Research Output 1971 2017

Filter
Conference contribution
2015

Solving the Optimal Trading Trajectory Problem Using a Quantum Annealer

Rosenberg, G., Haghnegahdar, P., Goddard, P., Carr, P., Wu, K. & De Prado, M. L. Nov 15 2015 Proceedings of WHPCF 2015: 8th Workshop on High Performance Computational Finance - Held in conjunction with SC 2015: The International Conference for High Performance Computing, Networking, Storage and Analysis. Association for Computing Machinery, Inc, a7

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Annealing
Covariance matrix
Trajectories
Costs
2010

The future of financial risk management

Tapiero, C. 2010 Annual Conference of the Cass-Capco Institute Paper Series on Risk, Cass Business Schoo, City University London, April 19, 2010.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Risk management
2007

Market pricing mutual insurance and the optimal dividend policy

Tapiero, C. 2007 Join ACC 2007, July 13-15.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Insurance
Costs
2006

Investment and supply chain infrastructure

Kogan, K. & Tapiero, C. S. 2006 12th IFAC Symposium on Information Control Problems in Manufacturing, INCOM 2006, and Associated Industrial Meetings: EMM'2006, BPM'2006, JT'2006. PART 1 ed. Vol. 12

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Supply chains
2005

Inventory outsourcing and risk management

Tapiero, C. S. & Grando, A. 2005 Proceedings of the 16th IFAC World Congress, IFAC 2005. Vol. 16, p. 13-17 5 p.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Outsourcing
Risk management
Agglomeration
Costs

Statistical control and conflict in supply chain management

Tapiero, C. 2005 Proceedings of the AMSDA (Applied Stochastic Models and Data Analysis) Meeting, Brest-CNST, France, May 17-21.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Supply chain management
2004

Risk measurement and supply chains

Tapiero, C. 2004 Proceedings of the International Meeting on Performance and Risk Measurement, Milan, December 2004.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Supply chains
2003

R/S analysis in a birth-death random walk and financial volatility

Tapiero, C. & Vallois, P. 2003 14th World Congress of IFAC International Federation of Automatic Control, Beijing, Pergamon, 1999.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

The inverse range process in a random volatility random walk

Tapiero, C. & Vallois, P. 2003 9th Vienna Workshop on Optimal Control, Dynamic Games and Nonlinear Dynamics: Theory and Applications in Theory and OR/MS.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Trading risk and risk sensitive buy sell of financial assets

Tapiero, C. 2003 9th Vienna Workshop on Optimal Control, Dynamic Games and Nonlinear Dynamics: Theory and Applications in Theory and OR/MS.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

2000

Deriving derivatives of derivative securities

Carr, P. 2000 IEEE/IAFE Conference on Computational Intelligence for Financial Engineering, Proceedings (CIFEr). IEEE, p. 101-128 28 p.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Derivatives
Taylor series
1998

Computation in economics

Tapiero, C. 1998 Finance and Engineering, Cambridge, UK, June 29-July 1, 1998.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Economics

R/S analysis in a birth-death random walk

Tapiero, C. & Vallois, P. 1998 IFAC Proceedings, and Computational Economics Meeting in Cambridge (England), June 29, 1998.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Random walk
1997

Value of purchasing information to reduce risk in capital investment projects

Chorn, L. G. & Carr, P. P. 1997 SPE Hydrocarbon Economics and Evaluation Symposium. Anon (ed.). p. 123-133 11 p.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Purchasing
Costs
Dynamic models
Drilling
drilling
1996

Inventory control with supply delays, ongoing orders and emergency supplies

Tapiero, C. 1996 Control applications and optimization, Pergamon, 1996. p. 109-115

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Inventory control
1995

Manufacturing yield, supply and inspection of quality in a producer-supplier relationship

Tapiero, C. 1995 Proceedings, Marrakech, Maroc, April 7, 1995.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Inspection
1994

Stochastic optimization and simulation: An ex-post decision theory approach

Tapiero, C. 1994 SCS Proceedings of the European Simulation Multi-Conference, 1994. p. 52-62

Research output: Chapter in Book/Report/Conference proceedingConference contribution

1983

Regulation of an insurance firm with a compound Poisson process

Tapiero, C., Zuckerman, D. & Kahana, Y. 1983 Proceeding....

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Insurance
1976

The demand for frozen beef and an optimum import and pricing model

Tapiero, C. & Shmueli, A. 1976 Israel Economic Association (in Hebrew), December 1976. p. 162-176

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Beef
Costs
1975

Simulation and models: Tools for senior management

Tapiero, C. 1975 Organization and Administration (in Hebrew), October 1975. p. 55-64

Research output: Chapter in Book/Report/Conference proceedingConference contribution

1973

Transportation over time: A system theory approach

Tapiero, C. 1973 Proceedings of the XX International Meeting, TIMS, Tel Aviv, Israel, June 24-29, 1973. Shlifer, E. (ed.). p. 239-243

Research output: Chapter in Book/Report/Conference proceedingConference contribution

1972

Transportation over time: A systems theory approach

Tapiero, C. 1972 Proceedings, TIMS INTL, Israel, 1972.

Research output: Chapter in Book/Report/Conference proceedingConference contribution