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EngRN: Dynamical System (Topic)

5,166 Total downloads

Viewing: 1 - 50 of 236 papers

1.

A Practical Guide to Robust Portfolio Optimization

Number of pages: 33 Posted: 08 Dec 2019
Working Paper Series
Quantitative Research Group, BNP Paribas Asset Management and BNP Paribas Asset Management
Downloads 377
2.

About the Triton Structure

American Journal of Engineering and Applied Sciences, 2018, 11 (4): 1293.1297
Number of pages: 5 Posted: 09 Jan 2019 Last Revised: 12 Jun 2019
Accepted Paper Series
Polytechnic University of Bucharest - ARoTMM-IFToMM
Downloads 282
3.

Data-Driven Approximation Schemes for Joint Pricing and Inventory Control Models

Number of pages: 45 Posted: 25 Mar 2019
Working Paper Series
Massachusetts Institute of Technology (MIT) - Center for Computational Engineering, Massachusetts Institute of Technology (MIT) - School of Engineering and Massachusetts Institute of Technology (MIT) - Operations Research Center
Downloads 190
4.

Perishable Good Dynamic Pricing Under Competition: An Empirical Study in the Airline Markets

Number of pages: 50 Posted: 16 Aug 2018 Last Revised: 02 Jul 2019
Working Paper Series
National University of Singapore (NUS) - School of Computing
Downloads 158
5.

The Dao of Robustness

Number of pages: 39 Posted: 12 Nov 2019 Last Revised: 27 Jan 2020
Working Paper Series
The Chinese University of Hong Kong (CUHK) - Department of Systems Engineering and Engineering Management, National University of Singapore (NUS) - NUS Business School and National University of Singapore (NUS) - NUS Business School
Downloads 152
6.

Continuous-Time Mean-Variance Portfolio Selection: A Reinforcement Learning Framework

Number of pages: 39 Posted: 29 May 2019
Working Paper Series
Columbia University - Department of Industrial Engineering and Operations Research (IEOR) and Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Downloads 113
7.

Meta Dynamic Pricing: Learning Across Experiments

Number of pages: 50 Posted: 06 Mar 2019 Last Revised: 08 May 2019
Working Paper Series
University of Pennsylvania - The Wharton School, Massachusetts Institute of Technology (MIT) - School of Engineering and Massachusetts Institute of Technology (MIT) - School of Engineering
Downloads 101
8.

On the Equilibrium Strategies for Time-Inconsistent Problems in Continuous Time

Number of pages: 51 Posted: 10 Jan 2019 Last Revised: 31 Jan 2019
Working Paper Series
The Chinese University of Hong Kong - Department of Systems Engineering and Engineering Management and The Chinese University of Hong Kong (CUHK) - Department of Systems Engineering and Engineering Management
Downloads 92
9.

Neural Networks Based Dynamic Implied Volatility Surface

Number of pages: 25 Posted: 11 Dec 2019 Last Revised: 10 Jan 2020
Working Paper Series
Université Paris VI Pierre et Marie Curie
Downloads 82
10.

Dynamic Substitution for Selling Multiple Products under Supply and Demand Uncertainties

Number of pages: 34 Posted: 14 Jan 2019
Working Paper Series
Purdue University - Krannert School of Management, Purdue University - Krannert School of Management, Purdue University - Krannert School of Management and Purdue University - Krannert School of Management
Downloads 79
11.

Survey: Black Hole Attack Detection in MANET

Proceedings of 2nd International Conference on Advanced Computing and Software Engineering (ICACSE) 2019
Number of pages: 4 Posted: 11 Apr 2019
Working Paper Series
UTU, BTKIT, Dwarahat and BGSBU, Rajouri
Downloads 79
12.

The Engineering Tools that Shaped the Rational Expectations Revolution

History of Political Economy Volume 52, Issue S1, Economics and Engineering, edited by Pedro G. Duarte and Yann Giraud, Forthcoming
Number of pages: 19 Posted: 28 Oct 2019
Accepted Paper Series
Utrecht University School of Economics
Downloads 76
13.

