- J. Wang, "Modeling and Generating Daily Changes in Market Variables Using
A Multivariate Mixture of Normal Distributions,"Working Paper,
[pdf file], 2001;
- J. Wang, "Mean-Variance-VaR Based Portfolio Optimization,"
Working Paper, [pdf file], 2000;
- J. Wang and A. Deshmukh, "Optimal Control Policy for Batch Demand Supply Chains,"
Working Paper, [pdf file], 1999.
- B. W. Schmeiser, M. R. Taaffe and J. Wang,
"Control-Variate Estimation Using Estimated Control Means,"
IIE Transactions, to appear;
- B. W. Schmeiser, M. R. Taaffe and J. Wang,
"Biased Control Variate Estimation,"
IIE Transactions, to appear: March 2001;
- Q. Zhao and J. Wang,
"Extension of Black-Scholes Formula to Changing Volatility Models,"
Working Paper, 1999;
- Z. Lian, A. Deshmukh, and J. Wang,
"Optimal Frozen Period in a Periodic Review Inventory
Model with Updateable Forecast Demands,"
Working Paper, 1999;
- Z. Lian, A. Deshmukh, N. Krothapalli, and J. Wang,
"A Frozen Inventory Model with Updateable Forecast Demands,"
Working Paper, 1999;
- J. Wang,
"Parametric jackknife-after-bootstrap,"
Proceedings of the 1998 Winter Simulation Conference,
D.J. Medeiros, E.F. Watson, J.S. Carson, and M.S. Manivannan (Eds.),
IEEE Press, Piscataway, New Jersey, 587-591, 1998;
- C. X. J. Feng, J. Wang, and J. S. Wang,
"Inventory and lead time: The opportunity cost of poor quality,"
Working Paper, 1998;
- S. C. Fares, J. Wang, M. A. Fares, and L. Bradly,
"An on-line delivery system in teaching science courses,"
Proceedings of the Annual International IAOM Conference,
J. Quincy-Bryant (Ed.), Maximilian Press, Virginia Beach, VA,
16, 1, 13-16, 1998;
- J. Wang, J. S. Rao, and J. Shao,
"Weighted jackknife-after-bootstrap: A heuristic algorithm,"
Proceedings of the 1997 Winter Simulation Conference,
S. Andradottir, K. J. Healy, D. H. Withers, and B. L. Nelson (Eds.),
IEEE Press, Piscataway, New Jersey, 240-245, 1997;
- J. Wang and J. Chen,
"On the strong consistency of the maximum likelihood
estimators from randomly censored samples,"
International Journal of Reliability, Quality and Safety Engineering,
4, 1, 35-53, 1997;
- B. L. Nelson, B. W. Schmeiser, M. R. Taaffe, and J. Wang,
"Approximation-assisted point estimatio,"n
Operations Research Letters, 20, 109-118, 1997;
- S. C. Fares, J. Wang, and M. A. Fares,
"The internet as a teaching tool in the delivery of science courses,"
Proceedings of the Annual International IAOM Conference,
K. Akingbehin and S. Shin (Eds.), Maximilian Press, Chesapeake, VA,
15, 1, 153-155, 1997;
- B. W. Schmeiser and J. Wang,
"On the performance of pure adaptive search,"
Proceedings of the Winter Simulation Conference,
C. Alexopoulos, K. Kang, W. R. Lilegdon, and D. Goldsman (Eds.),
IEEE Press, Piscataway, NJ, 353-356, 1995;
- S. S. Gupta, Y. Liao, C. Qiu, and J. Wang,
"A new technique for improved confidence bounds for the probability
of correct selection," Statistica Sinica, 4, 2, 715-727, July 1994;
- J. Wang and B. W. Schmeiser,
"Monte Carlo estimation of Bayesian robustness,"
Two page summary in Proceedings of the Winter Simulation
Conference, 1993, 1394-1395, submitted to
IIE Transactions on IE Research, tentatively accepted;
- J. Wang, "Contributions to Monte Carlo analysis:
Variance reduction, random Search, and Bayesian robustness,"
Dissertation, University Microfilms International,
A Bell & Howell Information Company, Ann Arbor, Michigan, 1994;
- B. W. Schmeiser, V. Chandru, P. Koleske, and J. Wang,
"Improved hit and run Monte Carlo Markov chain method for optimization,"
Technical Report, SMS 93-17, School of Industrial Engineering,
Purdue University, 1993.
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