Concepedia

Jeremy Staum

JS

39

Publications

2K

Citations

21

H-Index

1998

Active since

Affiliations

Northwestern University(Current)

Management Sciences (United States)

Cornell University

Columbia University

Jeremy Staum is an author at Northwestern University specializing in engineering, statistics, and business.

Top concepts

EngineeringStatisticsSimulationUncertainty QuantificationModeling And SimulationFinanceBusinessData ScienceStochastic SimulationSystems Engineering

Publications per year

1998–2019

39

Publications

39

Stochastic Kriging for Simulation Metamodeling

Bruce E. Ankenman, Barry L. Nelson, Jeremy Staum · Operations Research · 2009 · 655 citations

Stochastic Simulation, Stochastic Kriging, Simulation Methodology +12

Shapley Effects for Global Sensitivity Analysis: Theory and Computation

Eunhye Song, Barry L. Nelson, Jeremy Staum · SIAM/ASA Journal on Uncertainty Quantification · 2016 · 205 citations

Mathematical Programming, Engineering, Game Theory +17

Conditioning on One-Step Survival for Barrier Option Simulations

Paul Glasserman, Jeremy Staum · Operations Research · 2001 · 78 citations

Mathematical Programming, Option Pricing, Engineering +15

Stochastic kriging for efficient nested simulation of expected shortfall

Ming Liu, Jeremy Staum · The Journal of Risk · 2010 · 77 citations

Engineering, Simulation, Markov Chain Monte Carlo +17

Stochastic kriging for simulation metamodeling

Bruce E. Ankenman, Barry L. Nelson, Jeremy Staum · 2008 Winter Simulation Conference · 2008 · 70 citations

Stochastic Simulation, Stochastic Kriging, Simulation Methodology +14

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