Stochastic

Results: 6946



#Item
711Mathematical finance / VIX / Volatility / Stochastic volatility / Variance swap / Rational pricing / Financial risk / Stock market index / Option / Implied volatility / Volatility smile

Macroeconomic Determinants of Stock Market Volatility and Volatility Risk-Premiums Valentina Corradi University of Warwick Walter Distaso

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Source URL: www.istfin.eco.usi.ch

Language: English - Date: 2011-01-28 05:36:55
712Statistical forecasting / Economic forecasting / Macroeconomic model / Dynamic stochastic general equilibrium / Forecasting / New Keynesian economics / Survey of Professional Forecasters / Macroeconomics / Economic model

The Diversity of Forecasts from Macroeconomic Models of the U.S. Economy? Volker Wieland and Maik Wolters Goethe University Frankfurt Stresa , March 11, 2010

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Source URL: www.monfispol.eu

Language: English - Date: 2011-04-20 14:05:39
713Game theory / Epsilon-equilibrium / Nash equilibrium / Evolutionary game theory / Potential game / Best response / Normal-form game / Strategy / Stochastic game / Risk dominance

Evolution in Games with Randomly Disturbed Payoffs* Josef Hofbauer Department of Mathematics University College London Gower Street London WC1E 6BT UK

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Source URL: www.ssc.wisc.edu

Language: English - Date: 2005-07-29 09:44:34
714PEPA / Process calculi / Jane Hillston / Process calculus / Stochastic / Scientific modelling / Economic model / Algebra over a field / TAPAs model checker

Using stochastic process algebra to model biochemical pathways Using stochastic process algebra to model biochemical pathways

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

Language: English - Date: 2009-03-02 10:57:28
715New classical macroeconomics / Real business-cycle theory / Macroeconomic model / Dynamic stochastic general equilibrium / Business cycle / Keynesian economics / General equilibrium theory / Economic model / Lucas critique / New neoclassical synthesis / ISLM model / New Keynesian economics

Theories and Methods of the Business Cycle. Part I: Understanding Dynamic Stochastic General Equilibrium Models Jean-Olivier HAIRAULT Part II: Monetary and Fiscal Policy in DSGE

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Source URL: eurequa.univ-paris1.fr

Language: English - Date: 2009-10-06 08:49:26
716Statistical mechanics / Stochastic processes / Brownian motion / Random walk / Ergodic theory / Markov chain / Mean field theory / De BroglieBohm theory

OFFPRINT How rare are diffusive rare events? D. P. Sanders and H. Larralde EPL,

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Source URL: sistemas.fciencias.unam.mx

Language: English - Date: 2011-03-31 15:04:54
717Feature detection / Signal processing / Functional analysis / Image processing / Fourier analysis / Lidar / Wavelet / Velodyne Inc. / Convolution / Curb / Edge detection / Radar

Fast Feature Detection and Stochastic Parameter Estimation of Road Shape using Multiple LIDAR Kevin Peterson, Jason Ziglar, and Paul E. Rybski The Robotics Institute Carnegie Mellon University Pittsburgh, PA 15213

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Source URL: www.ri.cmu.edu

Language: English - Date: 2008-12-02 20:27:00
718Parallel computing / Stochastic optimization / M-estimators / Convex optimization / Stochastic gradient descent / Consistency model / Cache / Parameter / ML / XC / Bulk synchronous parallel

Managed Communication and Consistency for Fast Data-Parallel Iterative Analytics Jinliang Wei Wei Dai Aurick Qiao Qirong Ho? Henggang Cui Gregory R. Ganger Phillip B. Gibbons† Garth A. Gibson Eric P. Xing Carnegie Mell

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Source URL: www.pdl.cmu.edu

Language: English - Date: 2016-03-07 13:00:52
719Game theory / Nash equilibrium / Price of anarchy / Shortest path problem / Congestion game / Economic equilibrium / Mathematical optimization / Strategy / Stochastic game / Routing

Stochastic Selfish Routing E. Nikolova1 and N. E. Stier-Moses2 1 2

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Source URL: faculty.cse.tamu.edu

Language: English - Date: 2011-07-24 10:48:15
720Options / Stochastic processes / Mathematical finance / Asian option / BlackScholes model / Continuous-time Markov chain / Barrier option / Stochastic volatility / Markov process / Jump process

A General Framework for Pricing Asian Options Under Markov Processes

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Source URL: www.rmi.nus.edu.sg

Language: English - Date: 2015-07-02 21:04:44
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