Parameter estimation in stochastic scenario generation systems

Article Abstract:

Research was conducted to extend simulated moment estimation via the integrated parameter estimation (IPE). The IPE formulation integrates the relevant characteristics of other estimation methods and permits constraints that specify tolerances between the summary statistics and its target. Results demonstrate that the primary value of IPE is its ability easily extend to different complicated models which makes it a suitable choice for scenario generation.

Financial Planning, Models, Parameter estimation

---

An impulse control of a geometric Brownian motion with quadratic costs

Article Abstract:

An optimal impulse control problem of the stochastic system, whose state follows a geometric Brownian motion, with both quadratic costs and running costs is examined.

Brownian motion

---

Models of adding relations to an organization structure of a complete K-ary tree

Article Abstract:

A study uses graph theory to examine the path length of nodes in a K-ary tree.

Usage, Trees (Graph theory)

Similar abstracts:

• Abstracts: A simulation approach to reliability analysis of weapon systems
• Abstracts: Employees' overestimation of functional and relational service quality: A gap analysis. An investigation of the impact of internal labor markets in the hotel industry
• Abstracts: Organizations on the couch: a clinical perspective on organizational dynamics. Integrating strategic groups and the resource based perspective: Understanding the competitive process
• Abstracts: Assessing national identity in Russia between generations using the national identity scale. Market orientation and management practices in Ghanaian firms: revisiting the Jaworski and Kohli framework
• Abstracts: A condition based maintenance model for a two-unit series system. Optimal preventive maintenance of a production system with an intermediate buffer

This website is not affiliated with document authors or copyright owners. This page is provided for informational purposes only. Unintentional errors are possible.