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Adam Metzler
ORCID
Publication Activity (10 Years)
Years Active: 2013-2024
Publications (10 Years): 1
Top Topics
Denoising
Particle Filtering
Markov Chain Monte Carlo
Importance Sampling
Top Venues
Monte Carlo Methods Appl.
J. Oper. Res. Soc.
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Publications
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Nathan Phelps
,
Adam Metzler
Enhancing an existing algorithm for small-cardinality constrained portfolio optimisation.
J. Oper. Res. Soc.
75 (5) (2024)
Adam Metzler
,
Alexandre Scott
Rare event simulation for diffusion processes via two-stage importance sampling.
Monte Carlo Methods Appl.
20 (2) (2014)
Adam Metzler
The Laplace Transform of Hitting Times of Integrated Geometric Brownian Motion.
J. Appl. Probab.
50 (1) (2013)