2 citations · 4 across the 3 of their papers we have counts for
3 papers
q-fin.RM2022★ 1 cited
Monte-Carlo Estimation of CoVaR
Weihuan Huang, Nifei Lin, L. Jeff Hong
is one of the most important measures of financial systemic risks. It is defined as the risk of a financial portfolio conditional on another financial portfolio being…
math.OC2022★ 1 cited
Large-Scale Inventory Optimization: A Recurrent-Neural-Networks-Inspired Simulation Approach
Tan Wan, L. Jeff Hong
Many large-scale production networks include thousands types of final products and tens to hundreds thousands types of raw materials and intermediate products. These networks face…
math.OC2021★ 2 cited
Surrogate-Based Simulation Optimization
L. Jeff Hong, Xiaowei Zhang
Simulation models are widely used in practice to facilitate decision-making in a complex, dynamic and stochastic environment. But they are computationally expensive to execute and…