Alan J. King

According to our database, Alan J. King authored at least 17 papers between 1989 and 2014.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2014

Middleware for financial risk data aggregation.

Alan J. King, Aviv Orani, Francis N. Parr

IBM J. Res. Dev., 2014

2009

Requirements for systemic risk management in the financial sector: invited talk.

Donna N. Dillenberger, Alan J. King, Francis N. Parr

Proceedings of the 2nd Workshop on High Performance Computational Finance, 2009

2005

Using multi-agent simulation to understand trading dynamics of a derivatives market.

Alan J. King, Olga Streltchenko, Yelena Yesha

Ann. Math. Artif. Intell., 2005

3. The IBM Stochastic Programming System.

Alan J. King, Stephen E. Wright, Gyana R. Parija, Robert Entriken

Proceedings of the Applications of Stochastic Programming, 2005

19. Stochastic Optimization for Lake Eutrophication Management.

Alan J. King, László Somlyódy, Roger J.-B. Wets

Proceedings of the Applications of Stochastic Programming, 2005

2004

On Bridging the Gap Between Stochastic Integer Programming and MIP Solver Technologies.

Gyana R. Parija, Shabbir Ahmed, Alan J. King

INFORMS J. Comput., 2004

2003

A Multi-Stage Stochastic Integer Programming Approach for Capacity Expansion under Uncertainty.

Shabbir Ahmed, Alan J. King, Gyana R. Parija

J. Glob. Optim., 2003

2002

Duality and martingales: a stochastic programming perspective on contingent claims.

Alan J. King

Math. Program., 2002

Applications of flexible pricing in business-to-business electronic commerce.

Martin Bichler, Jayant Kalagnanam, Kaan Katircioglu, Alan J. King, Richard D. Lawrence, Ho Soo Lee, Grace Y. Lin, Yingdong Lu

IBM Syst. J., 2002

1995

Probabilistic bounds (via large deviations) for the solutions of stochastic programming problems.

Yuri M. Kaniovski, Alan J. King, Roger J.-B. Wets

Ann. Oper. Res., 1995

1993

Asymptotic Theory for Solutions in Statistical Estimation and Stochastic Programming.

Alan J. King, R. Tyrrell Rockafellar

Math. Oper. Res., 1993

Asymmetric risk measures and tracking models for portfolio optimization under uncertainty.

Alan J. King

Ann. Oper. Res., 1993

Production planning via scenario modelling.

Laureano F. Escudero, Pasumarti V. Kamesam, Alan J. King, Roger J.-B. Wets

Ann. Oper. Res., 1993

1992

Sensitivity analysis for nonsmooth generalized equations.

Alan J. King, R. Tyrrell Rockafellar

Math. Program., 1992

Frontier: A Graphical Interface for Portfolio Optimization in a Piecewise Linear-Quadratic Risk Framework.

David L. Jensen, Alan J. King

IBM Syst. J., 1992

A Decomposition Method for Quadratic Programming.

David L. Jensen, Alan J. King

IBM Syst. J., 1992

1989

Generalized Delta Theorems for Multivalued Mappings and Measurable Selections.

Alan J. King

Math. Oper. Res., 1989