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  • Search: subject:"Adaptive methods"
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Year of publication
Subject
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Adaptive methods 5 Adaptives Verfahren 5 Option pricing theory 3 Optionspreistheorie 3 State space model 3 Zustandsraummodell 3 adaptive methods 3 Derivative pricing 2 Portfolio selection 2 Portfolio-Management 2 Risikomanagement 2 Risk management 2 Theorie 2 Theory 2 interpolating wavelets 2 partial differential equations 2 sparse domain 2 Algorithm 1 Algorithmus 1 Analysis 1 Artificial intelligence 1 Aufsatzsammlung 1 Bank risk 1 Bankrisiko 1 Basel Accord 1 Basel regulation 1 Basler Akkord 1 Binomial methods 1 Black-Scholes model 1 Black-Scholes-Modell 1 Business network 1 Derivat 1 Derivative 1 Drawdown mitigation 1 Elicitation of preferences 1 Elliptische Variationsungleichung 1 Energy wood 1 Environmental management 1 Environmental protection 1 Environmental valuation 1
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Online availability
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Undetermined 5 Free 2
Type of publication
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Article 8 Book / Working Paper 5
Type of publication (narrower categories)
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Article in journal 5 Aufsatz in Zeitschrift 5 Aufsatzsammlung 1 Case study 1 Collection of articles of several authors 1 Fallstudie 1 Graue Literatur 1 Hochschulschrift 1 Non-commercial literature 1 Sammelwerk 1 Thesis 1
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Language
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English 9 Undetermined 4
Author
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Allan, Catherine 2 Chen, Ray-Bing 1 Chen, Ying 1 Ciciretti, Vito 1 DEMPSTER, M. A. H. 1 Dempster, Michael A. H. 1 Fidanoski, Filip 1 Hart, Sergiu 1 Härdle, Wolfgang K. 1 Johnson, Timothy 1 Kim, Hongjoong 1 Mas-Colell, Andreu 1 Mattfeld, Dirk C. 1 Moon, Kyoung-sook 1 Palander, Teijo 1 Pallotta, Alberto 1 Quell, Peter 1 Rometsch, Mario 1 Vesa, Lauri 1 WIART, B. CARTON DE 1 Wiart, B. Carton de 1
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Published in...
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Computational Statistics & Data Analysis 1 Energy 1 Finance research letters 1 International Journal of Theoretical and Applied Finance (IJTAF) 1 International journal of theoretical and applied finance 1 Journal of behavioral and experimental finance 1 Journal of risk management in financial institutions 1 Operations research letters 1 World Scientific series in economic theory 1
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Source
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ECONIS (ZBW) 8 RePEc 3 USB Cologne (EcoSocSci) 2
Showing 1 - 10 of 13
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Adaptive market anomaly detection (AMAD) : enhancing minimum spanning tree stability in financial networks
Pallotta, Alberto; Ciciretti, Vito - In: Finance research letters 85 (2025) 4, pp. 1-9
Persistent link: https://www.econbiz.de/10015579619
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Lost in noise? : some thoughts on the use of machine learning in financial market risk measurement
Quell, Peter - In: Journal of risk management in financial institutions 17 (2023) 1, pp. 43-52
Persistent link: https://www.econbiz.de/10014489153
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A z-Tree implementation of the Dynamic Experiments for Estimating Preferences (DEEP) method
Fidanoski, Filip; Johnson, Timothy - In: Journal of behavioral and experimental finance 38 (2023), pp. 1-10
Persistent link: https://www.econbiz.de/10014456675
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A wavelet tour of option pricing
Rometsch, Mario (contributor) - 2011
Persistent link: https://www.econbiz.de/10009125232
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TVICA—Time varying independent component analysis and its application to financial data
Chen, Ray-Bing; Chen, Ying; Härdle, Wolfgang K. - In: Computational Statistics & Data Analysis 74 (2014) C, pp. 95-109
A new method of ICA, TVICA, is proposed. Compared to the conventional ICA, the TVICA method allows the mixing matrix to be time dependent. Estimation is conducted under local homogeneity that assumes at any particular time point, there exists an interval over which the mixing matrix can be well...
Persistent link: https://www.econbiz.de/10011056426
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An adaptive averaging binomial method for option valuation
Moon, Kyoung-sook; Kim, Hongjoong - In: Operations research letters 41 (2013) 5, pp. 511-515
Persistent link: https://www.econbiz.de/10010190429
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Simple adaptive strategies : from regret-matching to uncoupled dynamics
Hart, Sergiu - 2013 - Online-Ausg.
This volume collects almost two decades of joint work of Sergiu Hart and Andreu Mas-Colell on game dynamics and equilibria. The starting point was the introduction of the adaptive strategy called regret-matching, which on the one hand is simple and natural, and on the other is shown to lead to...
Persistent link: https://www.econbiz.de/10015622872
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Wavelet optimized valuation of financial derivatives
Wiart, B. Carton de; Dempster, Michael A. H. - In: International journal of theoretical and applied finance 14 (2011) 7, pp. 1113-1137
Persistent link: https://www.econbiz.de/10009407662
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WAVELET OPTIMIZED VALUATION OF FINANCIAL DERIVATIVES
WIART, B. CARTON DE; DEMPSTER, M. A. H. - In: International Journal of Theoretical and Applied … 14 (2011) 07, pp. 1113-1137
We introduce a simple but efficient PDE method that makes use of interpolation wavelets for their advantages in compression and interpolation in order to define a sparse computational domain. It uses finite difference filters for approximate differentiation, which provide us with a simple and...
Persistent link: https://www.econbiz.de/10009393846
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Modeling stump biomass of stands using harvester measurements for adaptive energy wood procurement systems
Vesa, Lauri; Palander, Teijo - In: Energy 35 (2010) 9, pp. 3717-3721
The value and volumes of industrial stump fuel supply are increasing for energy production. Accurate estimates of aboveground and belowground biomass of trees are important when estimating the potential of stumps as a bioenergy source. In this study two stump biomass equations were adapted and...
Persistent link: https://www.econbiz.de/10011053054
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