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Ways and means with scenarios

Jitka Dupačová

Bulletin of the Czech Econometric Society2013article
ABDC C
Weight
0.31

What the paper says

We shall survey and classify various ways of approximation of the true probability distribution by a discrete distribution concentrated in a finite number of atoms, called scenarios, which occur with preassigned probabilities. Resistance of the numerical results with respect to the choice of scenarios and/or of their probabilities and also the relation between results obtained for the selected scenarios and those valid for the true underlying distribution are of a great practical interest. We shall discuss various approaches to output analysis in the framework of an expectation type stochastic program, bearing in mind the diverse origin of scenarios.

1 citation

Cite this paper

@article{jitka2013,
  title        = {{Ways and means with scenarios}},
  author       = {Jitka Dupačová},
  journal      = {Bulletin of the Czech Econometric Society},
  year         = {2013},
}

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Ways and means with scenarios

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Evidence weight

0.31

Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40

F · citation impact0.15 × 0.4 = 0.06
M · momentum0.20 × 0.15 = 0.03
V · venue signal0.50 × 0.05 = 0.03
R · text relevance †0.50 × 0.4 = 0.20

† Text relevance is estimated at 0.50 on the detail page — for your query’s actual relevance score, open this paper from a search result.