Mathematical model

Results: 5928



#Item
211Finance / Money / Economy / Mathematical finance / Financial economics / Financial risk / Investment / Actuarial science / Modern portfolio theory / Portfolio optimization / Leverage / Marginal conditional stochastic dominance

INVITED EDITORIAL COMMENT FA L LA Comparison of the Mean–Variance–Leverage Optimization Model and the Markowitz General

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Source URL: www.jlem.com

Language: English - Date: 2014-03-18 11:41:06
212Mathematical logic / Theoretical computer science / Formal methods / Logic / Logic in computer science / Hardware verification languages / Model checking / Formal verification / E / Gmail / Aspect-oriented software development / Propositional calculus

Verifying Cross-Cutting Features as Open Systems Harry Li† Shriram Krishnamurthi Kathi Fisler

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Source URL: web.cs.wpi.edu

Language: English - Date: 2002-11-30 10:29:52
213Options / Mathematical finance / Applied mathematics / Economy / Finance / Volatility smile / Implied volatility / Foreign exchange option / Moneyness / BlackScholes model / Volatility / VIX

SPONSORED FEATURE FX volatility An evolutionary story Jessica James and Jonathan Fullwood of Commerzbank present an overview of volatility – from its origins, to the current era – taking

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Source URL: cbcm.commerzbank.com

Language: English - Date: 2015-07-02 05:13:45
214Econometrics / Time series analysis / Statistics / Economics / Time series models / Mathematical finance / Energy economics / Cointegration / Error correction model / Unit root / Granger causality / Vector autoregression

This article appeared in a journal published by Elsevier. The attached copy is furnished to the author for internal non-commercial research and education use, including for instruction at the authors institution and shar

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Source URL: sure-infrastructure.leeds.ac.uk

Language: English - Date: 2014-05-09 08:18:31
215Game theory / Mathematics / Mathematical analysis / Economic model / Nash equilibrium / Sigma-algebra / Solution concept / Measurable function / Strategy / Loss function / Borel set / Best response

A Framework for the Analysis of Self-Con…rming Policies P. Battigalli,a S. Cerreia-Vioglio,a F. Maccheroni,a M. Marinacci,a T. Sargentb a b

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Source URL: www.tomsargent.com

Language: English - Date: 2016-03-22 14:20:27
216Logic / Mathematical logic / Abstraction / Model theory / Predicate logic / Formal languages / Logic in computer science / First-order logic / Interpretation / Modal logic / Axiom / Equality

A Specification Formalism for Interacting Objects∗ Olaf Owe Department of Informatics, University of Oslo, Norway email: , fax: +Abstract

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Source URL: folk.uio.no

Language: English - Date: 2011-09-02 08:27:14
217Economics / Signal processing / Statistics / Dynamic stochastic general equilibrium / Control theory / Estimation theory / Macroeconomic model / Mathematical optimization / Impulse response / Autoregressive model

Status of Partial Information Software Paul Levine University of Surrey Joseph Pearlman London Metropolitan University

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Source URL: www.monfispol.eu

Language: English - Date: 2011-11-16 06:27:36
218Game theory / Statistics / Science / Systems science / Mathematical economics / Systems theory / Statistical inference / Reinforcement learning / Non-cooperative game theory / Agent-based model / Core / Cooperative game theory

A BAYESIAN A PPROACH TO M ULTIAGENT R EINFORCEMENT L EARNING AND C OALITION F ORMATION UNDER U NCERTAINTY by Georgios Chalkiadakis

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Source URL: www.intelligence.tuc.gr

Language: English - Date: 2007-11-09 12:26:29
219Mathematical finance / Finance / Money / Applied mathematics / Volatility / Stochastic volatility / Beta / Capital asset pricing model

Structural Dynamic Analysis of Systematic Risk Laurent Calvet, Veronika Czellar and Christian Gouri´ eroux∗ First version: August 2014 This version: December 27, 2015

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Source URL: www.cb.cityu.edu.hk

Language: English - Date: 2016-07-08 00:16:55
220Physics / Theoretical physics / Symmetry / Philosophy of physics / Field / Quaternion / Equation / BornInfeld model

On the mathematical structure and hidden symmetries of the Born-Infeld field equations Diego Julio Cirilo-Lombardo JINR University, Russian federation

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Source URL: xtsunxet.usc.es

Language: English - Date: 2007-03-09 06:01:49
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