A large deviations perspective on ordinal optimization P Glynn, S Juneja
Proceedings of the 2004 Winter Simulation Conference, 2004. 1, 2004
308 2004 Rare-event simulation techniques: An introduction and recent advances S Juneja, P Shahabuddin
Handbooks in operations research and management science 13, 291-350, 2006
287 2006 Nested simulation in portfolio risk measurement MB Gordy, S Juneja
Management Science 56 (10), 1833-1848, 2010
275 2010 Effective bandwidth and fast simulation of ATM intree networks CS Chang, P Heidelberger, S Juneja, P Shahabuddin
Performance Evaluation 20 (1-3), 45-65, 1994
200 1994 Seroprevalence of SARS-CoV-2 in slums versus non-slums in Mumbai, India A Malani, D Shah, G Kang, GN Lobo, J Shastri, M Mohanan, R Jain, ...
The Lancet Global Health 9 (2), e110-e111, 2021
162 2021 Portfolio credit risk with extremal dependence: Asymptotic analysis and efficient simulation A Bassamboo, S Juneja, A Zeevi
Operations Research 56 (3), 593-606, 2008
155 2008 Simulating heavy tailed processes using delayed hazard rate twisting S Juneja, P Shahabuddin
ACM Transactions on Modeling and Computer Simulation (TOMACS) 12 (2), 94-118, 2002
141 2002 System for optimal resource allocation and planning for hosting computing services JS Shahabuddin, K Balaji, S Kapoor, S Juneja, V Gupta, A Chrungoo
US Patent 6,877,035, 2005
96 2005 Adaptive importance sampling technique for Markov chains using stochastic approximation TPI Ahamed, VS Borkar, S Juneja
Operations Research 54 (3), 489-504, 2006
90 2006 The concert queueing game: to wait or to be late R Jain, S Juneja, N Shimkin
Discrete Event Dynamic Systems 21, 103-138, 2011
77 2011 Kernel smoothing for nested estimation with application to portfolio risk measurement LJ Hong, S Juneja, G Liu
Operations Research 65 (3), 657-673, 2017
65 2017 Efficient simulation of tail probabilities of sums of correlated lognormals S Asmussen, J Blanchet, S Juneja, L Rojas-Nandayapa
Annals of Operations Research 189, 5-23, 2011
62 2011 Fast simulation of Markov chains with small transition probabilities S Juneja, P Shahabuddin
Management Science 47 (4), 547-562, 2001
54 2001 Optimal best-arm identification methods for tail-risk measures SJ S Agrawal, WM Koolen
Advances in Neural Information Processing Systems, 2021
50 2021 The concert queueing game: strategic arrivals with waiting and tardiness costs S Juneja, N Shimkin
Queueing Systems 74, 369-402, 2013
49 2013 Stream-packing: Resource allocation in web server farms with a qos guarantee J Shahabuddin, A Chrungoo, V Gupta, S Juneja, S Kapoor, A Kumar
High Performance Computing—HiPC 2001: 8th International Conference …, 2001
47 2001 Optimal -Correct Best-Arm Selection for Heavy-Tailed Distributions S Agrawal, S Juneja, P Glynn
Algorithmic Learning Theory, 61-110, 2020
46 2020 Selecting the best system, large deviations, and multi-armed bandits P Glynn, S Juneja
arXiv preprint arXiv:1507.04564, 2015
45 * 2015 City-scale agent-based simulators for the study of non-pharmaceutical interventions in the context of the COVID-19 epidemic: IISc-TIFR COVID-19 city-scale simulation team S Agrawal, S Bhandari, A Bhattacharjee, A Deo, NM Dixit, P Harsha, ...
Journal of the Indian Institute of Science 100, 809-847, 2020
42 2020 Monte Carlo methods for pricing financial options N Bolia, S Juneja
Sadhana 30, 347-385, 2005
42 2005