Browsing by Subject Scenario generation
Showing results 1 to 6 of 6
| Issue Date | Title | Author(s) |
|---|---|---|
| 2011 | Design and architecture of a stochastic programming modelling system | Valente, Christian |
| 2012 | Employees Provident Fund (EPF) Malaysia: Generic models for asset and liability management under uncertainty | Sheikh Hussin, Siti Aida |
| 2009 | Hidden Markov models for financial optimization problems | Roman, D; Mitra, G; Spagnolo, N |
| 2012 | HMM based scenario generation for an investment optimisation problem | Erlwein, C; Mitra, G; Roman, D |
| 2011 | Supply chain network design under uncertainty and risk | Hollmann, Dominik |
| 2005 | Treasury Management Model with Foreign Exchange Exposure | Volosov, K; Mitra, G; Spagnolo, F; Lucas, CA |