搜索结果: 1-2 共查到“经济学 scenario generation”相关记录2条 . 查询时间(0.317 秒)
Optimisation of Stochastic Programming by Hidden Markov Modelling based Scenario Generation
Markov Processes Risk Analysis Stochastic Programming Scenarios
2010/10/29
This paper formed part of a preliminary research report for a risk consultancy and academic research. Stochastic Programming models provide a powerful paradigm for decision making under uncertainty. I...
A new approach for scenario generation in Risk management
risk management stochastic (partial) di erential equation calibration historical simulation time series jump processes
2010/10/29
We provide a new dynamic approach to scenario generation for the purposes of risk management in the banking industry. We connect ideas from conventional techniques { like historical and Monte Carlo si...