Filtering problem

Results: 82



#Item
61Filtering problem / Brownian motion / Black–Scholes / Wiener process / Heston model / Girsanov theorem / Malliavin calculus / Martingale / Kalman filter / Statistics / Stochastic processes / Stochastic differential equation

Non linear filtering and optimal investment under partial information for stochastic volatility models Dalia Ibrahim; Frédéric Abergel∗; July 6, 2014 hal[removed], version[removed]Jul 2014

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Source URL: hal.archives-ouvertes.fr

Language: English - Date: 2014-07-07 02:50:00
62Mathematical sciences / Linear filters / Stochastic differential equations / Geostatistics / Kalman filter / Kriging / Data assimilation / Filtering problem / Wiener filter / Statistics / Control theory / Estimation theory

PDF Document

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Source URL: www.stat.missouri.edu

Language: English - Date: 2002-08-20 11:30:25
63Cybernetics / Systems theory / Linear filters / Bayesian statistics / Robot control / Data assimilation / Ensemble Kalman filter / Kalman filter / Filtering problem / Statistics / Estimation theory / Control theory

PDF Document

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Source URL: old.ecmwf.int

Language: English - Date: 2013-07-04 13:53:03
64Information retrieval / Human–computer interaction / Collaboration / Collaborative filtering / GroupLens Research / Recommender system / Science / Information / MovieLens / Information science / Collective intelligence / Social information processing

Combining Dynamic Agents and Collaborative Filtering without Sparsity Rating Problem for Better Recommendation Quality Saranya Maneeroj, Hideaki Kanai and Katsuya Hakozaki Graduate School of Information Systems Universit

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Source URL: www.ercim.eu

Language: English - Date: 2008-12-08 05:11:33
65Censorship / Computing / Internet / Pornography law / Child safety / Internet pornography / Martin Rimm / Content filtering / Child Online Protection Act / Internet censorship / Web browsers / Content-control software

Statement of the Problem Since the Internet came to the fore of public attention around 1994, Americans have been obsessed with the scourge of easily accessed online pornography, violence, and hate speech. Newspaper and

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Source URL: www.copacommission.org

Language: English - Date: 2013-02-05 12:43:57
66Control theory / Estimation theory / Data analysis / Normal distribution / Independence / Filtering problem / Multivariate normal distribution / Standard deviation / Kalman filter / Statistics / Stochastic differential equations / Probability theory

Conditional Gauss-Hermite Filtering with Application to Volatility Estimation

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Source URL: www.fernuni-hagen.de

Language: English - Date: 2011-11-29 06:50:38
67Mathematics / Stochastic differential equations / Estimation theory / Signal processing / Probability theory / Kalman filter / Discretization / Filtering problem / Multivariate random variable / Statistics / Control theory / Mathematical analysis

Reliable hidden Markov model filtering through coherent lower previsions Alessio Benavoli IDSIA Lugano, Switzerland. [removed]

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Source URL: www.idsia.ch

Language: English - Date: 2009-05-22 07:40:31
68Control theory / Normal distribution / Filtering problem / Itō diffusion / Kalman filter / Statistics / Stochastic differential equations / Estimation theory

Fast Continuous-Discrete DAF-Filters Thomas Mazzoni Diskussionsbeitrag Nr. 445 November[removed]Diskussionsbeiträge der Fakultät für Wirtschaftswissenschaft

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Source URL: www.fernuni-hagen.de

Language: English - Date: 2011-11-29 06:50:39
69Spam filtering / Email / Computer-mediated communication / Hashcash / Postage stamp / Email spam / Mail / Spam / Open mail relay / Spamming / Internet / Computing

An Overview of E-Postage June[removed]Updated February[removed]Executive Summar y E-postage, a cash payment for each e-mail message sent, has often been proposed as a solution to the junk e-mail problem. Can e-postage

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Source URL: www.taugh.com

Language: English - Date: 2013-03-17 11:53:14
70Probability theory / Local martingale / Martingale / Stopping time / Filtering problem / Itō diffusion / Itō calculus / Statistics / Stochastic processes / Martingale theory

The filtered martingale problem Thomas G. Kurtz ∗ Departments of Mathematics and Statistics University of Wisconsin - Madison 480 Lincoln Drive Madison, WI[removed]

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Source URL: www.math.wisc.edu

Language: English - Date: 2010-05-24 14:36:18
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