What Will Be the Future Effect of Wuhan Corona-Virus?

Number of pages: 4 Posted: 11 Feb 2020
Working Paper Series
Kangwon National University, Department of Industrial Engineering
Downloads 76
14.

Distributionally Robust Conditional Quantile Prediction with Fixed Design

Number of pages: 30 Posted: 12 Jun 2019 Last Revised: 18 Jul 2019
Working Paper Series
University of California, Berkeley - Department of Industrial Engineering and Operations Research, affiliation not provided to SSRN and University of California, Berkeley - Department of Industrial Engineering & Operations Research (IEOR)
Downloads 74
15.

Structured Data-Driven Operating Policies for Commodity Storage

Number of pages: 43 Posted: 14 Jun 2019
Working Paper Series
Technische Universität München (TUM), University of Illinois at Chicago - College of Business Administration, Technische Universität München (TUM) - TUM School of Management and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads 74
16.

A General Valuation Framework for SABR and Stochastic Local Volatility Models

Number of pages: 44 Posted: 09 Mar 2019
Working Paper Series
Stevens Institute of Technology - School of Business, Georgia Institute of Technology - The H. Milton Stewart School of Industrial & Systems Engineering (ISyE) and Marist College - Department of Mathematics
Downloads 70
17.

Numerical Simulation of the Influence of Platform Pitch Motion On Power Generation Steadiness in Floating Offshore Wind Turbines

International Journal of Environmental Science & Sustainable Development, Vol. 1, No. 2, 2017
Number of pages: 10 Posted: 18 Sep 2017 Last Revised: 13 Nov 2018
Accepted Paper Series
University at Buffalo - Department of Civil, Structural & Environmental Engineering, University College London - Department of Civil, Environmental & Geomatic Engineering and University at Buffalo - Department of Civil, Structural & Environmental Engineering
Downloads 69
18.

On-Demand Ride-Matching in a Spatial Model with Abandonment and Cancellation

Number of pages: 40 Posted: 08 Jul 2019 Last Revised: 18 Jul 2019
Working Paper Series
HKUST, HKUST and HKUST
Downloads 64
19.

Dynamic Martensitic Phase Transformation in Single-Crystal Silver Microcubes

Number of pages: 30 Posted: 28 May 2019
Working Paper Series
University of Wisconsin - Madison - Department of Engineering Physics, University of Wisconsin - Madison - Department of Engineering Physics, University of Colorado at Boulder - Institue of Renewable and Sustainable Energy, University of British Columbia (UBC) - Department of Mechanical Engineering, Technical University of Denmark - DTU Danchip/Cen, Rice University - Department of Materials Science and NanoEngineering, Kumoh National Institute of Technology (KIT) - Department of Polymer Science and Engineering and Rice University - Department of Materials Science and NanoEngineering
Downloads 62
20.

Pricing Analytics for Rotable Spare Parts

Number of pages: 21 Posted: 06 Nov 2019 Last Revised: 05 Jan 2020
Working Paper Series
Columbia Business School - Decision Risk and Operations, Department of Industrial Engineering and Operations Research & Data Science Institute, Columbia University and affiliation not provided to SSRN
Downloads 61
21.

Classification of Innovation Considering Technological Interaction

Journal of Economics Bibliography , 2018, Vol. 5, N. 2, pp. 76-93
Number of pages: 27 Posted: 06 Aug 2018
Accepted Paper Series
National Research Council of Italy (CNR)
Downloads 58
22.

The Impact of Demonetization on Digital Payment Transactions: A Statistical Study

Proceedings of International Conference on Advancements in Computing & Management (ICACM) 2019
Number of pages: 7 Posted: 03 Sep 2019
Working Paper Series
Rukmini Devi Institute of Advanced Studies, Rukmini Devi Institute of Advanced Studies and Rukmini Devi Institute of Advanced Studies
Downloads 57
23.

