Melvyn Sim

National University of Singapore (NUS) - NUS Business School

1 Business Link

Singapore, 117592

Singapore

SCHOLARLY PAPERS

20

DOWNLOADS
Rank 12,075

SSRN RANKINGS

Top 12,075

in Total Papers Downloads

7,519

SSRN CITATIONS
Rank 23,684

SSRN RANKINGS

Top 23,684

in Total Papers Citations

50

CROSSREF CITATIONS

2

Scholarly Papers (20)

1.

The Analytics of Robust Satisficing: Predict, Optimize, Satisfice, then Fortify

Number of pages: 59 Posted: 20 Apr 2021 Last Revised: 13 May 2024
National University of Singapore (NUS) - NUS Business School, Nanyang Business School, Nanyang Technological University, Fudan University - School of Management and Dongbei University of Finance and Economics
Downloads 1,208 (32,897)

Abstract:

Loading...

Robust optimization, robust satisficing, predictive analytics, prescriptive analytics

Aspirational Preferences and Their Representation by Risk Measures

Swiss Finance Institute Research Paper No. 09-19, U. of St. Gallen Law & Economics Working Paper No. 2009-07
Number of pages: 34 Posted: 22 May 2009 Last Revised: 23 Feb 2012
Duke University - Decision Sciences, University of St. Gallen - SEPS: Economics and Political Sciences and National University of Singapore (NUS) - NUS Business School
Downloads 1,061 (39,012)
Citation 5

Abstract:

Loading...

Representation of choice, risk measures, aspiration levels, decision theory paradoxes

Aspirational Preferences and Their Representation by Risk Measures (Online Appendix)

Number of pages: 7 Posted: 15 Feb 2012
Duke University - Decision Sciences, University of St. Gallen - SEPS: Economics and Political Sciences and National University of Singapore (NUS) - NUS Business School
Downloads 131 (402,393)

Abstract:

Loading...

Representation of choice, risk measures, aspiration levels, decision theory paradoxes

3.

Robust Satisficing

Number of pages: 63 Posted: 12 Nov 2019 Last Revised: 11 May 2022
The Chinese University of Hong Kong (CUHK) - Department of Systems Engineering and Engineering Management, National University of Singapore (NUS) - NUS Business School and Fudan University - School of Management
Downloads 1,080 (38,622)
Citation 22

Abstract:

Loading...

robust optimization, robustness optimization, data-driven optimization, fragility measure

4.

Robust Pricing and Production with Information Partitioning and Adaptation

Accepted by Management Science
Number of pages: 55 Posted: 04 Jan 2019 Last Revised: 08 Nov 2023
Massachusetts Institute of Technology (MIT) - Sloan School of Management, National University of Singapore (NUS) - NUS Business School, Nanyang Business School, Nanyang Technological University and National University of Singapore (NUS)
Downloads 811 (57,440)
Citation 1

Abstract:

Loading...

multi-item, pricing, inventory control, K-means clustering, regression tree, distributionally robust optimization

5.

Robust Actionable Prescriptive Analytics

Number of pages: 41 Posted: 11 May 2022 Last Revised: 10 Jun 2023
University of Sydney Business School, National University of Singapore (NUS) - NUS Business School, University of Science and Technology of China (USTC), NUS Business School - Department of Analytics and Operations and Fudan University - School of Management
Downloads 595 (85,715)

Abstract:

Loading...

robust optimization, robust satisficing, robust analytics, prescriptive analytics, side information

6.

Analytics with Robust Epidemiological Compartmental Optimization Models

Number of pages: 83 Posted: 23 Jul 2021 Last Revised: 31 Aug 2023
School of Management, Northwestern Polytechnical University, Fudan University - School of Management, School of Management, Technical University of Munich, Technische Universität München (TUM) - TUM School of Management, National University of Singapore (NUS) - NUS Business School and Ministry of Health, Singapore
Downloads 406 (135,937)
Citation 1

Abstract:

Loading...

COVID-19, epidemiological model, riskiness index, robust optimization, vaccine allocation

7.

Portfolio Value-at-Risk Optimization for Asymmetrically Distributed Asset Returns

European Journal of Operational Research, 2012, Vol 221, 397-406
Number of pages: 31 Posted: 27 Apr 2009 Last Revised: 04 Jan 2017
National University of Singapore, Singapore Management University - Lee Kong Chian School of Business, National University of Singapore (NUS) - NUS Business School and National University of Singapore (NUS) - Sustainable & Green Finance Institute (SGFIN)
Downloads 392 (141,516)

Abstract:

Loading...

Asymmetric Distributions, Markowitz Mean-Variance Optimization, Partitioned Value-at-Risk, Portfolio Optimization, Robust Risk Measures

8.

Robust Data-Driven CARA Optimization

Number of pages: 40 Posted: 10 May 2021 Last Revised: 26 Apr 2024
University of Sydney Business School, Indian Institute of Management Bangalore, National University of Singapore (NUS) - Department of Industrial & Systems Engineering and National University of Singapore (NUS) - NUS Business School
Downloads 357 (157,059)
Citation 2

Abstract:

Loading...

robust optimization, distributionally robust optimization, conic optimization, exponential utility, robust satisficing

9.

Robust CARA Optimization

Number of pages: 51 Posted: 11 Oct 2021 Last Revised: 07 Dec 2023
Li Chen and Melvyn Sim
University of Sydney Business School and National University of Singapore (NUS) - NUS Business School
Downloads 344 (163,495)
Citation 1

Abstract:

Loading...

robust optimization, constant absolute risk aversion, exponential cone programming

10.

