BOOKS 1. Brownian Motion and Martingales in Analysis), Wadsworth Pub.Co. 2. Lecture Notes On Particle Systems And PercolationWadsworth Pub. Co., Belmont CA 3. Probability: Theory and ExamplesWads

Source URL: www.math.duke.edu

• Contact process
• Brownian excursion
• Random walk
• Probability
• Percolation theory
• Statistics
• Stochastic processes
• Brownian motion

FOURIER TRANSFORMS, OPTION PRICING AND CONTROLS MARK JOSHI AND CHAO YANG Abstract. We incorporate a simple and effective control-variate into Fourier inversion formulas for vanilla option prices. The control-variate used

Source URL: fbe.unimelb.edu.au

• Options
• Finance
• Stochastic processes
• Fourier analysis
• Heston model
• Black–Scholes
• Fourier transform
• Implied volatility
• Stochastic volatility
• Mathematical finance
• Mathematical analysis
• Financial economics

This paper appeared in the Journal of Theoretical Biology: 111–116 Stochastic modeling of a serial killer M.V. Simkin and V.P. Roychowdhury Department of Electrical Engineering, University of California, Lo

Source URL: arxiv.org

• Stochastic processes
• Poisson distribution
• Probability distribution
• Andrei Chikatilo
• Random walk
• Normal distribution
• Random variable
• Neuron
• Statistics
• Probability and statistics
• Poisson processes

Journal of Artificial Intelligence Research Submitted 01/05; published 1/06 Approximate Policy Iteration with a Policy Language Bias: Solving Relational Markov Decision Processes

Source URL: www.jair.org

• Stochastic control
• Reinforcement learning
• Markov decision process
• Valuation
• Policy
• Statistics
• Dynamic programming
• Markov processes

An Optimizing Neuroeconomic Model of Discrete Choice∗ Michael Woodford Columbia University February 2, 2014

Source URL: www.columbia.edu

• Formal sciences
• Decision theory
• Statistical models
• Stochastic processes
• Statistical randomness
• Discrete choice
• Rational choice theory
• Randomness
• Control theory
• Statistics
• Knowledge
• Science

CAM Centre for Applied Microeconometrics Department of Economics University of Copenhagen http://www.econ.ku.dk/CAM/

Source URL: www.econ.ku.dk

• Economics
• Stochastic processes
• Markov chain
• Homogeneity and heterogeneity
• Martin Browning
• Heterogeneity
• Macroeconomic model
• Agent
• Economic model
• Statistics
• Markov models
• Markov processes

Peer-review e-journal «Problemi telekomunìkacìj» • № 3 (15) • 2014 • http://pt.journal.kh.ua

Source URL: pt.journal.kh.ua

• Wiener process
• Random variable
• Stochastic
• Kalman filter
• Importance sampling
• Statistics
• Stochastic processes
• Estimation theory

13. Reinforcement Learning
Read Chapter 13]
Exercises 13.1, 13.2, 13.4]
Control learning
Control policies that choose optimal actions
Q learning

Source URL: aass.oru.se

• Stochastic control
• Q-learning
• Reinforcement learning
• Markov decision process
• Machine learning
• SARSA
• Statistics
• Dynamic programming
• Markov processes

27 Exercises Chapter 9 1. Implement acquisition and extinction as in figure 9.1 using the Rescorla-Wagner (delta) rule (equation 9.2).

Source URL: www.gatsby.ucl.ac.uk

(January 15, Discussion of the read paper by Peter McCullagh “Sampling bias and logistic models” (to appear in Journal of Royal Statistical Society Series B.) Professor Jesper Møller, Aalborg University. I we

Source URL: people.math.aau.dk

• Statistical models
• Point process
• Statistical inference
• Cox process
• Proportional hazards models
• Regression analysis
• Statistics
• Stochastic processes
• Poisson processes