An importance sampling method for portfolio CVaR estimation with gaussian copula models
- Pu Huang
- Dharmashankar Subramanian
- et al.
- 2010
- WSC 2010
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7 results for Pu Huang
Real time business performance monitoring and analysis using metric network
- Huang Pu
- Lei Hui
- et al.
- 2006
- ICEBE 2006
Capacity allocation for business processes with QoS requirements: A heavy traffic approach
- Huang Pu
- 2005
- ICEBE 2005
Iterative estimation maximization for stochastic linear programs with conditional value-at-risk constraints
- Pu Huang
- Dharmashankar Subramanian
- 2011
- Computational Management Science
Risk-adjusted approach to optimize investments in product development portfolios
- Dharmashankar Subramanian
- Pu Huang
- et al.
- 2010
- IBM J. Res. Dev
On optimizing the selection of business transformation projects
- Naoki Abe
- Rama Akkiraju
- et al.
- 2007
- IBM Systems Journal
Inventory allocation and transportation scheduling for logistics of network-centric military operations
- Francisco Barahona
- Pawan Chowdhary
- et al.
- 2007
- IBM J. Res. Dev