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Stochastic models
Results: 1168

#	Item
581	Proceedings of the World Congress on Engineering 2011 Vol I WCE 2011, July 6 - 8, 2011, London, U.K. Pricing of Volatility Derivatives using 3/2Stochastic Models Joanna Goard Add to Reading List Source URL: www.iaeng.org Language: English - Date: 2011-05-08 20:24:43 Financial economics Variance swap VIX Stochastic volatility Volatility Heston model Implied volatility Geometric Brownian motion Autoregressive conditional heteroskedasticity Mathematical finance Statistics Finance
582	As Simple As Possible, But No Simpler: A Gentle Introduction to Simulation Modeling Add to Reading List Source URL: www.informs-sim.org Language: English - Date: 2006-11-08 11:59:34 Electronic engineering Electronic design automation Operations research Markov models Stochastic processes Discrete event simulation Computer simulation Simulation language Simulation software Statistics Scientific modeling Science
583	Forward equations for option prices A forward PIDE for option prices Exemples and Applications Forward equations for option prices in semimartingale models Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-26 09:00:10 Finance Equations Stochastic processes Differential equations Black–Scholes Partial differential equation Stochastic volatility Forward contract Volatility Financial economics Mathematical finance Options
584	Consistent exploration improves convergence of reinforcement learning on POMDPs Paul A. Crook Gillian Hayes Add to Reading List Source URL: homepages.inf.ed.ac.uk Language: English - Date: 2007-07-04 12:19:49 Stochastic control SARSA Markov models Theoretical computer science Reinforcement learning Q-learning Council on Environmental Quality Temporal difference learning Partially observable Markov decision process Statistics Markov processes Dynamic programming
585	Planning in Models that Combine Memory with Predictive Representations of State Add to Reading List Source URL: aaai.org Language: English - Date: 2006-01-11 01:12:22 Stochastic control Partially observable Markov decision process Markov decision process Markov model Dynamical system Reinforcement learning Pruning Linear programming Constraint algorithm Statistics Dynamic programming Markov processes
586	Hindawi Publishing Corporation Discrete Dynamics in Nature and Society Volume 2013, Article ID[removed], 9 pages http://dx.doi.org[removed][removed]Research Article Add to Reading List Source URL: downloads.hindawi.com Language: English - Date: 2014-08-28 15:53:16 Markov models Markov chain Poisson distribution Poisson process Statistics Markov processes Stochastic processes
587	Multi-Bandit Best Arm Identification Victor Gabillon Mohammad Ghavamzadeh Alessandro Lazaric INRIA Lille - Nord Europe, Team SequeL Add to Reading List Source URL: www.princeton.edu Language: English - Date: 2011-10-26 19:05:10 Stochastic optimization Markov models Variance Reinforcement learning Statistics Machine learning Multi-armed bandit
588	Modeling corpora of timestamped documents using semisupervised nonparametric topic models William W. Cohen Machine Learning Department Carnegie Mellon University Add to Reading List Source URL: www.cs.cmu.edu Language: English - Date: 2009-06-10 16:21:26 Markov models Dirichlet process Latent Dirichlet allocation Mixture model Topic model Perplexity Markov chain Non-parametric statistics Timestamp Statistics Statistical natural language processing Stochastic processes
589	Learning Predictive State Representations [removed] Satinder Singh Computer Science and Engineering, University of Michigan Add to Reading List Source URL: www.cs.utexas.edu Language: English - Date: 2003-11-08 15:06:01 Stochastic control Markov models Estimation theory Expectation–maximization algorithm Markov decision process Reinforcement learning Machine learning Algorithm Normal distribution Statistics Dynamic programming Markov processes
590	Existence and Finiteness Conditions for Risk-Sensitive Planning: First Results Yaxin Liu ([removed]) Sven Koenig ([removed]) Add to Reading List Source URL: aaai.org Language: English - Date: 2006-01-11 10:15:30 Dynamic programming Markov decision process Stochastic control Determinacy Markov chain Mathematical optimization Statistics Markov processes Markov models

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