Operations Research
College of Engineering
Works Published in 2015
Displaying works 41 - 60 of 159 in total
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.
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.
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).
epubs.siam.org (publisher PDF)
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.
author keywords: Monte Carlo method; mortgage-backed securities (MBS); coefficient of variation (CV); absolute convergence; relative convergence; option-adjusted spread (OAS); effective duration (DUR); effective convexity (CNVX); Greeks
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.
Source: NC State University Libraries
Added: July 11, 2019
2015 book
Simulation Modeling with SIMIO: A Workbook V4
Raleigh, NC: SIMIO LLC.
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: FROM SOURCING TO RETAILING, Vol. 1, pp. 3–30.
Ed(s): T. Choi
Sources: Web Of Science, ORCID
Added: November 7, 2018
2015 book
Simulation Modeling with SIMIO: A Workbook
(4th, Economy Version). Simio LLC.
Source: NC State University Libraries
Added: November 2, 2018
2015 article
Offline Distance-Adaptive Routing and Spectrum Assignment (DA-RSA) in Rings
2015 IEEE GLOBAL COMMUNICATIONS CONFERENCE (GLOBECOM).
Source: Web Of Science
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.
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.
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.
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.
Source: NC State University Libraries
Added: August 6, 2018
2015 article
The Helmholtz Conditions and the Method of Controlled Lagrangians
INVERSE PROBLEM OF THE CALCULUS OF VARIATIONS: LOCAL AND GLOBAL THEORY, pp. 1–29.
Source: Web Of Science
Added: August 6, 2018
2015 article
Securing Scientific Workflows
2015 IEEE INTERNATIONAL CONFERENCE ON SOFTWARE QUALITY, RELIABILITY AND SECURITY - COMPANION (QRS-C 2015), pp. 95–104.
author keywords: Scientific workflow; Kepler; Vulnerability; Provenance; Cloud
Source: Web Of Science
Added: August 6, 2018
2015 article
Safety Can Be Dangerous: Secure Communications Impair Smart Grid Stability Under Emergencies
2015 IEEE GLOBAL COMMUNICATIONS CONFERENCE (GLOBECOM).
Sources: Web Of Science, ORCID
Added: August 6, 2018
2015 article
SDStorage: A Software Defined Storage Experimental Framework
2015 IEEE INTERNATIONAL CONFERENCE ON CLOUD ENGINEERING (IC2E 2015), pp. 341–346.
Source: Web Of Science
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.
Sources: NC State University Libraries, ORCID
Added: August 6, 2018
