Stochastic models

Results: 1168



#Item
491Dynamic programming / Stochastic control / Markov decision process / Reinforcement learning / Markov chain / Valuation / Secretary problem / Statistics / Markov processes / Markov models

Better Be Lucky Than Good: Exceeding Expectations in MDP Evaluation Thomas Keller and Florian Geißer University of Freiburg Freiburg, Germany {tkeller,geisserf}@informatik.uni-freiburg.de

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Source URL: gki.informatik.uni-freiburg.de

Language: English - Date: 2015-03-07 08:48:57
492Markov models / General equilibrium theory / Markov chain / Economic model / Stationary process / Statistics / Stochastic processes / Game theory

Indeterminacy in a Forward Looking Regime Switching Model 1

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Source URL: www.atl-res.com

Language: English - Date: 2008-09-07 20:13:02
493Economics / New classical macroeconomics / Dynamic stochastic general equilibrium / Statistical theory / Macroeconomic model / Identifiability / Maximum likelihood / Parametrization / System identification / Macroeconomics / New Keynesian economics / Estimation theory

LOCAL AND GLOBAL IDENTIFICATION OF DSGE MODELS: A SIMULTANEOUS-EQUATION APPROACH ˇ DANIEL F. WAGGONER, AND TAO ZHA MARTIN FUKAC, A BSTRACT. We address some issues about local and global identification of DSGE models and

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Source URL: www.atl-res.com

Language: English - Date: 2007-12-22 09:17:22
494Options / Finance / Stochastic processes / Geometric Brownian motion / Stochastic volatility / Implied volatility / Volatility smile / Volatility / Black–Scholes / Mathematical finance / Financial economics / Statistics

THE MIXING APPROACH TO STOCHASTIC VOLATILITY AND JUMP MODELS# by ALAN L. LEWIS March, 2002

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Source URL: www.optioncity.net

Language: English - Date: 2003-01-14 19:33:22
495Dynamic programming / Stochastic control / Reinforcement learning / Markov decision process / Q-learning / Machine learning / Finite-state machine / Markov chain / Algorithm / Statistics / Markov processes / Markov models

Reinforcement Learning with Hierarchies of Machines Ronald Parr and Stuart Russell Computer Science Division, UC Berkeley, CA[removed]parr,russell @cs.berkeley.edu

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Source URL: www.cs.duke.edu

Language: English - Date: 2012-05-29 14:54:19
496Dimensional analysis / Economics / Statistical theory / Maximum likelihood / Estimation theory / Identifiability / Dynamic stochastic general equilibrium

NBP Working Paper No. 170 www.nbp.pl Global identification of linearized DSGE models Andrzej Kocięcki, Marcin Kolasa

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Source URL: www.nbp.pl

Language: English - Date: 2014-09-25 04:13:36
497Markov models / Markov processes / Operations research / Poisson distribution / Parameter / Siméon Denis Poisson / Queueing theory / Probability distribution / Queueing model / Statistics / Stochastic processes / Poisson processes

A queuing-theory model of word frequency distributions Robert Munro University of Sydney [removed]

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Source URL: www.alta.asn.au

Language: English - Date: 2004-03-04 19:05:18
498Markov models / Stochastic control / Markov decision process / Reinforcement learning / Bellman equation / Markov chain / Partially observable Markov decision process / Statistics / Dynamic programming / Markov processes

Modular Value Iteration Through Regional Decomposition Linus Gisslen, Mark Ring, Matthew Luciw, and J¨ urgen Schmidhuber IDSIA Manno-Lugano, 6928, Switzerland

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Source URL: agi-conference.org

Language: English - Date: 2012-12-09 10:12:52
499Markov models / Markov processes / Markov chain / Linear algebra / Matrix / Stochastic process / Function / Stable theory / Eigenvalues and eigenvectors / Statistics / Mathematics / Algebra

Understanding Markov-Switching Rational Expectations Models 1 (Forthcoming in Journal of Economic Theory)

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Source URL: www.atl-res.com

Language: English - Date: 2009-08-03 19:05:20
500New classical macroeconomics / Dynamic stochastic general equilibrium / Macroeconomic model / International economics / Remittances / Economic model / Mathematical optimization / Macroeconomics / Economics / New Keynesian economics

DSGE Models for Philippines: Role of Remittances Paul D. McNelis1 October 2014

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Source URL: www.bsp.gov.ph

Language: English - Date: 2014-10-27 03:44:42
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