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~subject:"Stochastischer Prozess"
~type_genre:"Aufsatz im Buch"
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Search: subject_exact:"Hidden Markov model"
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Stochastischer Prozess
Markov chain
283
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The Oxford handbook of computational economics and finance
2
Advanced mathematical methods for finance
1
Advances in econometrics, income distribution and scientific methodology : essays in honor of Camilo Dagum : with 31 tables
1
Annals of operations research ; volume 253, number 1 (June 2017)
1
Annals of operations research ; volume 279, numbers 1/2 (August 2019)
1
Applications
1
Computational intelligence techniques for trading and investment
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Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
1
Financial modeling and risk management of energy and environmental instruments and derivates
1
Mathematical and statistical methods for actuarial sciences and finance : MAF 2016
1
Mathematical and statistical methods in insurance and finance : [MAF2006 Conference, organized at the University of Salerno ; at the Campus of Fisciano]
1
Operations research and management science handbook
1
Operations research methodologies
1
Operations research proceedings 2003 : selected papers of the International Conference on Operations Research (OR 2003), Heidelberg, September 3 - 5, 2003 ; with 51 tables
1
Optimization under uncertainty ; Vol. 1
1
Optimization, dynamics, and economic analysis : essays in honor of Gustav Feichtinger
1
Statistical modelling and regression structures : Festschrift in honour of Ludwig Fahrmeir
1
Stochastic modeling and optimization of manufacturing systems and supply chains
1
Stochastic modeling of manufacturing systems : advances in design, performance evaluation, and control issues ; with 91 tables
1
Stochastic optimization: theory and applications
1
The definitive guide to CDOs : market, application, valuation and hedging
1
Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part A
1
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ECONIS (ZBW)
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Unveiling endogeneity and temporal dependence in energy prices and demand in Iberian countries : a stochastic hidden Markov model approach
Antunes, Jorge Junio Moreira
;
Gil-Alaña, Luis A.
; …
- In:
Financial modeling and risk management of energy and …
,
(pp. 191-229)
.
2022
Persistent link: https://www.econbiz.de/10013349945
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2
Joint tails impact in stochastic volatility portfolio selection models
Bonomelli, Marco
;
Giacometti, Rosella
;
Ortobelli Lozza, …
- In:
Stochastic optimization: theory and applications
,
(pp. 833-848)
.
2020
Persistent link: https://www.econbiz.de/10012290845
Saved in:
3
Stochastic revision opportunities in Markov decision problems
Tsodikovich, Yevgeny
;
Lehrer, Ehud
-
2019
Persistent link: https://www.econbiz.de/10012109527
Saved in:
4
A simple efficient moment-based estimator for the stochastic volatility model
Ahsan, Nazmul
;
Dufour, Jean-Marie
-
2019
Persistent link: https://www.econbiz.de/10012244154
Saved in:
5
Particle filters for Markov switching stochastic volatility models
Yun, Bao
;
Chiarella, Carl
;
Kang, Boda
- In:
The Oxford handbook of computational economics and finance
,
(pp. 249-266)
.
2018
Persistent link: https://www.econbiz.de/10011952212
Saved in:
6
Particle Filters for Markov Switching Stochastic Volatility Models
Bao, Yun
;
Chiarella, Carl
;
Kang, Boda
- In:
The Oxford handbook of computational economics and finance
.
2018
Persistent link: https://www.econbiz.de/10013475840
Saved in:
7
Markov Switching GARCH models : filtering, approximations and duality
Billio, Monica
;
Cavicchioli, Maddalena
- In:
Mathematical and statistical methods for actuarial …
,
(pp. 59-72)
.
2017
Persistent link: https://www.econbiz.de/10012098763
Saved in:
8
Optimizing cost-effectiveness in a stochastic Markov manpower planning system under control by recruitment
De Feyter, Tim
;
Guerry, Marie-Anne
;
Komarudin
-
2017
Persistent link: https://www.econbiz.de/10011669180
Saved in:
9
Hidden Markov models : financial modelling and applications
Mitra, Sovan
- In:
Computational intelligence techniques for trading and …
,
(pp. 43-65)
.
2014
Persistent link: https://www.econbiz.de/10010341930
Saved in:
10
On the life and work of Cyrus Derman
Katehakis, Michael N.
;
Olkin, Ingram
;
Ross, Sheldon M.
; …
-
2013
Persistent link: https://www.econbiz.de/10010192861
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