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Stochastic
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#	Item
521	Dynamic equilibrium with heterogeneous agents and risk constraints Rodolfo Prieto∗ November 2009 Abstract We examine the impact of risk-based portfolio constraints on asset prices in a standard exchange economy model w Add to Reading List Source URL: www.hec.unil.ch Language: English - Date: 2009-12-08 11:44:02 Economy Mathematical finance Finance Money Economic equilibrium Portfolio optimization General equilibrium theory Mathematical optimization Risk premium Financial risk Incomplete markets Stochastic volatility
522	Computing the Market Price of Volatility Risk in the Energy Commodity Markets James S. Doran Department of Finance Florida State University and Add to Reading List Source URL: www.bbk.ac.uk Language: English - Date: 2007-03-27 13:47:17 Mathematical finance Options Economy Finance Money Volatility Implied volatility Stochastic volatility BlackScholes model Beta Market risk Moneyness
523	Microsoft Word - IJIMA03-01.docx Add to Reading List Source URL: www.foibg.com Language: English - Date: 2015-02-02 08:39:30 Nuclear magnetic resonance Relaxation Stochastic processes Mathematical finance Brownian model of financial markets
524	Sticky information models in Dynare Add to Reading List Source URL: www.suomenpankki.fi Language: English - Date: 2013-05-06 08:35:01 Economics Macroeconomics Keynesian economics Time series models New Keynesian economics Phillips curve Nominal rigidity Ricardo Reis Greg Mankiw Economic model Dynamic stochastic general equilibrium Autoregressive model
525	JOURNAL OF ENVIRONMENTAL HYDROLOGY The Electronic Journal of the International Association for Environmental Hydrology On the World Wide Web at http://www.hydroweb.com Add to Reading List Source URL: www.hydroweb.com Language: English - Date: 2009-07-16 12:34:30 Probability theory Mathematical analysis Stochastic calculus Stochastic processes Probability Equations Stochastic differential equation It calculus Control theory Method of undetermined coefficients
526	Lines Missing Every Random Point∗ Jack H. Lutz† Neil Lutz‡ Abstract Add to Reading List Source URL: paul.rutgers.edu Language: English - Date: 2014-07-23 19:14:22 Mathematical analysis Computability theory Mathematics Theory of computation Theoretical computer science Martingale theory Stochastic processes Kakeya set Real analysis Computable function Martingale Computable number
527	Penn Institute for Economic Research Department of Economics University of Pennsylvania 3718 Locust Walk Philadelphia, PA Add to Reading List Source URL: economics.sas.upenn.edu Language: English - Date: 2013-07-01 13:29:16 Mathematical finance Options Applied mathematics Statistics Technical analysis Economy Stochastic volatility Markov models Volatility Autoregressive conditional heteroskedasticity Economic model Markov chain
528	Stochastic Optimal Policies when the Discount Rate Vanishes ? Kazuo Nishimura Institute of Economic Research, Kyoto University, Yoshida-honmachi, Sakyo-ku, Kyoto, Japan Add to Reading List Source URL: johnstachurski.net Language: English - Date: 2016-06-19 06:01:57 Mathematics Discrete mathematics Algebra Distribution Number theory Stopping time Prime-counting function Draft:Pirate programming
529	Online Learning of Nonparametric Mixture Models via Sequential Variational Approximation Dahua Lin Toyota Technological Institute at Chicago Add to Reading List Source URL: dahua.me Language: English - Date: 2013-10-22 19:40:40 Statistics Statistical theory Probability Bayesian statistics Stochastic processes Probability distributions Estimation theory Statistical natural language processing Dirichlet process Mixture model Variational Bayesian methods Dirichlet distribution
530	I will discuss recent work on randomized algorithms for low-rank approximation and principal component analysis (PCA). The talk will focus on efforts that move beyond the extremely fast, but relatively crude approximatio Add to Reading List Source URL: mmds-data.org Language: English - Date: 2016-06-23 15:50:48 Algebra Mathematics Multivariate statistics Numerical analysis Dimension reduction Iterative methods Numerical linear algebra Principal component analysis Singular value decomposition Stochastic optimization Algorithm Sparse dictionary learning

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