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    JORS
    2010
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    Vehicle routing and scheduling with time-varying data: A case study
    12 years 11 months ago
    Vehicle routing and scheduling with time-varying data: A case study
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    Will Maden, Richard W. Eglese, D. Black
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    JORS
    2010
    134views more  JORS 2010»
    An overview and framework for PD backtesting and benchmarking
    12 years 11 months ago
    An overview and framework for PD backtesting and benchmarking
    Download  www.crc.man.ed.ac.uk
    In order to manage model risk, financial institutions need to set up validation processes so as to monitor the quality of the models on an ongoing basis. Validation can be conside...
    G. Castermans, David Martens, Tony Van Gestel, B. ...
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    JORS
    2010
    149views more  JORS 2010»
    Modelling LGD for unsecured personal loans: decision tree approach
    12 years 11 months ago
    Modelling LGD for unsecured personal loans: decision tree approach
    Download  www.crc.man.ed.ac.uk
    The Basel New Accord which is being implemented throughout the banking world on 1 January 2007 has made a significant difference to the use of modelling within financial organisat...
    Ania Matuszyk, C. Mues, Lyn C. Thomas
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    JORS
    2010
    90views more  JORS 2010»
    Reject inference in survival analysis by augmentation
    12 years 11 months ago
    Reject inference in survival analysis by augmentation
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    John Banasik, Jonathan Crook
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    JORS
    2010
    189views more  JORS 2010»
    Monte Carlo scenario generation for retail loan portfolios
    12 years 11 months ago
    Monte Carlo scenario generation for retail loan portfolios
    Download  www.crc.man.ed.ac.uk
    Monte Carlo simulation is a common method for studying the volatility of market traded instruments. It is less employed in retail lending, because of the inherent nonlinearities in...
    J. L. Breeden, D. Ingram
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    JORS
    2010
    102views more  JORS 2010»
    A spring-embedding approach for the facility layout problem
    12 years 11 months ago
    A spring-embedding approach for the facility layout problem
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    The facility layout problem is concerned with finding the most efficient arrangement of a given number of departments with unequal area requirements within a facility. The facilit...
    I. Castillo, T. Sim
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    JORS
    2010
    60views more  JORS 2010»
    Varying routes to the top: identifying different strategies in the MBA marketplace
    12 years 11 months ago
    Varying routes to the top: identifying different strategies in the MBA marketplace
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    Peter Naudé, Stephan Henneberg, Z. Jiang
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    JORS
    2010
    93views more  JORS 2010»
    Wind energy management with battery storage
    12 years 11 months ago
    Wind energy management with battery storage
    Download  people.eng.unimelb.edu.au
    This paper considers short-term energy management of a wind power plant with battery storage, in order to smooth the variations of power output to the external grid. An optimal on...
    L. Zhang, A. Wirth
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    JORS
    2010
    90views more  JORS 2010»
    Progressing from uncertainty to risk for DEA-based decisions
    12 years 11 months ago
    Progressing from uncertainty to risk for DEA-based decisions
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    D. T. Barnum, J. M. Gleason, B. Hemily, J. Lin, P....
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    JORS
    2010
    87views more  JORS 2010»
    The challenge of optimizing expensive black boxes: a scatter search/rough set theory approach
    13 years 3 months ago
    The challenge of optimizing expensive black boxes: a scatter search/rough set theory approach
    Download  leeds-faculty.colorado.edu
      There is renewed interest in the development of effective and efficient methods for optimizing models  of  which  the  optimizer  has  no  structural  know...
    Manuel Laguna, Julián Molina Luque, Fatima ...
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