Suppose that investors observe signals (like accounting data) that noisily reflect the true value of the firm:

Source URL: www.econ.ohio-state.edu

• Statistics
• Mathematical analysis
• Probability
• Mathematical finance
• Signal processing
• Probability distributions
• Linear filters
• Technical analysis
• Volatility
• Autoregressive conditional heteroskedasticity
• Gaussian filter
• Normal distribution

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

Source URL: www.wiwi.uni-passau.de

• Statistics
• Economy
• Finance
• Mathematical finance
• Time series analysis
• Regression analysis
• Credit default swap index
• ITraxx
• Technical analysis
• Market risk
• Stochastic volatility
• Credit default swap

Institute of Mathematical Statistics is collaborating with JSTOR to digitize, preserve, and extend access to The Annals of Probability. ® www.jstor.org 

Source URL: www.math.csi.cuny.edu

Value-at-Risk and Conditional Value-at-Risk Minimization for Hazardous Materials Routing Iakovos Toumazis Changhyun Kwon Rajan Batta University at Buffalo, the State University of New York

Source URL: toumiak.com

• Financial risk
• Actuarial science
• Applied mathematics
• Mathematical finance
• Statistics
• Economy
• Value at risk
• Expected shortfall
• Risk
• Expected value
• Market risk
• Variance

Under review as a conference paper at ICLRU NIVERSALITY IN HALTING TIME AND ITS APPLICATIONS IN OPTIMIZATION Levent Sagun, Thomas Trogdon & Yann LeCun Courant Institute of Mathematical Sciences

Source URL: dl.dropboxusercontent.com

• Statistics
• Mathematical analysis
• Probability
• Probability distributions
• Kurtosis
• Skewness
• Deep learning
• Gradient descent
• Normal distribution

The Annals of Statistics 2015, Vol. 43, No. 2, 713–740 DOI: AOS1297 © Institute of Mathematical Statistics, 2015 DETECTING GRADUAL CHANGES IN LOCALLY

Source URL: www.statistik.uni-bonn.de

• Mathematical analysis
• Functional analysis
• Differential geometry
• Distribution
• Envelope
• Normal distribution

The Math Behind TrueSkill Abstract This paper accompanies my “Computing Your Skill” blog post at moserware.com. It contains selected portions from my paper notebook that I kept on my several-month journey to understa

Source URL: www.moserware.com

• Mathematical analysis
• Statistics
• Probability
• Probability distributions
• Gaussian function
• Normal distribution
• TrueSkill
• Difference of Gaussians
• Conjugate prior

Variance and Covariance Lecture for Economics 240A Douglas G. Steigerwald UC Santa Barbara September 2011

Source URL: econ.ucsb.edu

• Probability
• Mathematical analysis
• Statistics
• Covariance and correlation
• Variance
• Covariance
• Expected value
• Probability distributions

Learning Continuous-Time Social Network Dynamics Yu Fan University of California, Riverside

Source URL: rlair.cs.ucr.edu

• Statistics
• Estimation theory
• Markov models
• Statistical theory
• Statistical models
• Regression analysis
• Bayesian network
• Gibbs sampling
• Markov chain
• Expectationmaximization algorithm
• Parameter
• Mathematical model

DEPARTMENT OF MATHEMATICS TECHNICAL REPORT Generalized Correlated Cross-Validation (GCCV) Patrick S. Carmack November 2011

Source URL: uca.edu

• Statistics
• Probability
• Mathematical analysis
• Estimation theory
• Probability distributions
• Stable distributions
• Statistical theory
• Machine learning
• Maximum likelihood estimation
• Covariance
• Multivariate normal distribution
• Normal distribution