WSC
2007
13 years 7 months ago
2007
Portfolio credit derivatives that depend on default correlation are increasingly widespread in the credit market. Valuing such products often entails Monte Carlo simulation. Howev...
WSC
2007
13 years 7 months ago
2007
Two-stage selection procedures have been widely studied and applied in determining the required sample size (i.e., the number of replications or batches) for selecting the best of...
WSC
2007
13 years 7 months ago
2007
The key question addressed by the resource-constrained project scheduling problem (RCPSP) is to determine the start times for each activity such that precedence and resource const...
WSC
2007
13 years 7 months ago
2007
WSC
2007
13 years 7 months ago
2007
Agent-based simulation provides a methodology to investigate complex systems behavior, such as supply chains, while incorporating many empirical elements relative to both systems ...
WSC
2007
13 years 7 months ago
2007
This tutorial explains the basics of linear regression metamodels—especially low-order polynomials—and the corresponding statistical designs—namely, fractional factorial des...
WSC
2007
13 years 7 months ago
2007
Simulation modelers have a diversity of educational backgrounds including several engineering and scientific disciplines, mathematics and computer related fields. Many of the skil...
WSC
2007
13 years 7 months ago
2007
WSC
2007
13 years 7 months ago
2007
Large scale / mega projects are lengthy complex endeavors that require significant planning by management, engineers and construction personnel to ensure the success of the projec...
WSC
2007
13 years 7 months ago
2007
In this paper we introduce the completed unit algorithm (CU-AL), a probabilistic scheduling methodology for repetitive projects. The algorithm has two main advantages, simplicity ...