Home > Research > Browse

Results for scenario generation

Publications & Outputs

  1. Scenario generation for single-period portfolio selection problems with tail risk measures: coping with high dimensions and integer variables

    Fairbrother, J., Turner, A. & Wallace, S., 2018, In: INFORMS Journal on Computing. 30, 3, p. 472-491 20 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  2. Bayesian-based scenario generation method for human activities

    Sung, Y., Helal, S., Lee, J. W. & Cho, K., 2013, SIGSIM PADS '13 Proceedings of the 1st ACM SIGSIM Conference on Principles of Advanced Discrete Simulation. New York: ACM, p. 147-157 11 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNConference contribution/Paperpeer-review

  3. Evaluation of scenario-generation methods for stochastic programming

    Kaut, M. & Wallace, S. W., 2007, In: Pacific Journal of Optimization. 3, 2, p. 257-271 15 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review