Jeremy Staum

Available identifiers

zbMath Open staum.jeremyMaRDI QIDQ262699

List of research outcomes

Publication	Date of Publication	Type
Green Simulation	2023-07-21	Paper
Density Deconvolution With Additive Measurement Errors Using Quadratic Programming	2022-03-28	Paper
Generalized Integrated Brownian Fields for Simulation Metamodeling	2020-10-20	Paper
Gaussian Markov Random Fields for Discrete Optimization via Simulation: Framework and Algorithms	2020-10-12	Paper
Control variates for screening, selection, and estimation of the best	2018-06-12	Paper
A Derivative-Free Trust-Region Algorithm for the Optimization of Functions Smoothed via Gaussian Convolution Using Adaptive Multiple Importance Sampling	2018-05-18	Paper
Multilevel Monte Carlo Metamodeling	2017-09-26	Paper
Moving Least Squares Regression for High-Dimensional Stochastic Simulation Metamodeling	2017-06-30	Paper
Shapley Effects for Global Sensitivity Analysis: Theory and Computation	2016-12-21	Paper
Estimating the density of a conditional expectation	2016-03-30	Paper
Systemic risk components and deposit insurance premia	2014-01-17	Paper
Excess invariance and shortfall risk measures	2013-06-24	Paper
Efficient Nested Simulation for Estimating the Variance of a Conditional Expectation	2012-03-26	Paper
Stochastic Kriging for Simulation Metamodeling	2011-11-24	Paper
A Confidence Interval Procedure for Expected Shortfall Risk Measurement via Two-Level Simulation	2011-11-24	Paper
Monte Carlo Computation in Finance	2010-02-15	Paper
Resource Allocation Among Simulation Time Steps	2009-07-09	Paper
Conditioning on One-Step Survival for Barrier Option Simulations	2009-07-03	Paper
Fundamental Theorems of Asset Pricing for Good Deal Bounds	2004-11-16	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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