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WSC
2004
14 years 11 months ago
2004
This paper investigates the adequacy of various principal components (p.c.) approaches as data reduction schemes for processing contingent claim valuations on baskets of equities....
WSC
2004
14 years 11 months ago
2004
This paper demonstrates the utilization of immersive virtual reality environments in the investigation of operations simulation results. The authors outline the benefits offered b...
WSC
2004
14 years 11 months ago
2004
We consider the optimal computing budget allocation (OCBA) problem where the simulated designs are correlated. The exact optimal allocation is presented for two designs, and an ap...
WSC
2004
14 years 11 months ago
2004
This paper presents the methodologies and preliminary results of the project to develop a simulation model of the Panama Canal, one of the most famous waterway and locks system of...
WSC
2004
14 years 11 months ago
2004
This work provides a generalization of the traditional response surface methodology (RSM) that can be applied to complex, multi-objective simulation studies. These problems involv...