 |
The paper "A Numerical Method for Financial Decision Problems under Stochastic Volatility," by Enlu Zhou, Kun Lin, Professor Michael Fu (BGMT/ISR), and Professor Steve Marcus (ECE/ISR), has won the Best Theoretical Paper Award at the 2009 Winter Simulation Conference (WSC), December 13-16, in Austin, Texas. WSC is the premier international forum for disseminating recent advances in the field of system simulation.
Zhou earned an ECE Ph.D. in 2009, and was co-advised by Steve Marcus and Michael Fu. She is now an Assistant Professor at the University of Illinois Urbana-Champaign. Kun Lin is a current ECE/ISR Ph.D. student, also co-advised by Marcus and Fu.
Related Articles:
Marcus, Fu receive NSF grant for particle filtering for stochastic control and global optimization
Work on RIS-aided mmWave beamforming named a ‘best paper’
Alum Sidiropoulos receives three IEEE Signal Processing Society awards
Ulukus, colleagues win Best Tutorial Paper Award
Ye, Barg win IEEE Data Storage Best Paper Award
Best paper award for Bergbreiter, St. Pierre, Gosrich at Hilton Head workshop
A new unbiased stochastic derivative estimator for simulating complex systems
Coelho, Austin and Blackburn win best paper award at ICONS 2017
Work by Raghavan, Chen, Ljubic wins Best Paper Award
Researchers write about Google's AlphaGo for OR/MS Today
December 18, 2009
|
