//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Computational economics"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~subject:"Black-Scholes-Modell"
~subject:"Theory"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"VALIDATION"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Black-Scholes-Modell
Theory
Model validation
5
Theorie
5
Agent-based modeling
4
Agentenbasierte Modellierung
4
Estimation
4
Schätzung
4
Portfolio selection
3
Portfolio-Management
3
Agent-based model
2
Artificial intelligence
2
Estimation theory
2
Financial market
2
Finanzmarkt
2
Innovation
2
Künstliche Intelligenz
2
New product development
2
Produktentwicklung
2
Schätztheorie
2
Simulation
2
State space model
2
Statistical method
2
Statistische Methode
2
Time series analysis
2
USA
2
United States
2
Zeitreihenanalyse
2
Zustandsraummodell
2
ARCH model
1
ARCH-Modell
1
Agent-based models
1
Analysis
1
Arbeitsproduktivität
1
Automotive industry
1
Black-Scholes model
1
CAPM
1
Calibration
1
Change threshold
1
Cluster analysis
1
more ...
less ...
Online availability
All
Undetermined
4
Free
1
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Ban, Gah-Yi
1
El Karoui, Noureddine
1
Jang, Tae-Seok
1
Lim, Andrew E. B.
1
Rigatos, G.
1
Rigatos, Gerasimos G.
1
Silva-Risso, Jorge M.
1
Tieleman, Sebastiaan
1
Wilbur, Kenneth C.
1
Xu, Linli
1
Zervos, N.
1
more ...
less ...
Published in...
All
Computational economics
Management science : journal of the Institute for Operations Research and the Management Sciences
LEM working paper series
5
The journal of risk model validation
5
Economics letters
4
Energy economics
4
International journal of forecasting
4
Journal of economic dynamics & control
4
Journal of risk management in financial institutions
4
Risks : open access journal
4
Working paper / National Bureau of Economic Research, Inc.
4
Journal of economic behavior & organization : JEBO
3
The Australian journal of agricultural and resource economics
3
Decision analytics journal
2
Discussion paper
2
Discussion paper / Center for Economic Research, Tilburg University
2
Discussion papers / University of Kent, School of Economics
2
European journal of operational research : EJOR
2
Finmap working paper
2
International journal of production economics
2
Journal of econometrics
2
Journal of economic interaction and coordination : JEIC
2
SpringerLink / Bücher
2
Série des documents de travail
2
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
2
Working papers
2
Working papers / Penn Institute for Economic Research
2
Accountancy, economics, and finance working papers : working paper
1
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Annual review of economics
1
Applied economics letters
1
Applied mathematical finance
1
Applying Kernel and nonparametric estimation to economic topics
1
Atlantic economic journal : AEJ
1
BREAD working paper
1
Bank i kredyt
1
Berichte aus der Mathematik
1
Berichte aus der Wirtschaftsinformatik
1
Bio-based and applied economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Towards a
validation
methodology for macroeconomic agent-based models
Tieleman, Sebastiaan
- In:
Computational economics
60
(
2022
)
4
,
pp. 1507-1527
Persistent link: https://www.econbiz.de/10013447460
Saved in:
2
Statistical
validation
of multi-agent financial models using the H-infinity Kalman Filter
Rigatos, Gerasimos G.
- In:
Computational economics
58
(
2021
)
3
,
pp. 777-798
Persistent link: https://www.econbiz.de/10012651029
Saved in:
3
Dynamic quality ladder model predictions in nonrandom holdout samples
Xu, Linli
;
Silva-Risso, Jorge M.
;
Wilbur, Kenneth C.
- In:
Management science : journal of the Institute for …
64
(
2018
)
7
,
pp. 3187-3207
Persistent link: https://www.econbiz.de/10011899745
Saved in:
4
Machine learning and portfolio optimization
Ban, Gah-Yi
;
El Karoui, Noureddine
;
Lim, Andrew E. B.
- In:
Management science : journal of the Institute for …
64
(
2018
)
3
,
pp. 1136-1154
Persistent link: https://www.econbiz.de/10011847178
Saved in:
5
Detection of mispricing in the Black-Scholes PDE using the derivative-free nonlinear Kalman Filter
Rigatos, G.
;
Zervos, N.
- In:
Computational economics
50
(
2017
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011762181
Saved in:
6
Identification of social interaction effects in financial data
Jang, Tae-Seok
- In:
Computational economics
45
(
2015
)
2
,
pp. 207-238
Persistent link: https://www.econbiz.de/10011325722
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->