Volume 41 • Issue 1 IMS  Bulletin January/February 2012

Source URL: bulletin.imstat.org

• Stochastic processes
• Random walk
• Stochastic
• Brownian motion
• Mathematical statistics
• Probability distribution
• Oded Schramm
• Murray Rosenblatt
• Statistics
• Bernoulli Society for Mathematical Statistics and Probability
• Laurent Saloff-Coste
• Gaussian process

Ciência Téc. Vitiv2016 Scoring the efficiency of Portuguese wine exports – an analysis recurring to Stochastic Frontier Models Avaliando a eficiência das exportações portuguesas de vinho – uma an

Source URL: www.ctv-jve-journal.org

• International trade
• Portugal
• Republics
• Southwestern Europe
• Western Europe
• Comparative advantage

Christiano FINC 520, Spring 2008 Homework 6, due Thursday, MayConsider the iid Normal stochastic process, {xt } , with Ext = μ and E (xt − μ)2 = σ 2 . Let μl = E (xt − μ)l denote the lth moment about the

Source URL: faculty.wcas.northwestern.edu

• Probability distributions
• Normal distribution
• Statistical theory
• Estimation theory
• Econometrics
• Bootstrapping
• T-statistic
• Generalized method of moments
• Sampling distribution
• Skewness
• Multivariate normal distribution
• Errors and residuals

Asymptotic Inference about Predictive Accuracy using High Frequency Data∗ Jia Li Andrew J. Patton

Source URL: www.cb.cityu.edu.hk

• Mathematical finance
• Technical analysis
• Volatility
• Stochastic volatility
• Statistical hypothesis testing

Preprint ANL/MCS-P4030AN AUGMENTED INCOMPLETE FACTORIZATION APPROACH FOR COMPUTING THE SCHUR COMPLEMENT IN STOCHASTIC OPTIMIZATION § ¨

Source URL: www.mcs.anl.gov

• Mathematical optimization
• Operations research
• Numerical linear algebra
• Stochastic programming
• Conjugate gradient method
• Matrix
• Linear programming
• Benders decomposition
• Preconditioner
• Equation solving
• Relaxation
• Augmented Lagrangian method

Inverse Reinforcement Learning through Structured Classification Edouard Klein1,2 LORIA – team ABC Nancy, France

Source URL: www.ilhaire.eu

• Statistical classification
• Dynamic programming
• Stochastic control
• Computational neuroscience
• Reinforcement learning
• Loss function
• Markov decision process
• Artificial neural network
• Support vector machine
• Expected value
• Valuation
• Stochastic programming

Supplementary Material to “Cash Flow, Consumption Risk, and the Cross-Section of Stock Returns” Zhi Da∗ ∗

Source URL: www3.nd.edu

• Mathematical finance
• Fundamental analysis
• Probability distributions
• Corporate finance
• Normal distribution
• Cash flow
• Stochastic discount factor
• Beta

Nishan Kamaleson (University of Birmingham) On-The-Fly Model Reduction Probabilistic model checking is a formal verification technique used to check the correctness of computerised systems exhibiting stochastic behaviour

Source URL: www.hieratic.eu

Macroeconomic and Financial Dynamics in Small Open Economies

Source URL: www.imfs-frankfurt.de

• Dynamic stochastic general equilibrium
• Macroeconomic model
• New Keynesian economics
• Macroeconomics
• Economic model