The following pages link to Dan Zhu (Q323426):
Displaying 50 items.
- An exact method for the sensitivity analysis of systems simulated by rejection techniques (Q323427) (← links)
- Knowledge integration using problem spaces: A study in resource-constrained project scheduling (Q880537) (← links)
- (Q1128991) (redirect page) (← links)
- A simple assumed strain method for enhancing the accuracy of the cubic triangular \(C^{0}\) plate bending element (Q1128992) (← links)
- Assumed strain and hybrid destabilized ten-node \(\mathbf C^0\) triangular shell elements (Q1129560) (← links)
- Connectionist approaches for solver selection in constrained project scheduling (Q1368351) (← links)
- On the relative merits of three-point integration rules for six-node triangles (Q1389591) (← links)
- Two sufficient conditions for convex ordering on risk aggregation (Q1667592) (← links)
- Stochastic optimal control of investment and dividend payment model under debt control with time-inconsistency (Q1721442) (← links)
- Influencing factors analysis and modeling of hospital-acquired infection in elderly patients (Q1740411) (← links)
- The Ornstein-Uhlenbeck-type model with a hybrid dividend strategy (Q1789925) (← links)
- Randomized allocation with nonparametric estimation for a multi-armed bandit problem with covariates (Q1848931) (← links)
- A quadratic assumed natural strain curved triangular shell element (Q1965221) (← links)
- Fast non-convex low-rank matrix decomposition for separation of potential field data using minimal memory (Q2028934) (← links)
- Optimal switching time control of the hyperbaric oxygen therapy for a chronic wound (Q2045600) (← links)
- Generic improvements to least squares Monte Carlo methods with applications to optimal stopping problems (Q2076899) (← links)
- Valuation of guaranteed minimum maturity benefits under generalised regime-switching models using the Fourier cosine method (Q2155842) (← links)
- Indirect inference with a non-smooth criterion function (Q2330740) (← links)
- Predictive risk analysis using a collective risk model: choosing between past frequency and aggregate severity information (Q2656993) (← links)
- Semi-quantum-honest key agreement scheme with three-particle entangled states in cross-realm setting (Q2684343) (← links)
- Shilling Attack Detection—A New Approach for a Trustworthy Recommender System (Q2815433) (← links)
- (Q2885668) (← links)
- (Q2918103) (← links)
- (Q2984556) (← links)
- (Q3073387) (← links)
- (Q3306391) (← links)
- (Q3365695) (← links)
- (Q3513328) (← links)
- (Q3641938) (← links)
- A quadratic assumed natural strain triangular element for plate bending analysis (Q4228293) (← links)
- (Q4352231) (← links)
- THE EFFICIENT COMPUTATION AND THE SENSITIVITY ANALYSIS OF FINITE-TIME RUIN PROBABILITIES AND THE ESTIMATION OF RISK-BASED REGULATORY CAPITAL (Q4563775) (← links)
- Optimal Partial Proxy Method for Computing Gammas of Financial Products with Discontinuous and Angular Payoffs (Q4682698) (← links)
- (Q4834734) (← links)
- (Q4943557) (← links)
- DYNAMIC ASSET ALLOCATION FOR TARGET DATE FUNDS UNDER THE BENCHMARK APPROACH (Q5152545) (← links)
- (Q5319485) (← links)
- (Q5373702) (← links)
- (Q5475102) (← links)
- A new Bayesian model for contagion and interdependence (Q5867571) (← links)
- Modelling mortality: A bayesian factor-augmented var (favar) approach (Q6105762) (← links)
- Bivariate distribution regression with application to insurance data (Q6152694) (← links)
- Resilience of long chain under disruption (Q6167597) (← links)
- High-dimensional conditionally Gaussian state space models with missing data (Q6175545) (← links)
- Multi-population mortality modelling: a Bayesian hierarchical approach (Q6494322) (← links)
- Hybrid unadjusted Langevin methods for high-dimensional latent variable models (Q6554220) (← links)
- Bayesian mixed-frequency quantile vector autoregression: eliciting tail risks of monthly US GDP (Q6556125) (← links)
- Target benefit versus defined contribution scheme: a multi-period framework (Q6569738) (← links)
- The electroweak monopole-antimonopole pair in the standard model (Q6579586) (← links)
- Mean-variance reinsurance and asset liability management with common shock via non-Markovian stochastic factors (Q6666642) (← links)
