Journal: Mathematics and Computers in Simulation

Found 242 papers in total
The robustness of a Nash equilibrium simulation model: Game‐theoretic approach using variable metric projection method
The robustness of a Nash equilibrium simulation model: Game‐theoretic approach using variable metric projection method
2011,
This paper proposes a Nash equilibrium model that applies continuous time replicator...
Modelling the asymmetric volatility in hog prices in Taiwan: The impact of joining the WTO
Modelling the asymmetric volatility in hog prices in Taiwan: The impact of joining the WTO
2011,
Prices in the hog industry in Taiwan are determined according to an auction system....
Long memory or shifting means in geophysical time series?
Long memory or shifting means in geophysical time series?
2011,
In the literature many papers state that long‐memory time series models such as...
Identifying shocks in regionally integrated East Asian economies with structural VAR and block exogeneity
Identifying shocks in regionally integrated East Asian economies with structural VAR and block exogeneity
2011,
In this paper we use a structural VAR model with block exogeneity to investigate if...
Monte Carlo option pricing with asymmetric realized volatility dynamics
Monte Carlo option pricing with asymmetric realized volatility dynamics
2011,
What are the advances introduced by realized volatility models in pricing...
Modelling conditional correlations in the volatility of Asian rubber spot and futures returns
Modelling conditional correlations in the volatility of Asian rubber spot and futures returns
2011,
Asia is presently the most important market for the production and consumption of...
GARCH dependence in extreme value models with Bayesian inference
GARCH dependence in extreme value models with Bayesian inference
2011,
This study examines an alternative one stage approach, which makes parameter...
On the optimal Halton sequence
On the optimal Halton sequence
2005,
Quasi‐Monte Carlo methods are a variant of ordinary Monte Carlo methods that...
Legendre wavelets method for the nonlinear Volterra–Fredholm integral equations
Legendre wavelets method for the nonlinear Volterra–Fredholm integral equations
2005,
A numerical method for solving the nonlinear Volterra–Fredholm integral...
A fuzzy soft flood alarm model
A fuzzy soft flood alarm model
2010,
A wide range of hydrological analyses for flood, water resources, water quality,...
Modeling data envelopment analysis by chance method in hybrid uncertain environments
Modeling data envelopment analysis by chance method in hybrid uncertain environments
2010,
This article first presents several formulas of chance distributions for trapezoidal...
Complex agent networks explaining the HIV epidemic among homosexual men in Amsterdam
Complex agent networks explaining the HIV epidemic among homosexual men in Amsterdam
2010,
Simulating the spreading of the human immunodeficiency virus (HIV) epidemic requires a...
Multi-criteria optimization in nonlinear predictive control
Multi-criteria optimization in nonlinear predictive control
2008,
The multi-criteria predictive control of nonlinear dynamical systems based on...
Integration of neural networks in a geographical information system for the monitoring of a catchment area
Integration of neural networks in a geographical information system for the monitoring of a catchment area
2008,
The present work takes part in a global development of reliable and robust tools...
Optimal decisions for complex systems–Software packages
Optimal decisions for complex systems–Software packages
2008,
This paper proposes the software package SISCON, dedicated to the evaluation of...
Choquet integral for criteria aggregation in the flexible job-shop scheduling problems
Choquet integral for criteria aggregation in the flexible job-shop scheduling problems
2008,
Most complex scheduling problems are combinatorial problems and difficult to solve....
Using simulation and multi-criteria methods to provide robust solutions to dispatching problems in a flow shop with multiple processors
Using simulation and multi-criteria methods to provide robust solutions to dispatching problems in a flow shop with multiple processors
2008,
Dispatching rules are important to the performance of a manufacturing system....
On elliptical model for forest fire spread modeling and simulation
On elliptical model for forest fire spread modeling and simulation
2008,
A new approach for the derivation of elliptical model of steady-state forest fire...
An agent-based modelling approach to evaluation of multiple-use management strategies for coastal marine ecosystems
An agent-based modelling approach to evaluation of multiple-use management strategies for coastal marine ecosystems
2008,
The general objective of the multiple-use management strategy evaluation (MSE)...
Modelling international tourism demand and uncertainty in Maldives and Seychelles: A portfolio approach
Modelling international tourism demand and uncertainty in Maldives and Seychelles: A portfolio approach
2008,
Maldives and Seychelles in the Indian Ocean are small island tourism economies...
Constant elasticity of variance (CEV) option pricing model: Integration and detailed derivation
Constant elasticity of variance (CEV) option pricing model: Integration and detailed derivation
2008,
In this paper we review the renowned constant elasticity of variance (CEV) option...
Constructing neural network sediment estimation models using a data-driven algorithm
Constructing neural network sediment estimation models using a data-driven algorithm
2008,
Artificial neural network (ANN) models are designed for suspended sediment estimation...
Optimal design and operation of a wastewater purification system
Optimal design and operation of a wastewater purification system
2008,
Due to the importance of coastal areas, is of the highest interest to implement...
Discounting, catastrophic risks management and vulnerability modeling
Discounting, catastrophic risks management and vulnerability modeling
2008,
Traditional discounting dramatically affects the outcome of catastrophic risk...
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