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Search: subject:"Automatic Differentiation"
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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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15
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11
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18
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5
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5
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2
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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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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
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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
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RePEc
17
ECONIS (ZBW)
15
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32
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1
JSOSuite.jl : solving continuous optimization problems with JuliaSmoothOptimizers
Migot, Tangi
;
Orban, Dominique
;
Siqueira, Abel S.
-
2024
Persistent link: https://www.econbiz.de/10015066762
Saved in:
2
An automated prior robustness analysis in Bayesian model comparison
Chan, Joshua
;
Jacobi, Liana
;
Zhu, Dan
- In:
Journal of applied econometrics
37
(
2022
)
3
,
pp. 583-602
Persistent link: https://www.econbiz.de/10013186701
Saved in:
3
Flexible differentiable optimization via model transformations
Besançon, Mathieu
;
Garcia, Joaquim Dias
;
Legat, Benoît
; …
- In:
INFORMS journal on computing : JOC ; charting new …
36
(
2024
)
2
,
pp. 456-478
Persistent link: https://www.econbiz.de/10014532300
Saved in:
4
Price elasticity estimation for deep learning-based choice models : an application to air itinerary choices
Acuna-Agost, Rodrigo
;
Thomas, Eoin
;
Lhéritier, Alix
- In:
Journal of revenue and pricing management
20
(
2021
)
3
,
pp. 213-226
Persistent link: https://www.econbiz.de/10012549325
Saved in:
5
An automated prior robustness analysis in Bayesian model comparison
Chan, Joshua
;
Jacobi, Liana
;
Zhu, Dan
-
2019
Persistent link: https://www.econbiz.de/10012223998
Saved in:
6
Efficient selection of hyperparameters in large Bayesian VARs using
automatic
differentiation
Chan, Joshua
;
Jacobi, Liana
;
Zhu, Dan
-
2019
Persistent link: https://www.econbiz.de/10012224001
Saved in:
7
Conservative set valued fields,
automatic
differentiation
, stochastic gradient methods and deep learning
Bolte, Jérôme
;
Pauwels, Edouard
-
2019
Persistent link: https://www.econbiz.de/10012182324
Saved in:
8
Stochastic
automatic
differentiation
:
automatic
differentiation
for Monte-Carlo simulations
Fries, Christian
- In:
Quantitative finance
19
(
2019
)
6
,
pp. 1043-1059
Persistent link: https://www.econbiz.de/10012194740
Saved in:
9
Optimal pricing of climate risk
Coleman, Thomas F.
;
Dumont, Nicole S.
;
Li, Wanqi
;
Liu, …
- In:
Computational economics
60
(
2022
)
3
,
pp. 1101-1134
Persistent link: https://www.econbiz.de/10013380876
Saved in:
10
Automatic
differentiation
for diffusion operator integral variance reduction
Auster, Johan
- In:
The journal of computational finance
25
(
2022
)
4
,
pp. 27-53
Persistent link: https://www.econbiz.de/10014546286
Saved in:
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