Zachary T. Kaplan

Publication Activity (10 Years)

Years Active: 2018-2024
Publications (10 Years): 4

Top Topics

Monte Carlo Methods

Importance Sampling

Adaptive Sampling

Top Venues

INFORMS J. Comput.

Publications

Yajuan Li, Zachary T. Kaplan, Marvin K. Nakayama
Monte Carlo Methods for Economic Capital. INFORMS J. Comput. 36 (1) (2024)
Marvin K. Nakayama, Zachary T. Kaplan, Yajuan Li, Bruno Tuffin, Pierre L'Ecuyer
Quantile Estimation Via a Combination of Conditional Monte Carlo and Randomized Quasi-Monte Carlo. WSC (2020)
Zachary T. Kaplan, Yajuan Li, Marvin K. Nakayama, Bruno Tuffin
Randomized Quasi-Monte Carlo for Quantile Estimation. WSC (2019)
Zachary T. Kaplan, Yajuan Li, Marvin K. Nakayama
Monte Carlo estimation of Economic Capital. WSC (2018)