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Professor Barry Nelson

Visiting Professor

  1. Published

    Foundations and methods of stochastic simulation: a first course

    Nelson, B., 2013, New York: Springer Verlag. 276 p.

    Research output: Book/Report/ProceedingsBook

  2. Published

    'Some tactical problems in digital simulation' for the next 10 years

    Nelson, B. L., 02/2016, In: Journal of Simulation. 10, 1, p. 2-11 10 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  3. Published

    Reducing Simulation Input-Model Risk via Input Model Averaging

    Nelson, B., Wan, A. T. K., Zou, G., Zhang, X. & Jiang, X., 30/04/2021, In: INFORMS Journal on Computing. 33, 2, p. 672-684 13 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  4. Published

    Input uncertainty quantification for simulation models with piecewise-constant non-stationary Poisson arrival processes

    Morgan, L., Titman, A. C., Worthington, D. J. & Nelson, B. L., 11/12/2016, WSC '16 Proceedings of the 2016 Winter Simulation Conference . Piscataway, NJ, USA: IEEE Press, p. 370-381 12 p. (WSC '16 Proceedings of the Winter Simulation Conference).

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

  5. Published

    Detecting bias due to input modelling in computer simulation

    Morgan, L., Nelson, B. L., Titman, A. C. & Worthington, D. J., 3/12/2017, 2017 Winter Simulation Conference (WSC). Piscataway, NJ, USA: IEEE Press, p. 1974-1985 12 p.

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

  6. Published

    Detecting bias due to input modelling in computer simulation

    Morgan, L., Nelson, B., Titman, A. & Worthington, D., 16/12/2019, In: European Journal of Operational Research. 279, 3, p. 869-881 13 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  7. Published

    A Spline-based Method for Modelling and Generating a Nonhomogeneous Poisson Process

    Morgan, L., Nelson, B., Titman, A. & Worthington, D., 20/02/2020, Proceedings of the 2019 Winter Simulation Conference. IEEE Press, 12 p.

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

  8. E-pub ahead of print

    A Spline Function Method for Modelling and Generating a Nonhomogeneous Poisson Process

    Morgan, L., Nelson, B., Titman, A. & Worthington, D., 19/06/2023, (E-pub ahead of print) In: Journal of Simulation. 12 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  9. Published

    An adaptive procedure for estimating coherent riskmeasures based on generalized scenarios

    Lesnevski, V., Nelson, B. L. & Staum, J., 2008, In: Journal of Computational Finance. 11, p. 1-31 31 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  10. Published

    A confidence interval procedure for expected shortfall risk measurement via two-level simulation

    Lan, H., Nelson, B. L. & Staum, J., 09/2010, In: Operations Research. 58, 5, p. 1481-1490 10 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

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