Research Output 1971 2017

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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: ResearchConference contribution

Trajectories
Annealing
Covariance matrix
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: ResearchConference contribution

2007

Market pricing mutual insurance and the optimal dividend policy

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

Research output: ResearchConference contribution

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: ResearchConference 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: ResearchConference 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: ResearchConference contribution

2004

Risk measurement and supply chains

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

Research output: ResearchConference contribution

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: ResearchConference 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: ResearchConference 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: ResearchConference 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: ResearchConference contribution

Derivative securities
Derivatives
European options
Contingent claims
Taylor series
1998

Computation in economics

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

Research output: ResearchConference contribution

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: ResearchConference contribution

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: ResearchConference contribution

Purchasing
project
Costs
Dynamic models
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: ResearchConference contribution

1995

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

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

Research output: ResearchConference contribution

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: ResearchConference contribution

1983

Regulation of an insurance firm with a compound Poisson process

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

Research output: ResearchConference contribution

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: ResearchConference contribution

1975

Simulation and models: Tools for senior management

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

Research output: ResearchConference 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: ResearchConference contribution

1972

Transportation over time: A systems theory approach

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

Research output: ResearchConference contribution