Items where Person is "Zuev-K-M"
Number of items: 16. 2020Kontosakos, Vasileios E. and Mendonca, Keegan and Pantelous, Athanasios A. et al. (2020) Pricing Discretely-Monitored Double Barrier Options with Small Probabilities of Execution. European Journal of Operational Research . ISSN 0377-2217. (In Press) https://resolver.caltech.edu/CaltechAUTHORS:20200727-091611276 Stavroglou, Stavros K. and Pantelous, Athanasios A. and Stanley, H. Eugene et al. (2020) Unveiling causal interactions in complex systems. Proceedings of the National Academy of Sciences of the United States of America, 117 (14). pp. 7599-7605. ISSN 0027-8424. PMCID PMC7149490. https://resolver.caltech.edu/CaltechAUTHORS:20200327-083708713 2019Stavroglou, Stavros K. and Pantelous, Athanasios A. and Stanley, H. Eugene et al. (2019) Hidden interactions in financial markets. Proceedings of the National Academy of Sciences of the United States of America, 116 (22). pp. 10646-10651. ISSN 0027-8424. PMCID PMC6561208. https://resolver.caltech.edu/CaltechAUTHORS:20190513-145506904 2018Vamvakaris, Michail D. and Pantelous, Athanasios A. and Zuev, Konstantin M. (2018) Time series analysis of S&P 500 index: A horizontal visibility graph approach. Physica A, 497 . pp. 41-51. ISSN 0378-4371. https://resolver.caltech.edu/CaltechAUTHORS:20180111-123845999 Chen, Yanhua and Mantegna, Rosario N. and Pantelous, Athanasios A. et al. (2018) A dynamic analysis of S&P 500, FTSE 100 and EURO STOXX 50 indices under different exchange rates. PLoS ONE, 13 (3). Art. No. e0194067. ISSN 1932-6203. PMCID PMC5847242. https://resolver.caltech.edu/CaltechAUTHORS:20180319-134403742 2017Beck, James L. and Zuev, Konstantin M. (2017) Rare-Event Simulation. In: Handbook of Uncertainty Quantification. Springer , Cham, Switzerland, pp. 1075-1100. ISBN 978-3-319-12384-4. https://resolver.caltech.edu/CaltechAUTHORS:20170713-135954829 Zuev, Konstantin M. and Beer, Michael (2017) Reliability of Critical Infrastructure Networks: Challenges. . (Submitted) https://resolver.caltech.edu/CaltechAUTHORS:20170327-105821390 2016Garbuno-Inigo, A. and DiazDelaO, F. A. and Zuev, K. M. (2016) Gaussian process hyper-parameter estimation using Parallel Asymptotically Independent Markov Sampling. Computational Statistics and Data Analysis, 103 . pp. 367-383. ISSN 0167-9473. https://resolver.caltech.edu/CaltechAUTHORS:20160915-102817468 Garbuno-Inigo, Alfredo and DiazDelaO, F. A. and Zuev, Konstantin M. (2016) Transitional annealed adaptive slice sampling for Gaussian process hyper-parameter estimation. International Journal for Uncertainty Quantification, 6 (4). pp. 341-359. ISSN 2152-5080. https://resolver.caltech.edu/CaltechAUTHORS:20161202-081658334 2015Zuev, Konstantin M. and Wu, Stephen and Beck, James L. (2015) General network reliability problem and its efficient solution by Subset Simulation. Probabilistic Engineering Mechanics, 40 . pp. 25-35. ISSN 0266-8920. https://resolver.caltech.edu/CaltechAUTHORS:20150604-083829598 2013Zuev, Konstantin M. and Beck, James L. (2013) Global optimization using the asymptotically independent Markov sampling method. Computers and Structures, 126 . pp. 107-119. ISSN 0045-7949. https://resolver.caltech.edu/CaltechAUTHORS:20130806-152109681 Beck, James L. and Zuev, Konstantin M. (2013) Asymptotically Independent Markov Sampling: A New Markov Chain Monte Carlo Scheme for Bayesian Interference. International Journal for Uncertainty Quantification, 3 (5). pp. 445-474. ISSN 2152-5099. https://resolver.caltech.edu/CaltechAUTHORS:20120817-150031159 2012Zuev, K. M. and Beck, J. L. (2012) Bayesian Post-Processing for Subset Simulation for Decision Making under Risk. In: Proceedings of the 5th Asian-Pacific Symposium on Structural Reliability and its Applications. Research Publishing , Singapore, pp. 145-150. ISBN 978-981-07-2219-7. https://resolver.caltech.edu/CaltechAUTHORS:20120830-165237318 Zuev, Konstantin M. and Beck, James L. and Au, Siu-Kui et al. (2012) Bayesian post-processor and other enhancements of Subset Simulation for estimating failure probabilities in high dimensions. Computers and Structures, 92-93 . pp. 283-296. ISSN 0045-7949. https://resolver.caltech.edu/CaltechAUTHORS:20120306-082708524 Au, S. K. and Beck, J. L. and Zuev, K. M. et al. (2012) Discussion of Paper by F. Miao and M. Ghosn, "Modified Subset Simulation for Reliability Analysis of Structural Systems". Structural Safety, 34 (1). pp. 379-380. ISSN 0167-4730. https://resolver.caltech.edu/CaltechAUTHORS:20120817-154248962 2011Zuev, K. M. and Beck, J. L. and Katafygiotis, L. S. (2011) On the Optimal Scaling of the Modified Metropolis-Hastings Algorithm. In: 11th International Conference on Applications of Statistics and Probability in Civil Engineering, August 1-4, 2011, ETH, Zurich, Switzerland. (Unpublished) https://resolver.caltech.edu/CaltechAUTHORS:20120831-110926649 |