Modelling and Understanding Count Processes Through a Markov-Modulated Non-Homogeneous Poisson Process Framework

UNSW Business School Research Paper No. 2019ACTL01
Number of pages: 27 Posted: 04 Apr 2019 Last Revised: 12 Jul 2019
Working Paper Series
UNSW Australia Business School, School of Risk and Actuarial Studies, UNSW Australia Business School, School of Risk & Actuarial Studies, UNSW Australia Business School, School of Risk & Actuarial Studies and UNSW Australia Business School, School of Risk & Actuarial Studies
Downloads 54
24.

Reinforcement Learning Under Drift

Number of pages: 31 Posted: 17 Jun 2019
Working Paper Series
Institute of High Performance Computing, Agency for Science, Technology and Research (A*STAR), Massachusetts Institute of Technology (MIT) - School of Engineering and Massachusetts Institute of Technology (MIT) - School of Engineering
Downloads 54
25.

Dynamic Resource Redistribution and Demand Estimation: An Application to Bike Sharing Systems

Number of pages: 58 Posted: 08 Mar 2019
Working Paper Series
Massachusetts Institute of Technology (MIT) and Massachusetts Institute of Technology (MIT) - Electrical Engineering and Computer Science
Downloads 53
26.

Solving High-Dimensional Dynamic Portfolio Choice Models with Hierarchical B-Splines on Sparse Grids

Number of pages: 41 Posted: 17 Jun 2019 Last Revised: 12 Feb 2020
Working Paper Series
University of Stuttgart - Institute for Parallel and Distributed Systems, Goethe University Frankfurt - Department of Finance and University of Stuttgart - Institute for Parallel and Distributed Systems
Downloads 51
27.

An Improved Health Monitoring System for Coma Patients Using Internet of Things

IJETIE Volume 5 Issue 6 June 2019
Number of pages: 10 Posted: 21 Jun 2019
Accepted Paper Series
Sri Krishna College of Technology and Sri Krishna College of Technology
Downloads 49
28.

Multi-Modal Dynamic Pricing

Number of pages: 35 Posted: 26 Nov 2019 Last Revised: 16 Dec 2019
Working Paper Series
University of Florida - Warrington College of Business Administration, University of Illinois at Chicago - College of Business Administration and Massachusetts Institute of Technology (MIT) - School of Engineering
Downloads 44
29.

Single Shot Multi-Face Detection & Gender Recognition

Proceedings of 2nd International Conference on Advanced Computing and Software Engineering (ICACSE) 2019
Number of pages: 5 Posted: 11 Apr 2019
Working Paper Series
Kamla Nehru Institute of Technology, Kamla Nehru Institute of Technology, Kamla Nehru Institute of Technology and Kamla Nehru Institute of Technology
Downloads 44
30.

Deep PPDEs for Rough Local Stochastic Volatility

Number of pages: 21 Posted: 17 Jun 2019
Working Paper Series
Imperial College London and Lloyds Banking Group
Downloads 42
31.

Dynamic Adaptive Mixture Models with an Application to Volatility and Risk

Number of pages: 32 Posted: 14 May 2019
Working Paper Series
Aarhus University - School of Business and Social Sciences
Downloads 42
32.

Towards Revealing Key Factors in Mechanical Instability of Bioabsorbable Zn-Based Alloys for Vascular Stenting

Number of pages: 43 Posted: 06 Nov 2019
Working Paper Series
Michigan Technological University - Department of Materials Science and Engineering, Michigan Technological University - Department of Materials Science and Engineering, Michigan Technological University - Department of Materials Science and Engineering, University of Sheffield - Department of Engineering Materials, University of Sheffield - Department of Materials Science and Engineering, Michigan Technological University - Department of Biomedical Engineering and Michigan Technological University - Department of Materials Science and Engineering
Downloads 42
33.

