Stochastic

Results: 6946



#Item
351Statistics / Mathematics / Actuarial science / Statistical theory / Fellows of the Royal Society / Bernoulli Society for Mathematical Statistics and Probability / Institute of Mathematical Statistics / International Statistical Institute / Sara van de Geer / Wilfrid Kendall / Stochastic / Mathematical statistics

Vol. 23 (1), May 2016 Contents News from the Bernoulli Society p. 2

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Source URL: www.bernoulli-society.org

Language: English - Date: 2016-04-20 21:01:17
352Probability theory / Stochastic processes / Probability / Markov models / Mathematical analysis / Markov processes / Network theory / Graph theory / Markov chain / Random walk / Network science

ARTICLE Received 18 Mar 2014 | Accepted 9 Jul 2014 | Published 11 Aug 2014 DOI: ncomms5630 Memory in network flows and its effects on

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Source URL: www.jevinwest.org

Language: English - Date: 2015-09-02 17:31:18
353Mathematical analysis / Statistics / Exponentials / Probability distributions / Economic model / Stochastic process / Exponential function / Process calculus / PEPA / Generalizations of the derivative / Conceptual model / Exponential distribution

An Aggregation Technique For Large-Scale PEPA Models With Non-Uniform Populations Alireza Pourranjbar, Jane Hillston School of Informatics, University of Edinburgh 10th December 2013

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Source URL: homepages.inf.ed.ac.uk

Language: English - Date: 2013-12-16 05:45:52
354Economy / Finance / Money / Financial risk / Equations / Mathematical optimization / Behavioral finance / Expected utility / Bellman equation / Hyperbolic absolute risk aversion / Elasticity of intertemporal substitution / Equity premium puzzle

Recursive utility using the stochastic maximum principle Knut K. Aase ∗

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Source URL: www.qeconomics.org

Language: English - Date: 2016-07-31 11:25:04
355Mathematical analysis / Mathematics / Algebra / Ergodic theory / Stochastic processes / Probability theory / Symbol / Ergodicity / PerronFrobenius theorem / Invariant measure / Approximately finite-dimensional C*-algebra / Dynamical system

133 Documenta Math. Ergodic Properties and KMS Conditions on C ∗ -Symbolic Dynamical Systems

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Source URL: documenta.sagemath.org

Language: English - Date: 2011-04-22 12:51:17
356Mathematical analysis / Probability theory / Mathematics / Markov processes / Stochastic processes / Graph theory / Markov chain / Spectral theory / Mixing / Ising model / Decomposition of spectrum / Spectral theory of ordinary differential equations

Parameter-dependence of Markov processes on large networks R.S.MacKay Mathematics Institute, University of Warwick, Coventry CV4 7AL, UK Updated version: 12 January 2008

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Source URL: www2.warwick.ac.uk

Language: English - Date: 1970-01-01 18:00:00
357Economy / Business / Production economics / Economics / Stochastic frontier analysis / Statistical randomness / Economic model / Productivity / Scientific modelling / Production function / Stochastic / Time series

Incorporating Temporal and Country Heterogeneity in Growth Accounting - An Application to EU-KLEMS Antonio Peyrache and Alicia N. Rambaldi Fourth World KLEMS Conference

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Source URL: www.worldklems.net

Language: English - Date: 2016-07-07 07:56:02
358Mathematical finance / Applied mathematics / Economy / Academia / Volatility / Autoregressive conditional heteroskedasticity / Stochastic volatility / Implied volatility

Microsoft Word - EBVM13docx

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Source URL: www.nccr-finrisk.uzh.ch

Language: English - Date: 2016-02-22 11:42:31
359Mathematical finance / Economy / Applied mathematics / Finance / Volatility / Stochastic volatility / OrnsteinUhlenbeck process / Benchmark / CoxIngersollRoss model / International Petroleum Exchange / Volatility smile / Implied volatility

A Hidden Markov Stochastic Volatility Model for Energy Prices Robert J. Elliott∗ Tao Lin† Hong Miao‡ To describe the complex behavior of energy prices, we propose a stochastic volatility model, where

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Source URL: www.bbk.ac.uk

Language: English - Date: 2007-03-27 13:47:21
360Cognitive science / Artificial intelligence / Automated planning and scheduling / Probability / Dynamic programming / Markov processes / Stochastic control / Reinforcement learning / Markov decision process / Motion planning / Action selection / Prior probability

Proceedings of the Twenty-Fifth International Conference on Automated Planning and Scheduling Goal-Based Action Priors David Abel, D. Ellis Hershkowitz, Gabriel Barth-Maron, Stephen Brawner, Kevin O’Farrell, James Mac

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Source URL: h2r.cs.brown.edu

Language: English - Date: 2016-03-28 19:05:32
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