Zobrazeno 1 - 6
of 6
pro vyhledávání: '"Yixi Shi"'
Publikováno v:
Stochastic Systems, Vol 1, Iss 2, Pp 306-339 (2011)
We consider a standard splitting algorithm for the rare-event simulation of overflow probabilities in any subset of stations in a Jackson network at level n, starting at a fixed initial position. It was shown in [8] that a subsolution to the Isaacs e
Externí odkaz:
https://doaj.org/article/aa329faab2164ba1bedd3b4eec12d29b
Autor:
Liguo Ou, Bilin Liu, Xinjun Chen, Qi He, Weiguo Qian, Wenlong Li, Leilei Zou, Yixi Shi, Qinglian Hou
Publikováno v:
Canadian Journal of Fisheries and Aquatic Sciences.
Tuna resources are an important part of China's pelagic fishery production. However, for China's tuna fishery, tuna species caught at sea are still manually classified, which is a time-consuming and inefficient process; so China's tuna fishery needs
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b933f3c6e87e25d255acee742f0edbf4
https://doi.org/10.1139/cjfas-2022-0270
https://doi.org/10.1139/cjfas-2022-0270
Autor:
Yixi Shi, Jose Blanchet
Publikováno v:
Operations Research Letters. 41:271-276
The cross entropy method is an iterative technique that is used to obtain a low-variance importance sampling (IS) distribution from a given parametric family, which must satisfy two properties. First, subsequent iterations of the parameters must be e
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::25c07e42db3b6ca4d7bc217bd99b1f8e
https://doi.org/10.1016/j.orl.2013.02.004
https://doi.org/10.1016/j.orl.2013.02.004
Autor:
Jose Blanchet, Yixi Shi
Publikováno v:
2013 Winter Simulations Conference (WSC).
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fd8a7095067a61f4154688c3f5eba4dd
https://doi.org/10.1109/wsc.2013.6721465
https://doi.org/10.1109/wsc.2013.6721465
Publikováno v:
SSRN Electronic Journal.
We propose a dynamic insurance network model that allows to deal with reinsurance default contagion risks with a particular aim of capturing cascading effects at the time of defaults. We capture these effects by finding an equilibrium allocation of s
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0276bca2cbd0c7ec36dcc7033c5cda76
https://doi.org/10.2139/ssrn.2012987
https://doi.org/10.2139/ssrn.2012987
Autor:
Yadong Li1 yadong.li@barclays.com, Naldi, Marco1 marco.naldi@barclays.com, Nisen, Jeffrey1 jeffrey.nisen@barclays.com, Yixi Shi2 yixi.shi@magnetar.com
Publikováno v:
Risk. Oct2016, Vol. 29 Issue 10, p69-74. 6p.