Phase Stabilities of High Entropy Alloys

Number of pages: 24 Posted: 15 Aug 2019
Working Paper Series
Tsinghua University - School of Materials Science and Engineering, Tsinghua University - School of Materials Science and Engineering, Government of the People's Republic of China - Department of Oncology, Tsinghua University - School of Materials Science and Engineering, Tsinghua University - School of Materials Science and Engineering, Peking University - School of Mathematical Sciences and Tsinghua University - School of Materials Science and Engineering
Downloads 37
34.

Financial Accumulation Implies Ever-Increasing Wealth Inequality

DYNAMETS (Dynamic Systems Analysis for Economic Theory and Society) Working Paper, Journal of Economic Interaction and Coordination (JEIC), 2020. DOI: 10.1007/s11403-020-00281-7
Number of pages: 10 Posted: 16 Oct 2018 Last Revised: 20 Feb 2020
Accepted Paper Series
French National Center for Scientific Research (CNRS) and University Paris Dauphine PSL
Downloads 36
35.

Mapping the Non-Monotonic Ageing of Metallic Glasses in the Metastability-Temperature Space

Number of pages: 19 Posted: 30 Jul 2019
Working Paper Series
University of Michigan at Ann Arbor - Department of Mechanical Engineering, Beihang University (BUAA) - School of Mechanical Engineering and Automation, University of Houston - Department of Mechanical Engineering and University of Michigan at Ann Arbor - Department of Mechanical Engineering
Downloads 35
36.

Effect of Twin Boundary Orientation on the Mechanical Properties of Bicrystalline Copper Micropillars

Number of pages: 27 Posted: 10 May 2019
Working Paper Series
Applied Mechanics and Structure Safety Key Laboratory of Sichuan Province, School of Mechanics and Engineering, Southwest Jiaotong University, Applied Mechanics and Structure Safety Key Laboratory of Sichuan Province, School of Mechanics and Engineering, Southwest Jiaotong University, Applied Mechanics and Structure Safety Key Laboratory of Sichuan Province, School of Mechanics and Engineering, Southwest Jiaotong University, Applied Mechanics and Structure Safety Key Laboratory of Sichuan Province, School of Mechanics and Engineering, Southwest Jiaotong University, Applied Mechanics and Structure Safety Key Laboratory of Sichuan Province, School of Mechanics and Engineering, Southwest Jiaotong University and Sichuan University - Department of Mechanics
Downloads 34
37.

Solute Drag and Dynamic Phase Transformations in Moving Grain Boundaries

Number of pages: 36 Posted: 20 May 2019
Working Paper Series
George Mason University - Department of Physics and Astronomy
Downloads 34
38.

Study of Dynamic Response of DC-DC Buck Converter Based on PID Controller

International Journal of Computational Intelligence & IoT, Vol. 2, No. 4, 2018
Number of pages: 5 Posted: 06 Apr 2019
Accepted Paper Series
National Institute of Technology Agartala, National Institute of Technology Agartala, Students, National Institute of Technology Agartala, National Institute of Technology (NIT), Agartala and National Institute of Technology (NIT), Agartala
Downloads 34
39.

Atomistic Simulations of the Face-Centered-Cubic-To-Hexagonal-Close-Packed Phase Transformation in the Equiatomic CoCrFeMnNi High Entropy Alloy Under High Compression

Number of pages: 44 Posted: 27 Aug 2019
Working Paper Series
National Taiwan University - Department of Materials Science and Engineering, National Taiwan University - Department of Materials Science and Engineering, National Taiwan University - Department of Materials Science and Engineering, National Taiwan University - Department of Materials Science and Engineering, University of Tennessee, Knoxville - Department of Material Science and Engineering and National Taiwan University - Department of Materials Science and Engineering
Downloads 33
40.

Numerical Modelling Based Assessment of Ground Vibrations

Number of pages: 7 Posted: 18 Jan 2019
Working Paper Series
Methodist College of Engineering and Technology and Surathkal, National Institute of Technology Karnataka (NITK), Surathkal, Students
Downloads 32
41.

