The following pages link to (Q5179038):
Displaying 17 items.
- On outperforming social-screening-indexing by multiple-objective portfolio selection (Q1615971) (← links)
- The inverse survival function for multivariate distributions and its application to the product moment (Q1726708) (← links)
- Adaptive step size selection in distributed optimization with observation noise and unknown stochastic target variation (Q2059330) (← links)
- Sharp interface approaches and deep learning techniques for multiphase flows (Q2214553) (← links)
- Stress-based topology optimization of continuum structures under uncertainties (Q2308768) (← links)
- Event-triggered control for stochastic networked control systems against denial-of-service attacks (Q2663486) (← links)
- A novel dynamic credit risk evaluation method using data envelopment analysis with common weights and combination of multi-attribute decision-making methods (Q2668640) (← links)
- Covariance estimation error of incomplete functional data under RKHS framework (Q2700392) (← links)
- Lectures on Entropy. I: Information-Theoretic Notions (Q4969610) (← links)
- An Analysis of TENZI Using Combinatorics and Markov Chains (Q5019891) (← links)
- An efficient conditional Monte Carlo method for European option pricing with stochastic volatility and stochastic interest rate (Q5030552) (← links)
- AN ANALYTICAL APPROACH FOR THE BREAKDOWN DISTRIBUTION OF A THIN OXIDE (Q5051930) (← links)
- Improvements of the Markov and Chebyshev inequalities using the partial expectation (Q5079024) (← links)
- Alternative expectation formulas for real-valued random vectors (Q5085588) (← links)
- Wald’s Identity and Geometric Expectation (Q5124651) (← links)
- A Tour of Discrete Probability Guided by a Problem in Genomics (Q5856134) (← links)
- On the Maximum–Minimums Identity: Extension and Applications (Q5869294) (← links)
