Mathematical statistics

Results: 6232



#Item
771Options / Finance / Autoregressive conditional heteroskedasticity / Stochastic volatility / Volatility / Implied volatility / Black–Scholes / Mixture model / Time series / Mathematical finance / Financial economics / Statistics

CREATES Research PaperBayesian Option Pricing Using Mixed Normal Heteroskedasticity Models Jeroen V.K. Rombouts and Lars Stentoft School of Economics and Management

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Source URL: www.econ.au.dk

Language: English - Date: 2011-09-21 09:12:59
772Decision theory / Utility / Statistical theory / Ambiguity aversion / Bayesian inference / Expected utility hypothesis / Bayesian probability / Ellsberg paradox / Kullback–Leibler divergence / Statistics / Game theory / Bayesian statistics

SUBJECTIVE PROBABILITY, CONFIDENCE, AND BAYESIAN UPDATING Igor Kopylov∗ Institute for Mathematical Behavioral Sciences, and Department of Economics, University of California, Irvine, CA 92697

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Source URL: laef.ucsb.edu

Language: English - Date: 2015-02-19 16:51:00
773Mathematics / Mathematical finance / Monte Carlo method / Parallel computing / Grid computing / Distributed computing / Random number generation / Binomial options pricing model / Pseudorandomness / Randomness / Applied mathematics / Probability and statistics

Analysis of Large-scale Grid-based Monte Carlo Applications Analysis of Large-scale Grid-based Monte Carlo Applications Yaohang Li and Michael Mascagni

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Source URL: www.cs.fsu.edu

Language: English - Date: 2003-10-14 12:58:54
774Stock market / Mathematical finance / Time series analysis / Mean reversion / Stochastic processes / Ornstein–Uhlenbeck process / Volatility / Share price / Quantitative analyst / Statistics / Financial economics / Economics

DNB Working Paper NoApril 2012 Laura Spierdijk and Jacob Bikker DNB W o r k i n g P a p e r

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Source URL: www.dnb.nl

Language: English - Date: 2015-06-02 04:55:50
775Trigonometry / Summary statistics / Trigonometric functions / Radian / Sine / Standard deviation / Angle / Function / Weighted mean / Statistics / Mathematics / Mathematical analysis

Package ‘aspace’ February 19, 2015 Type Package Title A collection of functions for estimating centrographic statistics and computational geometries for spatial point patterns

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Source URL: cran.r-project.org

Language: English - Date: 2015-02-19 17:04:51
776Weather prediction / Multigrid method / Numerical analysis / Wavelets / Scientific modelling / Climate model / Data assimilation / Uncertainty / Partial differential equation / Atmospheric sciences / Statistics / Science

Multiscale Methods for the Multiscale Environment of Climate Simulation Robert Scheichl Department of Mathematical Sciences CliMathNet Seminar (from Bath), July 16th 2013

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Source URL: www.climathnet.org

Language: English - Date: 2015-06-09 13:12:18
777Dimension reduction / Nonlinear dimensionality reduction / Multidimensional scaling / Statistics / Multivariate statistics / Mathematical optimization

Fast Optimization for t-SNE Laurens van der Maaten Department of Computer Science and Engineering, University of California, San Diego 9500 Gilman Drive, La Jolla, CA 92093, USA Pattern Recognition & Bioinformatics Lab,

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Source URL: lvdmaaten.github.io

Language: English - Date: 2015-06-09 09:51:41
778General topology / Estimation theory / Calculus / Continuous function / Entailment / Interior / Θ / Parametric model / Grassmann integral / Logic / Mathematical logic / Mathematics

Jordan Journal of Mathematics and Statistics (JJMS) 8(1), 2015, ppA DECOMPOSITION OF PAIRWISE CONTINUITY K.M. ARIFMOHAMMED (1)

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Source URL: journals.yu.edu.jo

Language: English - Date: 2015-05-04 07:48:52
779Mathematics education / Mathematical sciences / Mathematics / STEM fields / Education / Statistics education / Knowledge

The Dongxing Wang Mathematics Education Lecture Mathematics Education is about to be transformed Will Math Departments play a role? Department of Mathematics and College of Education University of Florida

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Source URL: www.math.ufl.edu

Language: English - Date: 2014-11-03 11:57:05
780Statistics / Volatility / Stochastic volatility / Hurst exponent / Variance swap / Volatility smile / Implied volatility / Mathematical finance / Finance / Financial economics

Rough Volatility Jim Gatheral Baruch College (Dated: February 19, 2015) Starting from the observation that increments of the log-realized-volatility possess a remarkably simple scaling property, we show that log-volatili

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Source URL: www.columbia.edu

Language: English - Date: 2015-02-09 00:05:09
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