Search Results - "Stochastic models"

Illuminating non-equilibrium multi-step reaction dynamics with stochastic Marcus state model.

Authors: Zhu, Kaicheng Su, Haibin

Source: Journal of Chemical Physics. 11/21/2025, Vol. 163 Issue 19, p1-8. 8p.

Subject Terms: *STOCHASTIC models, *TRANSITION state theory (Chemistry), *FREE energy (Thermodynamics), *EQUATIONS of motion, *PROBABILITY density function

Network flow-based deterministic and stochastic models for the integrated lot-sizing and scheduling problem with sequence-dependent set-up costs.

Authors: Sangha, Sandeep S. Sarin, Subhash C.

Source: International Journal of Production Research. Jun2025, p1-29. 29p. 7 Illustrations.

Subject Terms: *PRODUCTION scheduling, *STOCHASTIC models, *SCHEDULING, *OPERATIONS research, *RESOURCE allocation, *COST, DECOMPOSITION method

Nanoparticle modeling in industrial settings

Authors: Cebolla Alemany, Joaquim

Contributors: University/Department: Universitat Politècnica de Catalunya. Departament d'Enginyeria Civil i Ambiental

Thesis Advisors: Macarulla Martí, Marcel, Viana Rodríguez, María del Mar

Source: TDX (Tesis Doctorals en Xarxa)

Subject Terms: Stochastic models, Grey-box modeling, Indoor air quality, Reduced order models, Emission rate estimation, Energy-ventilation optimization, Multidomain simulations, Àrees temàtiques de la UPC::Economia i organització d'empreses, Àrees temàtiques de la UPC::Desenvolupament humà i sostenible, 65 - Gestió i organització. Administració i direcció d'empreses. Publicitat. Relacions públiques. Mitjans de comunicació de masses, 502 - Natura. Estudi, conservació i protecció de la natura

File Description: application/pdf

Access URL: http://hdl.handle.net/10803/695364
https://dx.doi.org/10.5821/dissertation-2117-442931

Deterministic and Stochastic Macrodynamic Models for Developing Economies' Policies: An Analysis of the Brazilian Economy.

Authors: Biage, Milton Nelcide, Pierre Joseph Lima Jr., Guilherme de Ferreira

Source: Economies. Nov2025, Vol. 13 Issue 11, p312. 61p.

Subject Terms: *MONETARY policy, *STOCHASTIC models, *REAL economy, *PRICE inflation, *FISCAL policy, *MACROECONOMIC models, *GROSS domestic product, *FOREIGN exchange rates

Geographic Terms: BRAZIL

Long memory tempered stochastic range model.

Authors: Khoo, Zhi De Koh, You Beng Ng, Kok Haur et al.

Source: Communications in Statistics: Simulation & Computation. Nov2025, p1-15. 15p. 4 Illustrations.

Subject Terms: *STOCHASTIC models, *EMPIRICAL research, *PRICES of securities, *FORECASTING, MAXIMUM likelihood statistics, AUTOREGRESSIVE models

Indifference Pricing of Pure Endowments in a Regime-Switching Market Model.

Authors: Cretarola, Alessandra Salterini, Benedetta

Source: Applied Mathematical Finance. Nov2025, p1-34. 34p. 5 Illustrations.

Subject Terms: *STOCHASTIC models, *ENDOWMENTS, *RISK aversion, *MICROECONOMICS, STOCHASTIC control theory, SENSITIVITY analysis

Probabilistic analysis of train running safety on bridges: a state-of-the-art review.

Authors: Granato, Eduardo C. Ferreira, Gonçalo Montenegro, Pedro et al.

Source: International Journal of Rail Transportation. Dec2025, Vol. 13 Issue 6, p1059-1097. 39p.

Subject Terms: *STOCHASTIC models, *RAILROADS, *STOCHASTIC processes, SAFETY, BRIDGE failures, FLUID-structure interaction, RAILROAD safety measures

Fifty years of research in scheduling — Theory and applications.

Authors: Agnetis, Alessandro Billaut, Jean-Charles Pinedo, Michael et al.

Source: European Journal of Operational Research. Dec2025, Vol. 327 Issue 2, p367-393. 27p.

Subject Terms: *SCHEDULING, *STOCHASTIC models, RESEARCH questions, MATHEMATICAL functions, COMPUTER scheduling, PREDICTION models

Tighter Bounds for Implied Volatility With the Dirac Delta Family Method.

Authors: Cui, Zhenyu Liu, Yanchu Yao, Yuhang

Source: Journal of Futures Markets. Nov2025, Vol. 45 Issue 11, p1970-1988. 19p.

Subject Terms: *STOCHASTIC models, *MARKET volatility, *DERIVATIVE securities, *FINANCIAL engineering, DIRAC function, COMPUTER simulation, ITERATIVE methods (Mathematics)

Dynamic analysis of the time-dependent progress of h-index.

Authors: Parlar, Mahmut¹ (AUTHOR) parlar@mcmaster.ca

Source: INFOR. Nov2025, Vol. 63 Issue 4, p886-912. 27p.

