Warren Volk-Makarewicz

Publication Activity (10 Years)

Years Active: 2008-2022
Publications (10 Years): 3

Top Topics

Order Statistics

Gradient Estimation

Top Venues

Discret. Event Dyn. Syst.

Math. Oper. Res.

Eur. J. Oper. Res.

Publications

Warren Volk-Makarewicz, Svetlana Borovkova, Bernd Heidergott
Assessing the impact of jumps in an option pricing model: A gradient estimation approach. Eur. J. Oper. Res. 298 (2) (2022)
Warren Volk-Makarewicz, Catherine Cleophas
A meta-algorithm for validating agent-based simulation models to support decision making. WSC (2017)
Bernd Heidergott, Warren Volk-Makarewicz
A Measure-Valued Differentiation Approach to Sensitivities of Quantiles. Math. Oper. Res. 41 (1) (2016)
Warren Volk-Makarewicz, Bernd Heidergott
Sensitivity analysis of ranked data: from order statistics to quantiles. Discret. Event Dyn. Syst. 25 (4) (2015)
Bernd Heidergott, Warren Volk-Makarewicz, Felisa J. Vázquez-Abad
Gradient estimation for quantiles of stationary waiting times. WODES (2010)
Bernd Heidergott, Warren Volk-Makarewicz
Quantile Sensitivity Estimation. NET-COOP (2009)
Bernd Heidergott, Felisa J. Vázquez-Abad, Warren Volk-Makarewicz
Sensitivity estimation for Gaussian systems. Eur. J. Oper. Res. 187 (1) (2008)