Simulation research derives new methods for the design, analysis, and optimization of simulation experiments. Research on stochastic models develops and analyzes models of systems with random behavior ...

Simulation optimisation for stochastic systems combines the power of computer-based experiments with mathematical search strategies to identify optimal or near-optimal solutions when uncertainty rules ...

Erkyihun S.T., E Zagona, B. Rajagopalan, (2017). “Wavelet and Hidden Markov-Based Stochastic Simulation Methods Comparison on Colorado River Streamflow,” Journal ...

Graduate standing, or permission of instructor. Statistics, and real analysis at the undergraduate engineering or mathematics level; graduate level probability and stochastic processes (IEMS 460-1); ...

This paper applies stochastic simulation methods to assess debt sustainability in emerging market economies and provide probability measures for projections of the external and public debt burden over ...

This course is compulsory on the MSc in Quantitative Methods for Risk Management. This course is available on the MSc in Econometrics and Mathematical Economics, MSc in Financial Mathematics, MSc in ...

This course is available on the BSc in Actuarial Science, BSc in Actuarial Science (with a Placement Year), BSc in Data Science and BSc in Mathematics, Statistics and Business. This course is ...