Search Results - subject:"Convergence rate"

Improving cointegration-based pairs trading strategy with asymptotic analyses and convergence rate filters

Ti, Yen-Wu; Dai, Tian-Shyr; Wang, Kuan-Lun; Chang, Hao-Han - In: Computational economics 64 (2024) 5, pp. 2717-2745

Persistent link: https://www.econbiz.de/10015144065

Application of Fractal Processes and Fractional Derivatives in Finance

Chan, Leung Lung (contributor) - 2024

In recent years, there has been a fast growth in the application of long-memory processes to underlying assets including stock, volatility index, exchange rate, etc. The fractional Brownian motion is the most popular of the long-memory processes and was introduced by Kolmogorov in 1940 and later...

Persistent link: https://www.econbiz.de/10015324975

An efficient scaled spectral preconditioner for sequences of symmetric positive definite linear systems

Diouane, Youssef; Gürol, Selime; Mouhtal, Oussama; … - 2024

Persistent link: https://www.econbiz.de/10015101699

A feasible smoothing accelerated projected gradient method for nonsmooth convex optimization

Nishioka, Akatsuki; Kanno, Yoshihiro - In: Operations research letters : a journal of INFORMS … 57 (2024), pp. 1-5

Persistent link: https://www.econbiz.de/10015339164

Inference in the presence of unknown rates

Dong, Hao; Otsu, Taisuke; Taylor, Luke - 2023

Persistent link: https://www.econbiz.de/10014430123

Posterior asymptotics in Wasserstein metrics on the real line

Chae, Minwoo; De Blasi, Pierpaolo; Walker, Stephen G. - 2022

Persistent link: https://www.econbiz.de/10014261214

Estimating a gradual parameter change in an AR(1)-process

Hušková, Marie; Prášková, Zuzana; Steinebach, Josef G. - In: Metrika 85 (2021) 7, pp. 771-808

Persistent link: https://www.econbiz.de/10014497477

Posterior asymptotics in Wasserstein metrics on the real line

Chae, Minwoo; De Blasi, Pierpaolo; Walker, Stephen G. - 2021

Persistent link: https://www.econbiz.de/10013329453

Consumption, wealth, frugality, and long-run growth

Yang, Zaifu; Zhang, Rong - 2021 - This version: 16 September 2021

Persistent link: https://www.econbiz.de/10012817890

Forecasting KOSPI Return Using a Modified Stochastic AdaBoosting

Bae, Sangil; Jeong, Minsoo - In: East Asian Economic Review (EAER) 25 (2021) 4, pp. 403-424

convergence rate, the model is designed to balance out the trade-off between model prediction performance and model convergence …. The result showed that the stochastic algorithm with decaying convergence rate's did have a improving effect and …

Persistent link: https://www.econbiz.de/10015397867

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