Ning,Wei
Favorite  |  View/Download:0/0  |  Submit date:2022/08/29