Browse "IE-Journal Papers(저널논문)" by Subject MONTE-CARLO
Showing results 1 to 6 of 6
| Automatic calibration of dynamic and heterogeneous parameters in agent-based models Kim, Dongjun; Yun, Tae-Sub; Moon, Il-Chul; Bae, Jang Won, AUTONOMOUS AGENTS AND MULTI-AGENT SYSTEMS, v.35, no.2, 2021-10 |
| Estimating the duration of stochastic workflow for product development process Lee, H; Suh, Hyo-Won, INTERNATIONAL JOURNAL OF PRODUCTION ECONOMICS, v.111, pp.105 - 117, 2008-01 |
| Gamma expansion of the Heston stochastic volatility model Glasserman, P; Kim, Kyoung-Kuk, FINANCE AND STOCHASTICS, v.15, no.2, pp.267 - 296, 2011-06 |
| Sequential Likelihood-Free Inference with Neural Proposal Kim, Dongjun; Song, Kyungwoo; Kim, Yoon-Yeong; Shin, Yongjin; Kang, Wanmo; Moon, Il-Chul; Joo, Weonyoung, PATTERN RECOGNITION LETTERS, v.169, pp.102 - 109, 2023-05 |
| Simulation of Tempered Stable Levy Bridges and Its Applications Kim, Kyoung-Kuk; Kim, Sojung, OPERATIONS RESEARCH, v.64, no.2, pp.495 - 509, 2016-03 |
| Value function gradient learning for large-scale multistage stochastic programming problems Lee, Jinkyu; Bae, Sanghyeon; Kim, Woo Chang; Lee, Yongjae, EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, v.308, no.1, pp.321 - 335, 2023-07 |
Discover
Open Access
- 55 OA Article