Subject Terms: *STOCHASTIC models, *SIMULATION methods & models, CITATION analysis, PROBABILITY density function, RESEARCH evaluation, TIME-domain analysis

Poisson-stopped sum Lévy-type processes with application to stochastic modeling of hospital arrivals.

Authors: Singh, Harpreet Ong, Seng Huat Ng, Choung Min et al.

Source: Communications in Statistics: Simulation & Computation. 2025, Vol. 54 Issue 11, p4712-4725. 14p.

Subject Terms: *STOCHASTIC models, *RESOURCE allocation, *HOSPITAL administration, *STOCHASTIC processes, LEVY processes, NEGATIVE binomial distribution, SKEWNESS (Probability theory)

An empirical analysis of consumption and current account in an intertemporal stochastic model.

Authors: Özbek, Levent Hacıoğlu, Volkan Koç, Ümit

Source: Communications in Statistics: Simulation & Computation. 2025, Vol. 54 Issue 10, p3990-4009. 20p.

Subject Terms: *CONSUMPTION (Economics), *STOCHASTIC models, *ECONOMIC shock, *BALANCE of payments, *MACROECONOMICS, KALMAN filtering, EQUILIBRIUM, UNITED States economy

Geographic Terms: UNITED States

Minimum distance estimation of long-memory stochastic duration models.

Authors: Zevallos, Mauricio¹ (AUTHOR) amadeus@unicamp.br

Source: Communications in Statistics: Theory & Methods. 2025, Vol. 54 Issue 19, p6219-6230. 12p.

Subject Terms: *STOCHASTIC models, *MONTE Carlo method, *BIG data, *TIME series analysis, *ESTIMATION theory, CENTRAL limit theorem

Simultaneous Search, Reservation Fees, and Sequential Outcomes.

Authors: Chen, Ying-Ju¹ (AUTHOR) imchen@ust.hk

Source: Production & Operations Management. Nov2025, Vol. 34 Issue 11, p3549-3567. 19p.

Subject Terms: *STOCHASTIC models, GRADUATE education

Efficient and accurate simulation of the stochastic-alpha-beta-rho model.

Authors: Choi, Jaehyuk Hu, Lilian Kwok, Yue Kuen

Source: European Journal of Operational Research. Feb2026, Vol. 329 Issue 1, p166-179. 14p.

Subject Terms: *SIMULATION methods & models, *STOCHASTIC models, *MARKET volatility, *DISTRIBUTION (Probability theory), *STATISTICAL reliability, NUMERICAL calculations, MARTINGALES (Mathematics)

A comparative analysis of stochastic models for stock price forecasting: The influence of historical data duration and volatility regimes.

Authors: Kahssay, Mulualem Miah, Shihan

Source: Quantitative Finance & Economics. 2025, Vol. 9 Issue 3, p1-29. 29p.

Subject Terms: *STOCK price forecasting, *STOCHASTIC models, *MONTE Carlo method, *MARKET volatility, HISTORICAL source material

Analytically Pricing Variance Swaps Under the Hawkes Jump‐Diffusion Process With Liquidity Risks.

Authors: Wang, Ke Guo, Xun‐xiang Wang, Yang‐yang et al.

Source: Journal of Futures Markets. Sep2025, Vol. 45 Issue 9, p1388-1408. 21p.

Subject Terms: *STOCHASTIC models, *STOCHASTIC processes, *DERIVATIVE securities, *INVESTMENT risk, ASYMPTOTIC analysis, NUMERICAL calculations, STATISTICAL models

Multiscale Stochastic Models for Bitcoin: Fractional Brownian Motion and Duration-Based Approaches.

Authors: Carvalho, Arthur Rodrigues Pereira de Quintino, Felipe Saulo, Helton et al.

Source: FinTech. Sep2025, Vol. 4 Issue 3, p51. 24p.

Subject Terms: *BITCOIN, *STOCHASTIC models, *MARKET volatility, TIME measurements, SELF-similar processes

How to Staff When Customers Arrive in Batches.

Authors: Daw, Andrew Hampshire, Robert C. Pender, Jamol J.

Source: Management Science. Aug2025, Vol. 71 Issue 8, p6580-6601. 22p.

Subject Terms: *QUEUING theory, *STOCHASTIC models, *EMPLOYEES' workload, *RESOURCE allocation

Geographic Terms: NEW York (N.Y.)

Сценарии за развитие на конкурентоспособността на българския зеленчуков сектор в условията на световния пазар.

Alternate Title: Scenarios for the development of the competitiveness of Bulgarian vegetable production in the world market.

Authors: Митова, Диляна¹ dilianamit@gmail.com

Source: Bulgarian Journal of Agricultural Economics & Management / Ikonomika i Upravlenie na Selskoto Stopanstvo. 2025, Vol. 70 Issue 3, p3-21. 19p.

Subject Terms: *INTERNATIONAL markets, *STOCHASTIC models, *ENVIRONMENTAL protection, *FORECASTING, ORGANIC farming, AGRICULTURAL productivity, COMPETITION (Psychology), AGRICULTURE

Company/Entity: EUROPEAN Union