Mathematical statistics

Results: 6232



#Item
611Finance / Hull–White model / LIBOR market model / Heston model / Stochastic volatility / Local volatility / Short-rate model / Forward measure / Cox–Ingersoll–Ross model / Mathematical finance / Financial economics / Statistics

DELFT UNIVERSITY OF TECHNOLOGY REPORTAn Equity-Interest Rate Hybrid Model With Stochastic Volatility And The Interest Rate Smile Lech A. Grzelak, Cornelis W. Oosterlee

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Source URL: www.ewi.tudelft.nl

Language: English - Date: 2011-05-11 08:16:58
612Statistics / Mathematics / Logarithms / Mathematical analysis / Normal distribution

V. J. Hotz Rev. May 26, 2007 Roy Model of Self-Selection: General Case Results drawn on Heckman and Sedlacek JPE, 1985 and Heckman and Honoré, Econometrica, 1986.

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Source URL: public.econ.duke.edu

Language: English - Date: 2011-05-21 09:52:18
613Statistics / New classical macroeconomics / Thomas J. Sargent / Rational expectations / Economic model / Lars Peter Hansen / Macroeconomic model / Bayesian probability / Mathematical model / Macroeconomics / Fellows of the Econometric Society / Economics

ACKNOWLEDGING MISSPECIFICATION IN MACROECONOMIC THEORY LARS PETER HANSEN AND THOMAS J. SARGENT We explore methods for confronting model misspeci cation in macroeconomics. We construct dynamic equilibria in which private

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Source URL: www.tomsargent.com

Language: English - Date: 2015-04-08 13:04:20
614Mathematical analysis / Spectrum / Eigenvalues and eigenvectors / Fredholm operator / Decomposition of spectrum / Spectral theory of ordinary differential equations / Algebra / Spectral theory / Mathematics

Jordan Journal of Mathematics and Statistics (JJMS) 6(2), 2013, ppPROPERTY (m) FOR BOUNDED LINEAR OPERATORS M.H.M.RASHID Abstract. A bounded linear operator T acting on a Banach space satisfies property (m) i

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Source URL: journals.yu.edu.jo

Language: English - Date: 2013-07-31 06:08:46
615Analytica / Mathematical optimization / Numerical software / Operations research / Forward-looking statement / United States Environmental Protection Agency / Wastewater / Mathematical software / Science / Statistics

Analytica Bio-Energy Corp. enters Phase Two with the Environmental Protection Bureau, (EPA) Liaoning Province, China. TAIPEI, TAIWAN, November 17, 2014 – Analytica Bio-Energy, Corp. (ABEC 0TCQB) (The Company) is please

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Source URL: www.analyticabioenergy.com

Language: English - Date: 2014-12-03 10:26:41
616Financial markets / Open-high-low-close chart / Stock market / Technical analysis / Pawlowski / Volatility / Skew / Trading strategy / Investment / Statistics / Mathematical finance / Financial economics

Are High Frequency Traders Prudent and Temperate? R/Finance Chicago 2015 Jerzy Pawlowski NYU Polytechnic School of Engineering May 28, 2015

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Source URL: www.rinfinance.com

Language: English - Date: 2015-06-04 06:20:20
617Mathematics / Integral calculus / Stochastic calculus / Statistical mechanics / Peter Friz / Terry Lyons / Stochastic differential equation / Brownian motion / Integral / Statistics / Mathematical analysis / Stochastic processes

Peter Friz and Martin Hairer A Course on Rough Paths With an introduction to regularity structures June 2014 Errata (last update: April 2015)

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Source URL: www.hairer.org

Language: English - Date: 2015-04-23 12:04:46
618Markov decision process / Apprenticeship learning / Mathematical optimization / Statistics / Machine learning / Reinforcement learning

Transfer in Inverse Reinforcement Learning for Multiple Strategies Ajay Kumar Tanwani, Aude Billard Learning Algorithms and Systems Laboratory (LASA) Ecole Polytechnique Federale de Lausanne, Switzerland. {ajay.tanwani,

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Source URL: lasa.epfl.ch

Language: English - Date: 2014-07-08 10:55:26
619Analytica / Forward-looking statement / Water treatment / Mathematical software / Science / Statistics

Analytica Bio-Energy has put forth a LOI with The World Buddhism Association NovAnalytica Bio Energy, Inc. the fully owned Taiwan subsidiary of Analytica Bio-Energy Corp. USA has put forth a Letter of Intent wit

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Source URL: www.analyticabioenergy.com

Language: English - Date: 2014-12-03 12:29:22
620Monte Carlo methods / Estimation theory / Markov models / Weather prediction / Statistical forecasting / Limited-memory BFGS / BFGS method / Markov chain Monte Carlo / Mixture model / Statistics / Probability and statistics / Mathematical sciences

Microsoft Word110139

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Source URL: www.lasg.ac.cn

Language: English - Date: 2012-03-08 21:44:30
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