BAP
Variance Reduction and Quasi Monte Carlo for Financial Simulation
Control Variates and Random Variate Generation for Option Pricing
A novel decompositon method for large scale linear/integer programming problems
Analyzing The Post-liberalization Dynamics of the Turkish Electricity Supply System
Systemic complexity, learning, and the role of interactive simulators
Dynamic modeling and analysis of systemic medical and health policy problems
Enhanced Ensemble Mechanisms for Time Series Data Mining
Investigator(s):
Source:
Effective Date:
31/10/2014
Expiration Date:
30/10/2017