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Stochastic
Results: 6946

#	Item
741	Martin Larsson ETH Zürich Department of Mathematics Rämistrasse 101 CH-8092 Zürich Switzerland Add to Reading List Source URL: people.math.ethz.ch Language: English - Date: 2016-07-26 09:26:40 Mathematical finance Quantitative analyst Mathematical economics Robert A. Jarrow Stochastic Actuarial science Damiano Brigo
742	Local Broadcasting in the Physical Interference Model Olga Goussevskaia Thomas Moscibroda Roger Wattenhofer Add to Reading List Source URL: disco.ethz.ch Language: English - Date: 2014-09-26 08:36:22 Media access control ALOHAnet Packet radio Signal-to-interference-plus-noise ratio Carrier sense multiple access With high probability Randomized algorithm Stochastic geometry models of wireless networks
743	MITSUBISHI ELECTRIC RESEARCH LABORATORIES http://www.merl.com Particle Filtering for Online Motion Planning with Task Specifications Berntorp, K.; Di Cairano, S. Add to Reading List Source URL: www.merl.com Language: English - Date: 2016-07-07 10:22:15 Statistical mechanics Robot control Sampling techniques Stochastic simulation Mechanical engineering Rapidly-exploring random tree Motion planning Particle filter Kalman filter Work Kinematics Acceleration
744	Preliminary Results from the Free Linguistic Environment Project Abstract We present ongoing work related to the Free Linguistic Environment (FLE) project, a grammar engineering platform for Lexical Add to Reading List Source URL: nlp.ipipan.waw.pl Language: English - Date: 2016-07-16 06:55:54 Formal languages Compiler construction Natural language parsing Parsing Linguistics SYNTAX Earley parser Chart parser Foma Formal grammar Lexical analysis Stochastic context-free grammar
745	Mathematical Finance, Vol. 13, No. 3 (July 2003), 383–410 THE TERM STRUCTURE OF SIMPLE FORWARD RATES WITH JUMP RISK PAUL GLASSERMAN Graduate School of Business, Columbia University, New York Add to Reading List Source URL: www.rmi.nus.edu.sg Language: English - Date: 2003-10-31 13:22:54 Mathematical finance Options Fixed income analysis Interest rates HeathJarrowMorton framework Stochastic volatility Volatility Interest rate cap and floor Compound Poisson process Black model Short-rate model LIBOR market model
746	Revisiting natural gradient for deep networks Yoshua Bengio Universit´e de Montr´eal Montr´eal QC H3C 3J7 Canada Add to Reading List Source URL: arxiv.org Language: English - Date: 2014-02-18 01:51:44 Estimation theory Numerical linear algebra M-estimators Stochastic optimization Least squares Conjugate gradient method Nonlinear conjugate gradient method Gradient descent Gradient method Hessian matrix Fisher information BroydenFletcherGoldfarbShanno algorithm
747	Highly-Smooth Zero-th Order Stochastic Optimization Vianney Perchet (with F. Bach, INRIA-ENS) Add to Reading List Source URL: www.proba.jussieu.fr Language: English - Date: 2016-06-21 04:02:19 Convex analysis Mathematical optimization Convex function Convex optimization
748	A Statistical Model for Event Sequence Data Kevin Heins Department of Statistics University of California, Irvine Add to Reading List Source URL: contecenter.uci.edu Language: English - Date: 2014-08-06 21:12:14 Statistical models Stochastic processes Poisson processes Probability theory Probability distributions Markov chain Exponential distribution Renewal theory Mixture model Sequence alignment
749	Mittagsseminar Stochastic Bandits Sebastian U. Stich ETH Z¨ urich Add to Reading List Source URL: sstich.ch Language: English - Date: 2013-06-11 03:10:33 Operations research Stochastic optimization Machine learning Multi-armed bandit Mathematical optimization Algorithm
750	CREDIT SPREADS, OPTIMAL CAPITAL STRUCTURE, AND IMPLIED VOLATILITY WITH ENDOGENOUS DEFAULT AND JUMP RISK Add to Reading List Source URL: www.rmi.nus.edu.sg Language: English - Date: 2009-07-06 16:20:34 Mathematical finance Options United States housing bubble Technical analysis Corporate finance Credit default swap High-yield debt BlackScholes model Volatility Stochastic volatility Corporate bond Capital structure

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