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Robust benchmark design [PDF]

open access: possibleJournal of Financial Economics, 2021
Abstract We model the design of a benchmark fixing as an estimator of fair market value. The fixing data are the transactions of agents whose profits depend on the fixing, implying incentives for manipulation. We derive the optimal linear fixing under an assumption that transaction weights are unidimensional.
Darrell Duffie, Piotr Dworczak
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Robust Design for robustness of design variables

2017 IEEE International Conference on Mechatronics and Automation (ICMA), 2017
There are a lot of studies on Robust Design which treat robucstness only for objective function and/or for considering not to break constraints. But most likely, we would like to have solution which are unchanged even with small perturbation in design conditions such as design parameters.
Takahisa Kobayashi, Masao Arakawa
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Designs Robust Against Aberrations

Calcutta Statistical Association Bulletin, 1993
In this paper, we obtain sufficient conditions for a design to be robust against aberrations in the sense of Box and Draper. Block designs, row-column designs and fractional designs are considered here. An alternative formulation of robustness is also presented. AMS Subject Classification: Primary 62K99; Secondary 62K05.
Mandal, N. K., Shah, K. R.
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Gradient-based design robustness measure for robust geotechnical design

Canadian Geotechnical Journal, 2014
This paper presents a gradient-based robustness measure for robust geotechnical design (RGD) that considers safety, design robustness, and cost efficiency simultaneously. In the context of robust design, a design is deemed robust if the system response of concern is insensitive, to a certain degree, to the variation of noise factors (i.e., uncertain ...
Wenping Gong   +2 more
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Robust Ergonomic Virtual Design

2009
From the early development phases of a new industrial product, realistic simulations can be performed in a virtual environment to study the human-machine interaction. In a virtual lab, it is possible to perform experiments to assess the ergonomics of the new product using mannequins simulating the human body, and to deal with the problem of ...
LANZOTTI, ANTONIO, Stefano Barone
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Analytical robustness assessment for robust design

Structural and Multidisciplinary Optimization, 2006
Robust design ensures product performances to be insensitive to various uncertainties and therefore results in high quality and productivity. Robustness assessment, which evaluates the variability of performances, is an important and indispensable component of robust design.
Beiqing Huang, Xiaoping Du
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Robust Design: Tolerance Design Method

Conceptual and Innovative Design for Manufacturing, 1999
Abstract There are three phases involved in Robust Design — conceptual design, parameter design, and tolerance design. Parameter design aims to specify the variations of the design parameters in order to meet the design requirement, and the tolerance design further specifies the optimized parameters in order to reduce the performance ...
Hanxiang Yang, Pah I. Chen
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Robust concurrent design

Proceedings of the 2001 American Control Conference. (Cat. No.01CH37148), 2001
This paper describes a robust design method that can give a valid description and analysis to a certain kind of parameter uncertainties in concurrent design. The mathematical model, which reflects the requirements of the robust design, is given in the paper.
null Xiong GuangLeng, null Li Tao
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