Henry Schellhorn

Publication Activity (10 Years)

Years Active: 1997-2016
Publications (10 Years): 1

Top Topics

Logistic Regression

K Nearest Neighbor

Gaussian Mixture

Credit Risk Evaluation

Top Venues

Adv. Decis. Sci.

Publications

Didier Cossin, Henry Schellhorn, Nan Song, Satjaporn Tungsong
Corrigendum to "A Theoretical Argument Why the t-Copula Explains Credit Risk Contagion Better than the Gaussian Copula". Adv. Decis. Sci. 2016 (2016)
Henry Schellhorn
A trading mechanism contingent on several indices. Eur. J. Oper. Res. 213 (3) (2011)
Didier Cossin, Henry Schellhorn, Nan Song, Satjaporn Tungsong
A Theoretical Argument Why the t-Copula Explains Credit Risk Contagion Better than the Gaussian Copula. Adv. Decis. Sci. 2010 (2010)
Henry Schellhorn
A double-sided multiunit combinatorial auction for substitutes: Theory and algorithms. Eur. J. Oper. Res. 197 (2) (2009)
Didier Cossin, Henry Schellhorn
Credit Risk in a Network Economy. Manag. Sci. 53 (10) (2007)
Henry Schellhorn
A note on the first moment of makespan in an assembly shop. Eur. J. Oper. Res. 180 (2) (2007)
Henry Schellhorn, Zhihua Chen
A new simulation approach to the LIBOR market model. Math. Comput. Model. 44 (3-4) (2006)
Henry Schellhorn
An analytical characterization for an optimal change of Gaussian measures. Adv. Decis. Sci. 2006 (2006)
Henry Schellhorn
A formulation of combinatorial auction via reverse convex programming. Adv. Decis. Sci. 9 (1) (2005)
Henry Schellhorn
Combination trading with limit orders. Adv. Decis. Sci. 1 (2) (1997)