Operations Research

College of Engineering

Works Published in 2015

Sorted by most recent date added to the index first, which may not be the same as publication date order.

2015 journal article

GARCH Models for Credit Risk and Market Risk of Relative Returns

Journal of Finance and Management Research, 1(1), 19–38.

By: T. Pang & S. Yang

Source: NC State University Libraries
Added: July 28, 2019

2015 journal article

CVA Wrong Way Risk Multiplier Decomposition and Efficient CVA Curve

Journal of Risk Management in Financial Institutions, 8(4), 390–404.

By: T. Pang, W. Chen & L. Li

Source: NC State University Libraries
Added: July 28, 2019

2015 chapter

An Application of Functional Ito's Formula to Stochastic Portfolio Optimization with Bounded Memory

In 2015 Proceedings of the Conference on Control and its Applications (pp. 159–166).

By: T. Pang & A. Hussain

Source: Crossref
Added: July 28, 2019

2015 journal article

Convergence Studies on Monte Carlo Methods for Pricing Mortgage-Backed Securities

International Journal of Financial Studies, 3(2), 136–150.

By: T. Pang, Y. Yang & D. Zhao

Source: Crossref
Added: July 28, 2019

2015 chapter

The Flexibility of DAE Formulations

In Surveys in Differential-Algebraic Equations III (pp. 1–59).

Sources: Crossref, ORCID
Added: July 20, 2019

2015 journal article

Optimal Investment and Consumption for Portfolios with Stochastic Dividends

Journal of Finance and Management Research, 1(2), 1–22.

By: T. Pang & K. Varga

Source: NC State University Libraries
Added: July 11, 2019

2015 book

Simulation Modeling with SIMIO: A Workbook V4

Raleigh, NC: SIMIO LLC.

By: J. Joines & S. Roberts

Source: ORCID
Added: December 6, 2018

2015 book

Simulation modeling with SIMIO: A Workbook V4 (4th ed.)

Sewickley, PA: SIMIO LLC.

Source: NC State University Libraries
Added: November 7, 2018

2015 article

Reverse Logistics of US Carpet Recycling

(T. C. E. C. T.-M. Choi, Ed.). Sustainable Fashion Supply Chain Management, pp. 3–30.

By: I. Sas, K. Thoney, J. Joines, R. King & R. Woolard

Ed(s): T. Choi

Sources: NC State University Libraries, ORCID
Added: November 7, 2018

2015 book

Simulation Modeling with SIMIO: A Workbook

(4th, Economy Version). Simio LLC.

By: J. Joines & S. Roberts

Source: NC State University Libraries
Added: November 2, 2018

2015 conference paper

Offline distance-adaptive routing and spectrum assignment (DA-RSA) in rings

2015 IEEE Global Communications Conference (GLOBECOM).

By: S. Talebi, I. Katib & G. Rouskas

Source: NC State University Libraries
Added: August 6, 2018

2015 conference paper

Robust switching output feedback control of discrete-time linear polytopic uncertain systems

2015 34th Chinese Control Conference (CCC), 2973–2978.

By: C. Yuan, F. Wu & C. Duan

Source: NC State University Libraries
Added: August 6, 2018

2015 conference paper

Securing software application chains in a cloud

2015 2nd International Conference on Information Science and Security (ICISS), 50–53.

By: D. Kim & M. Vouk

Source: NC State University Libraries
Added: August 6, 2018

2015 conference paper

SDSecurity: A software defined security experimental framework

2015 IEEE International Conference on Communication Workshop, 1871–1876.

By: A. Darabseh, M. Al-Ayyoub, Y. Jararweh, E. Benkhelifa, M. Vouk & A. Rindos

Source: NC State University Libraries
Added: August 6, 2018

2015 conference paper

Spectrum assignment in rings with shortest-path routing: Complexity and approximation algorithms

2015 International Conference on Computing, Networking and Communications (ICNC), 642–647.

By: S. Talebi, F. Alam, I. Katib & G. Rouskas

Source: NC State University Libraries
Added: August 6, 2018

2015 conference paper

The Helmholtz conditions and the method of controlled Lagrangians

Inverse Problem of the Calculus of Variations: Local and Global Theory, 1–29.

By: A. Bloch, D. Krupka & D. Zenkov

Source: NC State University Libraries
Added: August 6, 2018

2015 conference paper

Securing scientific workflows

2015 IEEE International Conference on Software Quality, Reliability and Security - Companion (QRS-C 2015), 95–104.

By: D. Kim & M. Vouk

Source: NC State University Libraries
Added: August 6, 2018

2015 conference paper

Safety can be dangerous: Secure communications impair smart grid stability under emergencies

2015 IEEE Global Communications Conference (GLOBECOM).

By: M. Wei & W. Wang

Sources: NC State University Libraries, ORCID
Added: August 6, 2018

2015 conference paper

SDStorage: A software defined storage experimental framework

2015 IEEE International Conference on Cloud Engineering (IC2E 2015), 341–346.

By: A. Darabseh, M. Al-Ayyoub, Y. Jararweh, E. Benkhelifa, M. Vouk & A. Rindos

Source: NC State University Libraries
Added: August 6, 2018

2015 journal article

Resolving Goal Conflicts via Argumentation-Based Analysis of Competing Hypotheses

IEEE 25TH INTERNATIONAL REQUIREMENTS ENGINEERING CONFERENCE (RE), 156–165.

By: P. Murukannaiah, A. Kalia, P. Telang & M. Singh

Sources: NC State University Libraries, ORCID
Added: August 6, 2018