Stochastic models

Results: 1168



#Item
851Finance / 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

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Source URL: www.federalreserve.gov

Language: English - Date: 2010-10-14 16:28:24
852Theory of computation / Alan Turing / Computability theory / Turing machine / Chemical kinetics / Molecularity / Markov chain / Chemical reaction / Computability / Theoretical computer science / Computer science / Models of computation

COMPUTATION WITH FINITE STOCHASTIC CHEMICAL REACTION NETWORKS DAVID SOLOVEICHIK∗ , MATTHEW COOK† , ERIK WINFREE‡ , AND JEHOSHUA BRUCK§ Abstract. A highly desired part of the synthetic biology toolbox is an embedde

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Source URL: dna.caltech.edu

Language: English - Date: 2008-02-02 01:31:42
853Probability and statistics / Viterbi algorithm / Hidden Markov model / Dynamic programming / Stochastic context-free grammar / Markov chain / Fisher–Yates shuffle / Baum–Welch algorithm / Algorithm / Markov models / Statistics / Mathematics

Inverting the Viterbi Algorithm: An Abstract Framework for Structure Design Michael Schnall-Levin [removed] Leonid Chindelevitch

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Source URL: www.machinelearning.org

Language: English - Date: 2008-05-12 14:01:36
854Macroeconomics / Mathematical finance / Statistical randomness / Economic model / Stochastic / Equity premium puzzle / Capital asset pricing model / Random walk model of consumption / Financial economics / Economics / Finance

Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. An Empirical Investigation of Consumption-based Asset Pricing Models with Stochastic

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Source URL: www.federalreserve.gov

Language: English - Date: 2012-03-12 14:52:24
855Finance / Investment / Timer Call / VIX / Black–Scholes / Volatility / Heston model / Valuation of options / Stochastic volatility / Mathematical finance / Financial economics / Options

Managing Volatility Risk Innovation of Financial Derivatives, Stochastic Models and Their Analytical Implementation Chenxu Li

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Source URL: www.math.columbia.edu

Language: English - Date: 2013-01-26 16:47:24
856Economic theories / Macroeconomic policy / Economic policy / Lucas critique / General equilibrium theory / Economic model / Rational expectations / Macroeconomic model / Dynamic stochastic general equilibrium / Macroeconomics / Economics / New classical macroeconomics

The Lucas Critique and the Stability of Empirical Models∗ Thomas A. Lubik Federal Reserve Bank of Richmond Paolo Surico Bank of England and

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Source URL: www.clevelandfed.org

Language: English - Date: 2006-08-02 14:30:30
857Theory of computation / Alan Turing / Computability theory / Turing machine / Chemical kinetics / Molecularity / Markov chain / Chemical reaction / Computability / Theoretical computer science / Computer science / Models of computation

COMPUTATION WITH FINITE STOCHASTIC CHEMICAL REACTION NETWORKS DAVID SOLOVEICHIK∗ , MATTHEW COOK† , ERIK WINFREE‡ , AND JEHOSHUA BRUCK§ Abstract. A highly desired part of the synthetic biology toolbox is an embedde

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Source URL: www.paradise.caltech.edu

Language: English - Date: 2008-01-18 18:16:17
858Markov models / Measurement / Dynamic programming / Stochastic control / Reinforcement learning / Markov decision process / Percentile / Mathematical optimization / Markov chain / Statistics / Probability and statistics / Markov processes

percentileMDP_ICML_camReady_final.dvi

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Source URL: www.machinelearning.org

Language: English - Date: 2008-12-01 11:24:45
859Markov models / Statistical models / Probability theory / Networks / Belief propagation / Markov chain / Markov random field / Stochastic process / Normal distribution / Statistics / Probability and statistics / Graphical models

Approximate Inference by Markov Chains on Union Spaces Max Welling [removed] Michal Rosen-Zvi [removed]

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Source URL: www.machinelearning.org

Language: English - Date: 2008-12-01 11:20:45
860Probability theory / Critical phenomena / Lattice models / Percolation theory / Percolation threshold / Poisson process / Directed percolation / Boolean model / Poisson distribution / Statistics / Probability and statistics / Stochastic processes

Percolation in multi-hop wireless networks ∗ Massimo Franceschetti1 , Lorna Booth, Matthew Cook2 , Ronald Meester3 , Jehoshua Bruck2

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Source URL: www.paradise.caltech.edu

Language: English - Date: 2003-09-02 02:50:59
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