Stochastic

Results: 6946



#Item
681Mathematical finance / Volatility / Heston model / Energy market / Volatility smile / Stochastic volatility

A Supply and Demand Based Volatility Model for Energy Prices ° Takashi Kanamura, J-POWER CfC Commodities 2007 conference at Birkbeck College, University of London Jan. 18th, 2007

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Source URL: www.bbk.ac.uk

Language: English - Date: 2007-03-27 13:47:00
682Operations research / Mathematical optimization / Stochastic processes / Convex optimization / Expected value / Normal distribution / Probability density function / Stochastic programming / Convergence of random variables

Typical Properties of Winners and Losers in Discrete Optimization Rene Beier∗ Max-Planck-Institut f¨ur Informatik Saarbr¨ucken

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Source URL: www-i1.informatik.rwth-aachen.de

Language: English - Date: 2007-01-05 13:31:59
683Markov models / Central limit theorem / Markov chain / Stochastic processes / Control theory

Stochastic Optimal Growth with Risky Labor Supply∗ Yiyong Cai,a,b Takashi Kamihigashic,d and John Stachurskie a Centre for Complex Systems Science,

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Source URL: johnstachurski.net

Language: English - Date: 2016-06-19 06:01:40
684Estimation theory / Statistical theory / Econometrics / M-estimators / Stochastic processes / Loss function / OrnsteinUhlenbeck process / Stochastic gradient descent / Likelihood function

A Variational Analysis of Stochastic Gradient Algorithms Stephan Mandt , Matthew D. Hoffman , David M. Blei 1 2

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Source URL: www.stephanmandt.com

Language: English - Date: 2016-06-23 13:49:43
685Process calculus / Model checking / Stochastic processes / Models of computation / Markov models

CONCURThe Benefits of Sometimes Not Being Discrete Jane Hillston LFCS, University of Edinburgh

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

Language: English - Date: 2014-09-02 12:04:09
686Radio resource management / Wireless networking / Information theory / IEEE 802.11 / Signal-to-interference-plus-noise ratio / Telecommunications / Power control / Wireless network / Linear network coding / Communications protocol / Wireless / Stochastic geometry models of wireless networks

R Foundations and Trends in Networking Vol. 4, No–420 c 2010 O. Goussevskaia, Y.-A. Pignolet and

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Source URL: disco.ethz.ch

Language: English - Date: 2014-09-26 08:36:30
687Decision theory / Stochastic dominance / Probability distributions / Mathematical finance / Functions and mappings / Financial risk / Data transformation / Normal distribution / Cumulative distribution function / Marginal conditional stochastic dominance / Convex function / Derivative

Journal of Risk and Uncertainty, 16:2 147–) © 1998 Kluwer Academic Publishers Stochastic Dominance and Prospect Dominance with Subjective Weighting Functions HAIM LEVY

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Source URL: pluto.mscc.huji.ac.il

Language: English - Date: 2014-02-02 05:57:49
688Stochastic processes / Martingale theory / Martingale / Local martingale / Brownian motion / It diffusion / It calculus

Universit¨at Wien SS 2016 Fakult¨at f¨ ur Mathematik Christa Cuchiero Ludovic Tangpi

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Source URL: www.mat.univie.ac.at

Language: English - Date: 2016-05-09 02:56:08
689Machine learning / Multi-armed bandit / Stochastic optimization / Reinforcement learning / Pi / Algorithm

From Ads to Interventions: Contextual Bandits in Mobile Health Ambuj Tewari and Susan A. Murphy Abstract The first paper on contextual bandits was written by Michael Woodroofe inbut the term “contextual bandi

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Source URL: dept.stat.lsa.umich.edu

Language: English - Date: 2016-06-30 18:36:20
690Dynamic programming / Markov processes / Stochastic control / Robot control / Generalized functions / Kalman filter / Distribution / Partially observable Markov decision process / Markov decision process / Loss function / Covariance

Optimal Path Planning and Resource Allocation for Active Target Localization Charles Freundlich, Philippos Mordohai, and Michael M. Zavlanos Abstract— This paper addresses optimal path planning and resource allocation

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Source URL: www.cs.stevens.edu

Language: English - Date: 2015-04-28 19:49:30
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