A New Perspective on Supervised Learning via Robust Satisficing

Number of pages: 56 Posted: 14 Dec 2021 Last Revised: 06 Jul 2023
Melvyn Sim, Long Zhao and Minglong Zhou
National University of Singapore (NUS) - NUS Business School, NUS Business School - Department of Analytics and Operations and Fudan University - School of Management
Downloads 339 (166,010)
Citation 3

Abstract:

Loading...

Regression, classification, regularization, robust optimization, robust satisficing

11.

Advance Admission Scheduling via Resource Satisficing

Number of pages: 38 Posted: 12 Jun 2019 Last Revised: 02 Jan 2020
Fudan University - School of Management, National University of Singapore (NUS) - NUS Business School and National University of Singapore (NUS) - Programme in Health Services and Systems Research
Downloads 282 (201,567)

Abstract:

Loading...

optimization, scheduling

12.

Robust Optimization with Moment-Dispersion Ambiguity

Number of pages: 55 Posted: 02 Aug 2023 Last Revised: 01 Nov 2023
Li Chen, Chenyi Fu, Fan Si, Melvyn Sim and Peng Xiong
University of Sydney Business School, School of Management, Northwestern Polytechnical University, National University of Singapore (NUS) - NUS Business School, National University of Singapore (NUS) - NUS Business School and National University of Singapore (NUS) - NUS Business School
Downloads 252 (225,611)

Abstract:

Loading...

robust optimization, ambiguity set, exponential conic optimization

13.

Robust Workforce Management with Crowdsourced Delivery

Number of pages: 38 Posted: 20 Mar 2023 Last Revised: 18 Jul 2023
Chun Cheng, Melvyn Sim and Yue Zhao
Dalian University of Technology, National University of Singapore (NUS) - NUS Business School and National University of Singapore (NUS) - Institute of Operations Research and Analytics
Downloads 167 (331,180)

Abstract:

Loading...

workforce management, crowdsourced delivery, uncertain ad-hoc couriers, data-driven robust satisficing

14.

Service Oriented Considerate Routing: Data, Predictions and Robust Decisions

Number of pages: 45 Posted: 15 Apr 2024
National University of Singapore (NUS) - Institute of Operations Research and Analytics, Nanjing University, Michigan State University – The Eli Broad College of Business, affiliation not provided to SSRN and National University of Singapore (NUS) - NUS Business School
Downloads 94 (513,147)

Abstract:

Loading...

Service Oriented Routing, Courier Assigned Location Mismatch Metric, Courier Behavior, Robust Satisficing, Data-driven Optimization

15.

The Occam's Razor of Robustness

Posted: 10 Oct 2023 Last Revised: 22 Apr 2024
Zhi Chen, Jerry Chua, Melvyn Sim and Peng Xiong
Department of Decisions, Operations and Technology, CUHK Business School, The Chinese University of Hong Kong, National University of Singapore (NUS) - Institute of Operations Research and Analytics, National University of Singapore (NUS) - NUS Business School and National University of Singapore (NUS)

Abstract:

Loading...

Robust optimization, robust satisficing, stochastic optimization, dynamic optimization

16.

Joint Estimation and Robustness Optimization

Posted: 07 Mar 2019
Taozeng Zhu, Jingui Xie and Melvyn Sim
Dongbei University of Finance and Economics, School of Management, University of Science and Technology of China and National University of Singapore (NUS) - NUS Business School

Abstract:

Loading...

robustness optimization, robust optimization, parameter estimation, data-driven optimization

17.

Strategic Workforce Planning under Uncertainty

Posted: 10 May 2018 Last Revised: 02 Aug 2021
Patrick Jaillet, Gar Goei Loke and Melvyn Sim
Massachusetts Institute of Technology (MIT) - Electrical Engineering and Computer Science, Durham University Business School and National University of Singapore (NUS) - NUS Business School

Abstract:

Loading...

workforce planning, robust optimization, multi-period optimization, public sector, riskiness index

18.

The Analytics of Bed Shortages: Coherent Metric, Prediction and Optimization

Posted: 26 Sep 2017 Last Revised: 05 Nov 2021
School of Management, University of Science and Technology of China, Durham University Business School, National University of Singapore (NUS) - NUS Business School and National University of Singapore (NUS) - Programme in Health Services and Systems Research

Abstract:

Loading...

Analytics, Bed Shortages, Coherent Metric, Riskiness Index, Data-Driven Optimization, Simulation

19.

Managing Operational and Financing Decisions to Meet Consumption Targets

Posted: 08 Oct 2012
Lucy Gongtao Chen, Zhuoyu Long and Melvyn Sim
NUS Business School, National University of Singapore, affiliation not provided to SSRN and National University of Singapore (NUS) - NUS Business School

Abstract:

Loading...

dynamic programming, targets, riskiness index, inventory control

20.

Satisficing Measures for Analysis of Risky Positions

Posted: 22 Jun 2007 Last Revised: 21 Sep 2008
David B. Brown and Melvyn Sim
Duke University - Decision Sciences and National University of Singapore (NUS) - NUS Business School

Abstract:

Loading...

satisficing, aspiration levels, risk measures, coherent risk measures, convex risk measures, targets, portfolio optimization