Search Results - subject:"Approximation Error"

Deep neural network expressivity for optimal stopping problems

Gonon, Lukas - In: Finance and stochastics 28 (2024) 3, pp. 865-910

Persistent link: https://www.econbiz.de/10015130415

Statistical analysis of the relationship between oil prices and industry index prices

Akbulaev, Nurkhodzha; Rahimli, Etimad - In: International Journal of Energy Economics and Policy : IJEEP 10 (2020) 2, pp. 324-331

Persistent link: https://www.econbiz.de/10012488418

Variance regularization in sequential Bayesian optimization

Kim, Michael Jong - In: Mathematics of operations research 45 (2020) 3, pp. 966-992

Persistent link: https://www.econbiz.de/10012293363

Rate of convergence of the probability of ruin in the Cramér-Lundberg model to its diffusion approximation

Cohen, Asaf; Young, Virginia R. - In: Insurance / Mathematics & economics 93 (2020), pp. 333-340

Persistent link: https://www.econbiz.de/10012294139

Semi-nonparametric approximation and index options

Jiang, Julia; Tian, Weidong - In: Annals of finance 15 (2019) 4, pp. 563-600

Persistent link: https://www.econbiz.de/10012240184

Algoritmic methods for segmentation of time series: An overview

Lovrić, Miodrag; Milanović, Marina; Stamenković, Milan - In: Journal of Contemporary Economic and Business Issues 1 (2014) 1, pp. 31-53

Adaptive and innovative application of classical data mining principles and techniques in time series analysis has resulted in development of a concept known as time series data mining. Since the time series are present in all areas of business and scientific research, attractiveness of mining...

Persistent link: https://www.econbiz.de/10011557598

Algoritmic methods for segmentation of time series : an overview

Lovrić, Miodrag; Milanović, Marina; Stamenković, Milan - In: Journal of contemporary economic and business issues 1 (2014) 1, pp. 31-53

Persistent link: https://www.econbiz.de/10011533973

The classical newsvendor model under normal demand with large coefficients of variation

Halkos, George; Kevork, Ilias - Volkswirtschaftliche Fakultät, … - 2012

relative approximation error which result in by using the normal distribution to compute the optimal order quantity and the …

Persistent link: https://www.econbiz.de/10011112212

VAR Modeling and Business Cycle Analysis: A Taxonomy of Errors

Poskitt, D.S.; Yao, Wenying - Department of Econometrics and Business Statistics, … - 2012

ensemble VAR(n) counterparts, and an approximation error that stems from the difference between the VAR(n) and the true VAR … that of the approximation error, but experimental results based upon a prototypical real business cycle model indicate that … in practice the approximation error approaches its asymptotic position far more slowly than does the estimation error …

Persistent link: https://www.econbiz.de/10010543599

Analysis of Numerical Errors

Santos, Manuel S.; Peralta-Alva, Adrian - Department of Economics, School of Business - 2012

This paper provides a general framework for the quantitative analysis of stochastic dynamic models. We review convergence properties of some numerical algorithms and available methods to bound approximation errors. We then address convergence and accuracy properties of the simulated moments. Our...

Persistent link: https://www.econbiz.de/10010568139