Quality-Speed Trade-Offs in Dynamic Service Systems: Do Future Demand Changes Matter?

Number of pages: 33 Posted: 09 Mar 2019
Working Paper Series
University of Mannheim - Business School and University of Mannheim
Downloads 31
42.

New Proof for the Theorem of Existence and Uniqueness of a Class of Fractional Stochastic Differential Equations

Proceedings of International Conference on Fractional Differentiation and its Applications (ICFDA) 2018
Number of pages: 13 Posted: 19 Dec 2018
Working Paper Series
Prince Sattam Bin Abdulaziz University - College of Science and Humanities Studies, University of Malaya (UM) and Universiti Utara Malaysia
Downloads 30
43.

Markov Perfect Equilibria in Non-Stationary Mean-Field Games

Number of pages: 22 Posted: 12 Jun 2019 Last Revised: 01 Nov 2019
Working Paper Series
University of Texas at Austin - Electrical and Computer Engineering
Downloads 29
44.

Spider Monkey Optimization Based Cascade Controller for LFC of a Hybrid Power System

International Journal of Computational Intelligence & IoT, Vol. 2, No. 4, 2018
Number of pages: 7 Posted: 28 Mar 2019
Accepted Paper Series
National Institute of Technology (NIT), Silchar - Department of Electrical Engineering, Siksha O Anusandhan University (SOA) - Department of Electrical Engineering, National Institute of Technology (NIT), Silchar - Department of Electrical Engineering and Siliguri Institute of Technology - Department of Electrical Engineering
Downloads 29
45.

Taylor-Couette Flow Control Using Inner Cylindre Cross-Section Variation Strategy

2nd National Conference on Computational Fluid Dynamics & Technology 2018 (CFD & Tech 2018)
Number of pages: 10 Posted: 17 May 2019 Last Revised: 31 May 2019
Working Paper Series
Ecole Militaire Polytechnique, Ecole Militaire Polytechnique, Ecole Militaire Polytechnique, Ecole Militaire Polytechnique and University of Science and Technology Houari Boumedienne
Downloads 29
46.

USTrust: A User and Service Trust Evaluation Model for Cloud Computing Environment

International Journal of Computational Intelligence & IoT, Vol. 2, No. 4, 2018
Number of pages: 6 Posted: 28 Mar 2019
Accepted Paper Series
National Institute of Technology (NIT), Patna - Department of Computer Science and Engineering and National Institute of Technology (NIT), Patna - Department of Computer Science and Engineering
Downloads 29
47.

Information Relaxation and The Duality-Based Dynamic Programming (DDP)

Number of pages: 67 Posted: 10 Jul 2019
Working Paper Series
The Chinese University of Hong Kong (CUHK), The Chinese University of Hong Kong (CUHK) - Department of Systems Engineering and Engineering Management and Lingnan (University) College, Sun Yat-sen University, Guangzhou, China.
Downloads 28
48.

A Revision of the Merton Jump-Diffusion Model: A Simple, Explicit Formula

Number of pages: 7 Posted: 01 Jul 2019 Last Revised: 30 Jan 2020
Working Paper Series
University of the West Indies (UWI)
Downloads 27
49.

Engineering Social Learning: Information Design of Time-Locked Sales Campaigns for Online Platforms

Number of pages: 63 Posted: 09 Dec 2019
Working Paper Series
Jindal School of Management - The University of Texas at Dallas, Jindal School of Management - The University of Texas at Dallas and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 27
50.

Thermodynamical Investigation of the Quark-Gluon Plasma Phase near the Deconfining Phase Transition

2nd National Conference on Computational Fluid Dynamics & Technology 2018 (CFD & Tech 2018)
Number of pages: 9 Posted: 17 Apr 2019 Last Revised: 31 May 2019
Working Paper Series
Ecole Normale Supérieure-Kouba, Ecole Normale Supérieure-Kouba and Ecole Normale Supérieure-Kouba
Downloads 27