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Stochastic
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#	Item
701	GAUSSIAN PROCESSES AND THE LOCAL TIMES OF ´ SYMMETRIC LEVY PROCESSES MICHAEL B. MARCUS AND JAY ROSEN CITY COLLEGE AND COLLEGE OF STATEN ISLAND Add to Reading List Source URL: www.math.csi.cuny.edu Language: English - Date: 2009-05-03 17:58:35 Characteristic function Probability theory Operator theory Spectral theory Stochastic processes It diffusion Heat equation
702	UNIVERSITY OF CALIFORNIA RIVERSIDE Continuous Time Bayesian Network Approximate Inference and Social Network Applications Add to Reading List Source URL: rlair.cs.ucr.edu Language: English - Date: 2011-01-19 19:25:15 Monte Carlo methods Stochastic simulation Computational statistics Markov models Markov chain Monte Carlo Bayesian network Gibbs sampling Particle filter Approximate inference Expectationmaximization algorithm Statistics Importance sampling
703	Semi-Markov models under panel observation Andrew Titman Lancaster University March 8, 2012 Add to Reading List Source URL: www.maths.lancs.ac.uk Language: English - Date: 2012-03-09 06:35:03 Markov processes Markov models Stochastic processes Markov property Kolmogorov equations
704	Ambiguity and Financial Uncertainty in a Real Business Cycle Model Hening Liu∗ Yuzhao Zhang†‡ Add to Reading List Source URL: ifas.xmu.edu.cn Language: English - Date: 2015-06-29 05:06:14 Mathematical finance Equity premium puzzle VIX Risk Volatility Variance risk premium Implied volatility Financial risk Stochastic volatility Modern portfolio theory
705	Spectral Graph Theory and its Applications September 23, 2004 Lecture 7 Lecturer: Daniel A. Spielman Add to Reading List Source URL: www.cs.yale.edu Language: English - Date: 2005-06-30 12:02:46 Stochastic processes Distribution Functional analysis Random walk Differential topology Substitution FeynmanKac formula
706	Microsoft Word - WP_final_Belke_Schnabel_16.7.docx Add to Reading List Source URL: www.fiwi.uni-bayreuth.de Language: English - Date: 2013-04-13 15:03:03 Public finance National accounts International finance Macroeconomic policy Monetary policy Dynamic stochastic general equilibrium Balance of payments Macroeconomics Current account Futures contract Fiscal policy
707	Research in International Business and Finance–251 Local and spillover shocks in implied market volatility: evidence for the U.S. and Germany Niklas Wagner a,∗ , Alexander Szimayer b a Add to Reading List Source URL: www.wiwi.uni-passau.de Language: English - Date: 2010-04-05 09:28:57 Mathematical finance Volatility VIX Implied volatility Stochastic volatility VDAX Stock market index Moneyness Volatility smile S&P/ASX 200 VIX
708	AREC 705 Spring 2015 Syllabus Advanced Topics in Production (1/2 of AREC 705 course) Add to Reading List Source URL: webdoc.agsci.colostate.edu Language: English - Date: 2015-01-27 10:11:33 Actuarial science Decision theory Utility Risk Mathematical finance Hoag Expected utility hypothesis Stochastic dominance Marginal conditional stochastic dominance
709	1 On Stochastic Feedback Control for Multi-antenna Beamforming: Formulation and Low-Complexity Algorithms Sun Sun, Min Dong, and Ben Liang Add to Reading List Source URL: www.comm.utoronto.ca Language: English - Date: 2014-05-05 14:44:36 Markov processes Markov models Mathematical optimization Stochastic control Dynamic programming Markov decision process Beamforming Reinforcement learning Optimal control Markov chain Q-learning Control theory
710	Market Price of Risk Specifications for Aﬃne Models: Theory and Evidence∗ Patrick Cheridito† Damir Filipovi´c‡ Add to Reading List Source URL: www.princeton.edu Language: English - Date: 2005-09-15 11:12:23 Mathematical finance Volatility Stochastic volatility Risk-neutral measure Normal distribution Economic model Yield curve

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