Stochastic models

Results: 1168



#Item
661Monte Carlo methods / Estimation theory / Robot control / Linear filters / Computational statistics / Particle filter / Geographic information system / Economic model / Ensemble Kalman filter / Statistics / Applied mathematics / Science

A tool for construction of stochastic spatio-temporal models assimilated with observational data

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Source URL: www.agile-online.org

Language: English - Date: 2008-04-02 11:16:28
662Operations research / Transportation planning / Markov models / Route assignment / Traffic flow / Flow network / John Glen Wardrop / Traffic congestion / Queueing model / Transport / Road transport / Stochastic processes

Microsoft Word - ITLS-WP-1403-paper

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Source URL: sydney.edu.au

Language: English - Date: 2014-03-20 17:42:57
663Hidden Markov model / Markov chain / Specific Area Message Encoding / Stochastic matrix / State space / Markov models / Statistics / Probability and statistics

Similarity Search on Uncertain Spatio-Temporal Data Johannes Niedermayer1 , Andreas Z¨ufle1 , Tobias Emrich1 , Matthias Renz1 Nikos Mamoulis2 , Lei Chen3 , Hans-Peter Kriegel1 1 Institute for Informatics, Ludwig-Maximil

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Source URL: www.dbs.ifi.lmu.de

Language: English - Date: 2013-10-18 05:06:14
664Kalman filter / Sensor / Stochastic / Statistics / Robot control / Control theory

A Framework for Inertial Sensor Calibration Using Complex Stochastic Error Models Stebler Y.*, Guerrier S.**, Skaloud J.*, and Victoria-Feser M.-P.** *

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Source URL: www.ion-ch.ch

Language: English - Date: 2012-03-23 08:22:13
665Markov models / Database theory / Markov chain / Stochastic process / Stochastic / Object database / Bayesian network / Database / Uncertain data / Statistics / Database management systems / Statistical models

Managing Uncertain Spatio-Temporal Data Thomas Bernecker, Tobias Emrich, Hans-Peter Kriegel, Andreas Zuefle Institute for Informatics Ludwig-Maximilians-Universität München Oettingenstr. 67, 80538 München, Germany

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Source URL: www.dbs.ifi.lmu.de

Language: English - Date: 2011-10-13 07:22:24
666Financial economics / Markov chain / Maximum likelihood / Stochastic volatility / Volatility / Credit default swap / Autoregressive conditional heteroskedasticity / Mathematical finance / Statistics / Mathematical sciences

Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. Bayesian Estimation of Time-Changed Default Intensity Models

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Source URL: www.federalreserve.gov

Language: English - Date: 2015-02-02 13:08:56
667Martingale / Stochastic processes / Martingale theory / Game theory

Density Models for default risk Monique Jeanblanc, Université d’Évry; Institut Europlace de Finance Workshop on Financial Derivatives and Risk Management, Fields Institute, 24-28 May[removed]Financial support from Féd

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-01 09:20:30
668Probability theory / Martingale / Semimartingale / Risk-neutral measure / Local martingale / Brownian motion / Stopping time / Wiener process / Quadratic variation / Statistics / Stochastic processes / Martingale theory

FRAGILITY OF ARBITRAGE AND BUBBLES IN DIFFUSION MODELS Paolo Guasoni, Dublin City University and Boston University ´ Mikl´os Rasonyi, University of Edinburgh

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-01-21 14:52:23
669Probability theory / Mathematical finance / Stochastic processes / Statistical models / Generalized functions / Normal distribution / Stable distribution / Volatility / Central limit theorem / Mathematical analysis / Statistics / Probability and statistics

arXiv:cond-mat/9905305v1 [cond-mat.stat-mech] 20 May[removed]Scaling of the distribution of fluctuations of financial market indices Parameswaran Gopikrishnan1 , Vasiliki Plerou1,2 , Lu´ıs A. Nunes Amaral1 , Martin Meyer

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Source URL: arxiv.org

Language: English - Date: 2008-02-01 04:54:26
670Bayesian statistics / Stochastic control / Markov models / Markov decision process / Reinforcement learning / Conjugate prior / Bayesian inference / Q-learning / Action selection / Statistics / Dynamic programming / Markov processes

Decentralized Bayesian Reinforcement Learning for Online Agent Collaboration A. Rogers1 , N. R. Jennings1 S. McClean4 , G. Parr4 W. T. L. Teacy1 , G. Chalkiadakis2

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Source URL: eprints.soton.ac.uk

Language: English - Date: 2012-06-06 11:47:06
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