L. Jeff Hong's Research Group
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Gaussian Mixture Model-based Random Search for Continuous Optimization via Simulation
Sun, W., Z. Hu, and L. J. Hong
January 2018
PDF
Project
Type
Conference paper
Publication
Proceedings of the 2018 Winter Simulation Conference, pp.2003-2014
Simulation Optimization
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Option Pricing By Neural Stochastic Differential Equations: A Simulation-optimization Approach
Surrogate-based simulation optimization
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