Operations Research and Financial Engineering, 2000-2019
Items (Sorted by Submit Date in Descending order): 641 to 660 of 1094
| Issue Date | Title | Author(s) |
| 2012 | Replication and Comparison of Commodity Futures Trading Strategies | Yao, Benjamin Jun |
| 2010 | Relative Pricing of Options and Defaultable Bonds under Stochastic Volatility | Yu, Xiang |
| 2012 | A Stochastic Unit Commitment Model in the Presence of Offshore Wind Energy | Kim, Kevin Keunbae |
| 2011 | A Stochastic Optimization Approach to Large-Scale Evacuation Planning | Faust, Alexandre Leo |
| 2011 | A Stochastic Dynamic Programming Model of Ancillary Storage Using Electric Vehicles to Offset Volatility from Wind Generation | Sheng, Ben Chen |
| 2008 | A Statistical Study on Swaps: Regression Analysis and PCA Modeling on the 10-Year Interest Rate Swap Spread Against Certain Determinant Factors | Satilmaz, Yigit |
| 2010 | Regime Identification in Stock Markets and its Applications in Stochastic Portfolio Optimization | Ho, Teck Hsien |
| 2009 | A Statistical Approach to Verbal Autopsies: Methods to Enhance Performance and Accuracy | Laslett, David Boggs |
| 2012 | A Statistical Approach to Running an NBA Team | McCloud, Garner Fox |
| 2009 | Reduced Form Pricing Model for Certified Emission Reduction Credits | Breiterman-Loader, Mikhael Edmund Simon |
| 2012 | Redesigning Highway Interchanges to Save the World: HITODs as a New Paradigm for Sustainable Development | Keyes, Nathan Elliot Williams |
| 2009 | A Statistical Analysis of CDO Price Variation and the Role of Risk Aversion Since the Onset of the Subprime Crisis | Tsakalis, Sotirios Ioannis |
| 2004 | A Statistical Analysis of 1990s New Yorker Fiction | Milkman, Katherine L. |
| 2011 | Reconsidering Public University Debt Management in Light of the 2008 Financial Crisis: A Stochastic Optimization Approach | Ohlendorf, Patrick Chad |
| 2007 | Recommendation Systems: Adapting Collaborative Filtering Models to Minimal Resource Environments | Barnes, Russell C. |
| 2009 | A Star Pattern Recognition Algorithm for Astronomical Images Using Triangles | Yang, Siyu |
| 2010 | Real-Time Congestion Value Pricing, Express Toll Lane Design and Bus Lane Throughput Improvements for the New York-New Jersey Lincoln Tunnel | Eshleman, Douglas Gregory |
| 2004 | Real Options: A Comparative Evaluation of Existing Models | Jain, Nimish Jitender |
| 2008 | Real Options Analysis as Applied to Research and Development Project Valuation in the Pharmaceutical Industry | Yegya-Raman, Anand |
| 2003 | Reacting in Real Time: Using Historical and Real Time Information in Forecasting Link Travel Times. | Schrader, Christopher |
Items (Sorted by Submit Date in Descending order): 641 to 660 of 1094