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Stochastic models
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201	Modelreduction for dynamical systems with stochastic parameters Mathematical models of physical or biological systems usually have some level of uncertainty. Uncertainties are often represented by stochastic parameters. Add to Reading List Source URL: people.cs.kuleuven.be Language: English
202	PDF Document Add to Reading List Source URL: jevinwest.org Language: English - Date: 2015-09-02 17:31:18 Probability theory Stochastic processes Probability Markov models Mathematical analysis Network theory Graph theory Markov chain Random walk Network science
203	DELFT UNIVERSITY OF TECHNOLOGY REPORTOn Cross-Currency Models with Stochastic Volatility and Correlated Interest Rates Lech A. Grzelak, Cornelis W. Oosterlee Add to Reading List Source URL: www.ewi.tudelft.nl Language: English - Date: 2011-05-11 08:16:59 Mathematical sciences Hull–White model Heath–Jarrow–Morton framework Normal distribution LIBOR market model Short-rate model Forward measure Heston model Stochastic volatility Mathematical finance Statistics Financial economics
204	Numerical solution of dynamic equilibrium models under Poisson uncertainty∗ Olaf Posch(a) and Timo Trimborn(b) (a) Hamburg University and CREATES, (b) University of G¨ottingen February 2013 Add to Reading List Source URL: www.oposch.com Language: English - Date: 2013-06-26 07:49:14 Differential equations Mathematical optimization Optimal control Differential calculus Multivariable calculus Partial differential equation Bellman equation Stochastic differential equation Ordinary differential equation Calculus Mathematical analysis Mathematics
205	Estimating Dynamic Equilibrium Models using Mixed Frequency Macro and Financial Data∗ Bent Jesper Christensen(a,b), Olaf Posch(c,b)†, and Michel van der Wel(b,d) (a) Aarhus University, (b) CREATES, (c) Hamburg Univer Add to Reading List Source URL: www.oposch.com Language: English - Date: 2014-10-08 05:31:27 Economics Stochastic processes Interest rates New Keynesian economics Dynamic stochastic general equilibrium Macroeconomic model Economic model General equilibrium theory Vasicek model Statistics Macroeconomics Mathematical finance
206	nocommit_revision_2010.dvi Add to Reading List Source URL: www.tomsargent.com Language: English - Date: 2015-04-08 13:04:21 Probability and statistics Stochastic differential equations Markov processes Dynamic programming Markov chain Lars Peter Hansen Bellman equation Filtering problem Kalman filter Statistics Control theory Markov models
207	INSTITUT NATIONAL DE RECHERCHE EN INFORMATIQUE ET EN AUTOMATIQUE Project-Team mistis Modelling and Inference of Complex and Structured Stochastic Systems Grenoble - Rhône-Alpes Add to Reading List Source URL: mistis.inrialpes.fr Language: English - Date: 2014-09-23 04:38:29 Machine learning Markov models Robust statistics Mixture model Non-parametric statistics Markov chain Parametric statistics Hidden Markov model Regression analysis Statistics Statistical inference Statistical models
208	Stochastic Production and Heterogeneous Risk Preferences: Commercial Fishers’ Gear Choices Håkan Eggert Department of Economics Göteborg University Add to Reading List Source URL: www.eafe-fish.org Language: English - Date: 2011-03-15 21:27:14 Statistical models Decision theory Data analysis Two-moment decision models Discrete choice Standard deviation Dummy variable Variance Logistic regression Statistics Regression analysis Econometrics
209	Volume 42 • Issue 3 IMS Bulletin April/May 2013 Add to Reading List Source URL: bulletin.imstat.org Language: English - Date: 2013-04-05 05:47:13 D. Raghavarao Markov chain Stochastic Markov property Jeremy Quastel Statistics Markov models Markov processes
210	Continuous Time Stochastic Modeling in R User’s Guide and Reference Manual CTSM-R Development Team CTSM-R Version 1.0.0 Add to Reading List Source URL: ctsm.info Language: English - Date: 2015-04-17 10:25:27 Markov models Maximum likelihood Scientific modelling Likelihood function R Kalman filter Akaike information criterion Statistics Estimation theory Statistical theory

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