Simulation research derives new methods for the design, analysis, and optimization of simulation experiments. Research on stochastic models develops and analyzes models of systems with random behavior ...

This course is available on the MSc in Applicable Mathematics, MSc in Econometrics and Mathematical Economics, MSc in Financial Mathematics, MSc in Operations Research & Analytics, MSc in Quantitative ...

Methods are presented for generating an ensemble of synthetic atmospheric trajectories. These include methods for a set of independent trajectories, and methods for a correlated set of sequential ...

Graduate standing, or permission of instructor. Statistics, and real analysis at the undergraduate engineering or mathematics level; graduate level probability and stochastic processes (IEMS 460-1); ...

This paper proposes a path-based algorithm for solving the well-known logit-based stochastic user equilibrium (SUE) problem in transportation planning and management. Based on the gradient projection ...

The principal difficulty in pricing derivative payoffs on underlyings with stochastic volatility using Monte Carlo simulation is that many small time steps are needed ...

The whole picture of Mathematical Modeling is systematically and thoroughly explained in this text for undergraduate and graduate students of mathematics, engineering, economics, finance, biology, ...

This course is compulsory on the MSc in Quantitative Methods for Risk Management. This course is available on the MSc in Econometrics and Mathematical Economics, MSc in Financial Mathematics, MSc in ...