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Chan, Joshua Chi Chun (2010). Advanced Monte Carlo Methods with Applications in Finance PhD Thesis, School of Mathematics & Physics, The University of Queensland. 761 64
Chan, Joshua C. C. and Kroese, Dirk P. (2010) Efficient estimation of large portfolio loss probabilities in t-copula models. European Journal of Operational Research, 205 2: 361-367. doi:10.1016/j.ejor.2010.01.003 97   12 Cited 13 times in Scopus13 0
Chan, Joshua C. C. and Jeliazkov, Ivan (2009) Efficient simulation and integrated likelihood estimation in state space models. International Journal of Mathematical Modelling and Numerical Optimisation, 1 1-2: 101-120. doi:10.1504/IJMMNO.2009.030090 123 509 Cited 14 times in Scopus14 0
Joshua C. C. Chan and Dirk P. Kroese (2010). Improved Cross-Entropy Method for Estimation. , School of Economics, University of Queensland. 112 413
Chan, Joshua C. C. and Eisenstat, Eric (2010). Marginal likelihood estimation with the cross-entropy method. Australian Research Council (Discovery Grant DP0985177 and DP0987170). , School of Economics, University of Queensland. 152 359
Chan, Joshua Chi-Chun and Jeliazkov, Ivan (2009) MCMC Estimation of Restricted Covariance Matrices. Journal of Computational and Graphical Statistics, 18 2: 457-480. doi:10.1198/jcgs.2009.08095 116   3 Cited 4 times in Scopus4 0
Chan, J. C. C. and Kroese, D. P. (2008). Randomized methods for solving the Winner Determination Problem in combinatorial auctions. In: S. Mason, R. Hill, O. Rose and L. Mounch, Simulation Conference, 2008. WSC 2008. Winter. Winter Simulation Conference 2008 (WSC 2008), Miami, United States, (1344-1349). 7-10 December, 2008. doi:10.1109/WSC.2008.4736208 77   1 Cited 1 times in Scopus1 0
Chan, Joshua C. C. and Kroese, Dirk P. (2011) Rare-event probability estimation with conditional Monte Carlo. Annals of Operations Research, 189 1: 43-61. doi:10.1007/s10479-009-0539-y 148   3 Cited 5 times in Scopus5 0