Stochastic

Results: 6946



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731Mathematical finance / Volatility / Futures contract / Theory of storage / Stochastic volatility

Stochastic Volatility and Seasonality in Commodity Futures and Options: The Case of Soybeans Martin Richter Danske Bank A/S Denmark

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Source URL: www.bbk.ac.uk

Language: English - Date: 2007-03-27 13:47:02
732Economic forecasting / Statistical forecasting / Greenbook / Macroeconomic model / Forecasting / Dynamic stochastic general equilibrium / Economic model / Survey of Professional Forecasters

Abstract Comments Discussion of The diversity of Forecasts from Macro Models of the US economy

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Source URL: www.monfispol.eu

Language: English - Date: 2011-04-20 14:05:39
733Mathematical finance / Fixed income analysis / Interest rates / Stochastic processes / Actuarial science / CoxIngersollRoss model / Vasicek model / Bond valuation / Yield curve / BlackDermanToy model / Discounting / Time value of money

TERM STRUCTURE OF INTEREST RATES Term Structure of Interest Rates This is the first of two articles on the term structure. In it, the authors discuss some term structure fundamentals and the measurement of the current t

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

Language: English - Date: 2014-02-02 05:57:49
734Martingale theory / Stochastic processes / Game theory / Martingale / Paul Lvy

arXiv:0711.4225v1 [q-fin.GN] 27 NovConsumption processes and positively homogeneous projection properties Tom Fischer∗ Heriot-Watt University, Edinburgh

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Source URL: arxiv.org

Language: English - Date: 2013-12-22 22:47:46
735Stochastic processes / Stochastic optimization / Mathematical optimization / Operations research / Random walk / CMA-ES / Probability theory

Project number ISTCGL Computational Geometric Learning Random Pursuit in Hilbert Space

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Source URL: cgl.uni-jena.de

Language: English - Date: 2013-11-21 09:39:43
736Markov models / Markov processes / Stochastic processes / Monte Carlo methods / Statistical mechanics / Markov chain / Stochastic matrix / Markov property / Random walk / Continuous-time Markov chain / Bayesian inference in phylogeny

CS168: The Modern Algorithmic Toolbox Lecture #14: Markov Chain Monte Carlo Tim Roughgarden & Gregory Valiant∗ May 11, 2016 The previous lecture covered several tools for inferring properties of the distribution that u

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Source URL: theory.stanford.edu

Language: English - Date: 2016-06-04 09:49:43
737Stochastic processes / Random walk / Probability current / Markov chain

PHYSICAL REVIEW E 80, 036119 共2009兲 Exact encounter times for many random walkers on regular and complex networks David P. Sanders* Departamento de Física, Facultad de Ciencias, and Centro de Ciencias de la Complej

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Source URL: sistemas.fciencias.unam.mx

Language: English - Date: 2011-03-31 15:04:54
738Monte Carlo methods / Molecular modelling / Computational chemistry / Markov chain Monte Carlo / Molecular dynamics / Hybrid Monte Carlo / Stochastic / Monte Carlo molecular modeling / Modeling of polymer crystals

9th AIMS CONFERENCE – ABSTRACTS 24 Special Session 5: Hybrid Monte Carlo Elena Akhmatskaya, Basque Center for Applied Mathematics, Spain

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Source URL: www.aimsciences.org

Language: English - Date: 2012-06-23 07:34:50
739Mathematical finance / Financial economics / Monetary policy / New classical macroeconomics / Dynamic stochastic general equilibrium / New Keynesian economics / Macroeconomics / Macroeconomic model / Economic model / Interest rate / Inflation / Stochastic discount factor

Macroeconomic Implications of Changes in the Term Premium

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Source URL: www.ericswanson.us

Language: English - Date: 2012-07-30 14:56:24
740Educational psychology / Language acquisition / Distance education / Educational technology / Information technology / Language

Stochastic Dynamics of Lexicon Learning in an Uncertain and Nonuniform World Richard Blythe <> We study the time taken by a language learner to correctly identify the meaning of all words in a lexicon

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Source URL: ergodic.ugr.es

Language: English - Date: 2014-11-23 06:33:06
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