Melvyn Sim

National University of Singapore (NUS) - NUS Business School

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Singapore, 117592

Singapore

  • National University of Singapore (NUS) - NUS Business School

SCHOLARLY PAPERS

17

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SSRN CITATIONS
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SSRN RANKINGS

Top 33,027

in Total Papers Citations

21

CROSSREF CITATIONS

3

Scholarly Papers (17)

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1.

Aspirational Preferences and Their Representation by Risk Measures

Downloads 1,134 (29,650)
Citation 7

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
David B. Brown, Enrico G. De Giorgi and Melvyn Sim
Duke University - Decision Sciences, University of St. Gallen - SEPS: Economics and Political Sciences and National University of Singapore (NUS) - NUS Business School
Downloads 1,019 (34,016)
Citation 5

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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
David B. Brown, Enrico G. De Giorgi and Melvyn Sim
Duke University - Decision Sciences, University of St. Gallen - SEPS: Economics and Political Sciences and National University of Singapore (NUS) - NUS Business School
Downloads 115 (367,308)

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

2.

Robust Satisficing

Number of pages: 63 Posted: 12 Nov 2019 Last Revised: 11 May 2022
Daniel Zhuoyu Long, Melvyn Sim and Minglong Zhou
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 740 (53,579)
Citation 4

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

3.

Robust Pricing and Production with Information Partitioning and Adaptation

Accepted by Management Science
Number of pages: 55 Posted: 04 Jan 2019 Last Revised: 18 Apr 2022
Georgia Perakis, Melvyn Sim, Qinshen Tang and Peng Xiong
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 701 (57,550)
Citation 5

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

4.

The Analytics of Robust Satisficing

Number of pages: 45 Posted: 20 Apr 2021 Last Revised: 06 Feb 2023
Melvyn Sim, Qinshen Tang, Minglong Zhou and Taozeng Zhu
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 666 (61,813)

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Robust satisficing, predictive analytics, prescriptive analytics, robustness optimization

5.

Robust Explainable Prescriptive Analytics

Number of pages: 34 Posted: 11 May 2022
Li Chen, Melvyn Sim, Xun Zhang and Minglong Zhou
National University of Singapore (NUS), National University of Singapore (NUS) - NUS Business School, Shanghai Jiao Tong University (SJTU) - Antai College of Economics and Management and Fudan University - School of Management
Downloads 379 (122,298)

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

6.

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
Joel Goh, Kian-Guan Lim, Melvyn Sim and Weina Zhang
National University of Singapore, Singapore Management University - Lee Kong Chian School of Business, National University of Singapore (NUS) - NUS Business School and Department of Finance, National University of Singapore
Downloads 379 (121,923)

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

7.

Robust Conic Satisficing

Number of pages: 46 Posted: 10 May 2021 Last Revised: 13 Apr 2022
Arjun Ramachandra, Napat Rujeerapaiboon and Melvyn Sim
Singapore University of Technology and Design (SUTD), National University of Singapore (NUS) - Department of Industrial & Systems Engineering and National University of Singapore (NUS) - NUS Business School
Downloads 308 (152,707)
Citation 1

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robust optimization, robust satisficing, conic optimization, affine recourse adaptation

8.

Robust Epidemiological Analytics

Number of pages: 55 Posted: 23 Jul 2021 Last Revised: 05 Oct 2022
Chenyi Fu, Minglong Zhou, Melvyn Sim and Kelvin Bryan Tan
National University of Singapore, Fudan University - School of Management, National University of Singapore (NUS) - NUS Business School and Ministry of Health, Singapore
Downloads 293 (161,459)
Citation 1

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

9.

Advance Admission Scheduling via Resource Satisficing

Number of pages: 38 Posted: 12 Jun 2019 Last Revised: 02 Jan 2020
Minglong Zhou, Melvyn Sim and Sean Lam Shao Wei
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 240 (197,396)

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optimization, scheduling

10.

Tractable Robust Supervised Learning Models

Number of pages: 40 Posted: 14 Dec 2021
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 191 (244,255)

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Regression, classification, regularization, robust optimization, robust satisficing

11.

Robust CARA Optimization

Number of pages: 43 Posted: 11 Oct 2021
Li Chen and Melvyn Sim
National University of Singapore (NUS) and National University of Singapore (NUS) - NUS Business School
Downloads 161 (281,686)
Citation 1

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robust optimization, constant absolute risk aversion, exponential cone programming

12.

Robust Workforce Management with Crowdsourced Delivery

Number of pages: 38 Posted: 20 Mar 2023
Chun Cheng, Melvyn Sim and Yue Zhao
Dongbei University of Finance and Economics, National University of Singapore (NUS) - NUS Business School and National University of Singapore (NUS) - Institute of Operations Research and Analytics
Downloads 13 (837,700)

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

13.

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

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

14.

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, Rotterdam School of Management and National University of Singapore (NUS) - NUS Business School

Abstract:

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

15.

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

Posted: 26 Sep 2017 Last Revised: 05 Nov 2021
Jingui Xie, Gar Goei Loke, Melvyn Sim and Sean Lam Shao Wei
School of Management, University of Science and Technology of China, Rotterdam School of Management, National University of Singapore (NUS) - NUS Business School and National University of Singapore (NUS) - Programme in Health Services and Systems Research

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

16.

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

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dynamic programming, targets, riskiness index, inventory control

17.

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

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