System & Policy Design in Public Sector eJournal最新文献

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Bibliography of Urban Transit Data Envelopment Analysis (DEA) Publications 城市交通数据包络分析(DEA)出版物参考书目
System & Policy Design in Public Sector eJournal Pub Date : 2013-04-01 DOI: 10.2139/ssrn.1350583
M. Karlaftis, J. Gleason, D. Barnum
{"title":"Bibliography of Urban Transit Data Envelopment Analysis (DEA) Publications","authors":"M. Karlaftis, J. Gleason, D. Barnum","doi":"10.2139/ssrn.1350583","DOIUrl":"https://doi.org/10.2139/ssrn.1350583","url":null,"abstract":"This paper lists 97 publications concerning Data Envelopment Analysis (DEA) in urban transit. If you know of articles that are not included, kindly send their citations to us.","PeriodicalId":153244,"journal":{"name":"System & Policy Design in Public Sector eJournal","volume":"16 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2013-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121926973","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 11
Market Models for Credit Risky Portfolios Driven by Time-Inhomogeneous Levy Processes 时间非齐次征费过程驱动的信用风险投资组合市场模型
System & Policy Design in Public Sector eJournal Pub Date : 2012-07-19 DOI: 10.2139/ssrn.2137607
E. Eberlein, Z. Grbac, Thorsten Schmidt
{"title":"Market Models for Credit Risky Portfolios Driven by Time-Inhomogeneous Levy Processes","authors":"E. Eberlein, Z. Grbac, Thorsten Schmidt","doi":"10.2139/ssrn.2137607","DOIUrl":"https://doi.org/10.2139/ssrn.2137607","url":null,"abstract":"The goal of this paper is to specify market models for credit portfolios in a top-down setting driven by time-inhomogeneous Levy processes. We provide a new framework, conditions for absence of arbitrage, explicit examples, an affine setup which includes contagion and pricing formulas for STCDOs and options on STCDOs. A calibration to iTraxx data with an extended Kalman filter shows an excellent fit over the full observation period. The calibration is done on a set of CDO tranche spreads ranging across six tranches and three maturities.","PeriodicalId":153244,"journal":{"name":"System & Policy Design in Public Sector eJournal","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2012-07-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124725894","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Assessment of the Usefulness of PD&R Research Products PD&R研究产品有用性评估
System & Policy Design in Public Sector eJournal Pub Date : 2011-02-14 DOI: 10.2139/ssrn.1761420
Hud User, Barbara A. Haley, Swati Bansal
{"title":"Assessment of the Usefulness of PD&R Research Products","authors":"Hud User, Barbara A. Haley, Swati Bansal","doi":"10.2139/ssrn.1761420","DOIUrl":"https://doi.org/10.2139/ssrn.1761420","url":null,"abstract":"This report presents the results of a study that evaluated the degree of customer satisfaction with PDR people who subscribed to the HUD USER electronic mailing lists; and people who ordered reports from the HUD USER Clearinghouse. Overall, the three groups of PD&R customers expressed similar high levels of satisfaction. The typical pattern of response was that fewer than six percent expressed low levels of satisfaction on any item, while more than 80 percent were highly satisfied and the remaining were mildly satisfied.","PeriodicalId":153244,"journal":{"name":"System & Policy Design in Public Sector eJournal","volume":"63 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2011-02-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126431630","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Patient Flow in an ICU 重症监护病房的病人流动
System & Policy Design in Public Sector eJournal Pub Date : 2008-04-07 DOI: 10.2139/ssrn.1117672
G. Dobson, Hsiao-Hui Lee, Edieal J. Pinker
{"title":"Patient Flow in an ICU","authors":"G. Dobson, Hsiao-Hui Lee, Edieal J. Pinker","doi":"10.2139/ssrn.1117672","DOIUrl":"https://doi.org/10.2139/ssrn.1117672","url":null,"abstract":"Many intensive care units (ICUs) face overcrowding. One response to this overcrowding is to bump ICU patients to other departments of the hopsital to make room for new patient arrivals. Such bumping clearly has the potential to reduce quality care. In this paper we develop a stochastic model of a single ICU with patient bumping. The purpose of this model is to enable planners to predict performance, in terms of bumping, under differing capacity and arrival patterns. We develop a new aggregation-disaggregation algorithm for this problem that enables us to keep track of the time in system for each patient despite the high dimensionality of the problem. Our approach allows for more accurate modelling of the system. We demonstrate the superior computational efficiency of our approach over traditional Gaussian Elimination.","PeriodicalId":153244,"journal":{"name":"System & Policy Design in Public Sector eJournal","volume":"52 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2008-04-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125373789","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 4
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