Results 31 to 40 of about 8,393,375 (379)
Investor’s portfolio decision: perspective of parameter uncertainty
Systems Science & Control Engineering, 2020 During the process of portfolio decision, the investor usually assumes that the distribution of asset return is known in order to identify the optimal investment strategy.
Bei Tu, Chaolin He
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Frontiers in Marine Science, 2020 Ecosystem models have been developed for detecting community responses to fishing pressure and have been widely applied to predict the ecological effects of fisheries management.
Jia Wo +6 more
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Parameter estimation and uncertainty analysis in hydrological modeling
WIREs Water, 2021 Nowadays, mathematical models of hydrological systems are used routinely to guide decision making in diverse subjects, such as: environmental and risk assessments, design of remediation strategies for contaminated sites, and evaluation of the impact of ...
P. Herrera, M. A. Marazuela, T. Hofmann
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IEEE Access, 2020 In this paper, the robust controller design problem of uncertain multi-input multi-output nonlinear non-minimum phase system is discussed. The nonlinear system is suffering from both uncertainty and input delay, so the controller design is difficult. The
Zhiguo Liu +3 more
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Projection Pursuit Multivariate Sampling of Parameter Uncertainty
Applied Sciences, 2022 The efficiency of sampling is a critical concern in Monte Carlo analysis, which is frequently used to assess the effect of the uncertainty of the input variables on the uncertainty of the model outputs.
Oktay Erten +2 more
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Affine processes under parameter uncertainty [PDF]
Probability, Uncertainty and Quantitative Risk, 2018 We develop a one-dimensional notion of affine processes under parameter uncertainty, which we call nonlinear affine processes. This is done as follows: given a set Θ of parameters for the process, we construct a corresponding nonlinear expectation on the
T. Fadina +2 more
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Hydrology Research, 2023 Many hydrological applications employ conceptual-lumped models to support water resource management techniques. This study aims to evaluate the workability of applying a daily time-step conceptual-lumped model, HYdrological MODel (HYMOD), to the ...
Rodric Mérimé Nonki +4 more
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Optimization under Connected Uncertainty [PDF]
INFORMS Journal on Optimization (2022), 2022 Robust optimization methods have shown practical advantages in a wide range of decision-making applications under uncertainty. Recently, their efficacy has been extended to multi-period settings. Current approaches model uncertainty either independent of the past or in an implicit fashion by budgeting the aggregate uncertainty.
arxiv +1 more source
, 2020 The Dakota (Design Analysis Kit for Optimization and Terascale Applications) toolkit provides a flexible and extensible interface between simulation codes and iterative analysis methods.
Brian M. Adams +13 more
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Valuation of Non-Life Liabilities from Claims Triangles
Risks, 2017 This paper provides a complete program for the valuation of aggregate non-life insurance liability cash flows based on claims triangle data. The valuation is fully consistent with the principle of valuation by considering the costs associated with a ...
Mathias Lindholm +2 more
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