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  • Search: subject:"Automatic Differentiation"
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Year of publication
Subject
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automatic differentiation 16 Automatic differentiation 14 Theorie 9 Theory 9 Monte Carlo simulation 6 Monte-Carlo-Simulation 5 Time series analysis 5 Zeitreihenanalyse 5 Bayes-Statistik 4 Bayesian inference 4 Importance sampling 4 Laplace approximation 4 Option pricing theory 4 Optionspreistheorie 4 Simulated maximum likelihood 4 Simulation 4 VAR model 4 VAR-Modell 4 vector autoregression 4 Bayesian MCMC 3 Derivat 3 Derivative 3 Forecasting model 3 Mathematical programming 3 Mathematische Optimierung 3 Prognoseverfahren 3 Stochastic process 3 Stochastischer Prozess 3 Algorithm 2 Algorithmus 2 Bermudan options 2 Estimation theory 2 FEED algorithm 2 LIBOR market model 2 Modellierung 2 Monte Carlo 2 Schätztheorie 2 Scientific modelling 2 factor models 2 model comparison 2
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Online availability
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Undetermined 15 Free 11
Type of publication
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Article 18 Book / Working Paper 14
Type of publication (narrower categories)
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Article in journal 10 Aufsatz in Zeitschrift 10 Graue Literatur 5 Non-commercial literature 5 Arbeitspapier 2 Working Paper 2
Language
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Undetermined 17 English 15
Author
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Chan, Joshua 4 Jacobi, Liana 4 Kalaba, Robert E. 4 Tesfatsion, Leigh S. 4 Yu, Jun 4 Zhu, Dan 4 Skaug, Hans J. 3 Fries, Christian 2 Acuna-Agost, Rodrigo 1 Auster, Johan 1 Besançon, Mathieu 1 Bolte, Jérôme 1 Breitner, Michael H. 1 Bücker, H. Martin 1 Campione, Wendy A. 1 Castille, Jessie 1 Coleman, Thomas 1 Coleman, Thomas F. 1 Coulomb, J.-L. 1 De Baerdemaeker, J. 1 Delinchant, B. 1 Dumont, Nicole S. 1 Garcia, Joaquim Dias 1 JOSHI, MARK 1 Jerrell, Max E. 1 Joshi, Mark S. 1 Kearfott, Ralph 1 Kubertin, Oliver 1 Lahaye, D. 1 Legat, Benoît 1 Leidenberger, Ralf 1 Lhéritier, Alix 1 Li, Wanqi 1 Liu, Gang 1 Liu, Wenbin 1 Migot, Tangi 1 Orban, Dominique 1 Pagès, Gilles 1 Pauwels, Edouard 1 Pironneau, Olivier 1
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Institution
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Department of Economics, Iowa State University 4 School of Economics, Singapore Management University 3 Institut für Wirtschaftsinformatik, Wirtschaftswissenschaftliche Fakultät 1 Society for Computational Economics - SCE 1
Published in...
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Staff General Research Papers / Department of Economics, Iowa State University 4 CAMA working paper series 3 Mathematics and Computers in Simulation (MATCOM) 3 The journal of computational finance 3 Working Papers / School of Economics, Singapore Management University 3 Journal of Global Optimization 2 Computational Optimization and Applications 1 Computational Statistics & Data Analysis 1 Computational economics 1 Computing in Economics and Finance 2001 1 INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences 1 IWI Discussion Paper Series 1 International Journal of Theoretical and Applied Finance (IJTAF) 1 International journal of forecasting 1 International journal of theoretical and applied finance 1 Journal of applied econometrics 1 Journal of revenue and pricing management 1 Les cahiers du GERAD 1 Quantitative finance 1 Working papers / TSE : WP 1
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Source
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RePEc 17 ECONIS (ZBW) 15
Showing 31 - 32 of 32
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Nonlocal Sensitivity Analysis, Automatic Derivative Evaluation and Sequential Nonlinear Estimation
Kalaba, Robert E.; Tesfatsion, Leigh S. - Department of Economics, Iowa State University - 1986
This article surveys work by the authors on new tools for the calculation and tracking of solutions for nonlinear parameterized systems. Annotated pointers to related work can be accessed at: http://www.econ.iastate.edu/tesfatsi/nasahome.htm http://www.econ.iastate.edu/tesfatsi/flshome.htm
Persistent link: https://www.econbiz.de/10004997772
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A Finite Algorithm for the Exact Evaluation of Higher-Order Partial Derivatives of Functions of Many Variables
Kalaba, Robert E.; Tesfatsion, Leigh S.; Wang, J.-L. - Department of Economics, Iowa State University - 1983
This article develops an algorithm for the exact forward-mode automatic evaluation of higher order partial derivatives using derivative arrays, now referred to as the FEED (Fast Efficient Evaluation of Derivatives) algorithm. Building on previous work by R. Wengert, the FEED algorithm proceeds...
Persistent link: https://www.econbiz.de/10004997774
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