Stochastic models

Results: 1168



#Item
691Finance / Investment / Volatility / Stochastic volatility / Ole Barndorff-Nielsen / Black–Scholes / Realized variance / Realized kernel / Mathematical finance / Financial economics / Options

The Information Content of High-Frequency Data for Estimating Equity Return Models and Forecasting Risk

Add to Reading List

Source URL: federalreserve.gov

Language: English - Date: 2010-09-07 12:27:28
692Econometrics / New Keynesian economics / New classical macroeconomics / Dynamic stochastic general equilibrium / Multivariate statistics / Macroeconomic model / Shock / Economic model / Vector autoregression / Economics / Macroeconomics / Statistics

Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. Practical Tools for Policy Analysis in DSGE Models with Missing Channels

Add to Reading List

Source URL: federalreserve.gov

Language: English - Date: 2013-02-07 18:08:38
693Probability theory / Markov processes / Statistical dependence / Markov chain / Pattern theory / Hidden Markov model / Markov property / Expectation–maximization algorithm / Stochastic process / Statistics / Markov models / Statistical models

ICM 2002 · Vol. III · 1–3 Pattern Theory: the Mathematics of Perception David Mumford∗

Add to Reading List

Source URL: www.csee.wvu.edu

Language: English - Date: 2008-08-18 10:37:07
694Dirichlet distribution / Pitman–Yor process / Parametric model / Dirac delta function / Normal distribution / Multinomial distribution / Probability distribution / Chinese restaurant process / Conjugate prior / Statistics / Stochastic processes / Dirichlet process

A Brief Overview of Nonparametric Bayesian Models NIPS 2009 Workshop Zoubin Ghahramani1 Department of Engineering University of Cambridge, UK [removed]

Add to Reading List

Source URL: mlg.eng.cam.ac.uk

Language: English - Date: 2009-12-21 12:46:22
695Financial economics / Equations / Mathematical finance / Normal distribution / Black–Scholes / Jump diffusion / Statistics / Stochastic processes / Options

Jump-Diffusion Processes and Affine Term Structure Models: Additional Closed-Form Approximate Solutions, Distributional Assumptions for Jumps, and Parameter Estimates

Add to Reading List

Source URL: federalreserve.gov

Language: English - Date: 2005-12-05 10:54:00
696Statistical theory / Cluster analysis / Estimation theory / Parametric model / Mixture model / Dirichlet process / Normal distribution / Gaussian process / Hidden Markov model / Statistics / Stochastic processes / Statistical models

Non-parametric Bayesian Methods Uncertainty in Artificial Intelligence Tutorial July 2005 Zoubin Ghahramani Gatsby Computational Neuroscience Unit1 University College London, UK

Add to Reading List

Source URL: mlg.eng.cam.ac.uk

Language: English - Date: 2006-05-16 12:30:16
697Markov processes / Quantum mechanics / Data analysis / Markov chain / Matrix / Perturbation theory / Stochastic matrix / Iterative proportional fitting / Normal distribution / Statistics / Markov models / Categorical data

Idescat. SORT. Eliminating small cells from census counts tables: empirical vs. design transition probabilities. Special issue: Privacy in statistical databases

Add to Reading List

Source URL: www.idescat.cat

Language: English - Date: 2011-09-09 03:38:57
698Stochastic processes / Markov models / Markovian arrival processes / Poisson process / Phase-type distribution / Markov chain / Queueing model / Stochastic matrix / Erlang / Statistics / Markov processes / Queueing theory

Statistics & Operations Research c Institut d’Estad´ıstica de Catalunya Transactions

Add to Reading List

Source URL: www.idescat.cat

Language: English - Date: 2010-12-27 07:49:53
699Probability and statistics / Queueing theory / Markov models / Teletraffic / Priority queue / Queueing model / Traffic shaping / Throughput / FIFO / Statistics / Network performance / Stochastic processes

PDF Document

Add to Reading List

Source URL: media.wiley.com

Language: English - Date: 2007-10-05 15:13:42
700Dynamic programming / Stochastic control / Markov models / Expectation–maximization algorithm / Partially observable Markov decision process / Maximum likelihood / Reinforcement learning / Markov chain / Normal distribution / Statistics / Markov processes / Estimation theory

Natural Belief-Critic: a reinforcement algorithm for parameter estimation in statistical spoken dialogue systems F. Jurˇc´ıcˇ ek, B. Thomson, S. Keizer, F. Mairesse, M. Gaˇsi´c, K. Yu, and S. Young Engineering Depa

Add to Reading List

Source URL: mi.eng.cam.ac.uk

Language: English - Date: 2010-11-01 08:12:32
UPDATE