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  • Search: subject:"Convolution"
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Year of publication
Subject
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Convolution 44 Theorie 42 Theory 41 Estimation theory 21 Schätztheorie 21 Risiko 20 Risk 20 convolution 20 Stochastic process 19 Stochastischer Prozess 19 Statistical distribution 18 Statistische Verteilung 18 Neural networks 17 Neuronale Netze 17 Risikomaß 13 Risk measure 13 Risikomanagement 12 Risk management 12 Forecasting model 11 Prognoseverfahren 11 Artificial intelligence 10 Künstliche Intelligenz 10 Option pricing theory 10 Optionspreistheorie 10 Probability theory 9 Risikomodell 9 Risk model 9 Wahrscheinlichkeitsrechnung 9 Lévy process 7 Mathematical programming 7 Mathematische Optimierung 7 Monte Carlo simulation 7 Portfolio selection 7 Portfolio-Management 7 Regression analysis 7 Regressionsanalyse 7 Circular convolution theorem 6 Learning process 6 Lernprozess 6 Multivariate Verteilung 6
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Online availability
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Undetermined 124 Free 74 CC license 7
Type of publication
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Article 164 Book / Working Paper 50
Type of publication (narrower categories)
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Article in journal 83 Aufsatz in Zeitschrift 83 Working Paper 20 Arbeitspapier 12 Graue Literatur 12 Non-commercial literature 12 Article 5 research-article 4 Conference paper 3 Konferenzbeitrag 3 Aufsatz im Buch 1 Book section 1 Thesis 1
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Language
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English 120 Undetermined 93 Lithuanian 1
Author
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Gao, Jiti 5 Gong, Xiaodong 5 Nielsen, Morten Ørregaard 5 Florenzano, Monique 4 Tourky, Rabee 4 Adékambi, Franck 3 Bayón, L. 3 Bobzin, Hagen 3 Borglin, Anders 3 Griffin, Philip S. 3 Guegan, Dominique 3 Hassani, Bertrand 3 Liu, Charlie Wusuo 3 Maller, Ross A. 3 Svindland, Gregor 3 Takouda, Essodina 3 Wójcik, Rafał 3 Acciaio, Beatrice 2 Alamoudi, L. 2 Aliprantis, Charalambos 2 Aliprantis, Charalambos D. 2 Alvarez, Luis H. R. 2 Arnold, Barry C. 2 Chen, Liang 2 Chu, Meifen 2 Comte, Fabienne 2 Denk, Robert 2 Dharmale, Gulbakshee 2 Flåm, Sjur 2 García-Rubio, Raquel 2 Geluk, J.L. 2 Genon-Catalot, Valentine 2 Grau, J. M. 2 Guin, Jayanta 2 Hoheisel, Tim 2 Iwakura, Haruo 2 Jensen, Andreas Noack 2 Katti, Jayashree 2 Kayid, M. 2 Klebanov, Lev B. 2
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Institution
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HAL 5 Institute of Economic Research, Kyoto University 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 C.E.P.R. Discussion Papers 1 Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) 1 Department of Econometrics and Business Statistics, Monash Business School 1 Department of Economics and Business, Universitat Pompeu Fabra 1 ESSEC Business School 1 Economics Department, Queen's University 1 Erasmus University Rotterdam, Econometric Institute 1 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 1 Fakultät Wirtschaftswissenschaften, Wirtschaftsinformatik und Wirtschaftsrecht, Universität Siegen 1 Institutt for foretaksøkonomi, Norges Handelshøyskole (NHH) 1 Institutt for Økonomi, Universitetet i Bergen 1 Kaunas University of Technology 1 London School of Economics (LSE) 1 Maison des Sciences Économiques, Université Paris 1 (Panthéon-Sorbonne) 1 Nationalekonomiska Institutionen, Ekonomihögskolan 1 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 1 Tilburg University, Center for Economic Research 1 Université Paris-Dauphine (Paris IX) 1 Økonomisk Institut, Københavns Universitet 1
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Published in...
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Statistics & Probability Letters 15 Insurance 6 Post-Print / HAL 5 Stochastic Processes and their Applications 5 Annals of the Institute of Statistical Mathematics 4 Mathematics of operations research 4 Physica A: Statistical Mechanics and its Applications 4 Computational economics 3 Insurance: Mathematics and Economics 3 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 3 Quantitative finance 3 Risks : open access journal 3 Statistical Papers / Springer 3 Technological forecasting & social change : an international journal 3 Volkswirtschaftliche Diskussionsbeiträge 3 Computational Statistics & Data Analysis 2 Cuadernos de Gestión 2 Data science and management : DSM 2 European journal of operational research : EJOR 2 Finance and Stochastics 2 International journal of product development : IJPD 2 International journal of theoretical and applied finance 2 Journal of information & knowledge management : JIKM 2 KIER Working Papers 2 MPRA Paper 2 Mathematics and Computers in Simulation (MATCOM) 2 Risk and decision analysis 2 Risks 2 Romanian Economic Business Review 2 Statistical Inference for Stochastic Processes 2 Statistics & Risk Modeling 2 Swiss Finance Institute Research Paper Series 2 The North American journal of economics and finance : a journal of financial economics studies 2 Working paper / Department of Econometrics and Business Statistics, Monash University 2 Управление большими системами: сборник трудов 2 Advanced modelling in mathematical finance : in honour of Ernst Eberlein 1 African journal of science, technology, innovation and development : AJSTID 1 Annals of Finance 1 Annals of actuarial science 1 Applied Mathematical Finance 1
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Source
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RePEc 98 ECONIS (ZBW) 96 EconStor 13 Other ZBW resources 5 BASE 2
Showing 161 - 170 of 214
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Informacinės posistemės, aprašančios individualizuotą žmogaus fiziologinį modelį fizinio krūvio metu, kūrimas
Berškienė, Kristina - 2005
using the convolution of Meally and Moore automata. The result is the applied program for the consumer – physiologist. This …
Persistent link: https://www.econbiz.de/10009478867
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Equilibria in production economies.
Aliprantis, Charalambos D.; Florenzano, Monique; … - Maison des Sciences Économiques, Université Paris 1 … - 2004
This paper studies production economies having a locally convex topological vector commodity space ordered by a closed and generating convex come such that the order intervals are topologically bounded. The generally assumed lattice properties on the commodity-price duality are replaced by an...
Persistent link: https://www.econbiz.de/10005670926
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General equilibrium analysis in ordered topological vector spaces
Aliprantis, Charalambos D.; Florenzano, Monique; … - 2004
The second welfare theorem and the core-equivalence theorem have been proved to be fundamental tools for obtaining equilibrium existence theorems, especially in an infinite dimensional setting. For well-behaved exchange economies that we call proper economies, this paper gives (minimal)...
Persistent link: https://www.econbiz.de/10009448515
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General equilibrium analysis in ordered topological vector spaces
Aliprantis, Charalambos; Florenzano, Monique; Tourky, Rabee - HAL - 2004
The second welfare theorem and the core-equivalence theorem have been proved to be fundamental tools for obtaining equilibrium existence theorems, especially in an infinite dimensional setting. For well-behaved exchange economies that we call proper economies, this paper gives (minimal)...
Persistent link: https://www.econbiz.de/10010750925
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Estimation of portfolio return and value at risk using a class of Gaussian mixture distributions
Tan, Kangrong; Chu, Meifen - In: The international journal of business and finance … 6 (2012) 2, pp. 97-107
Persistent link: https://www.econbiz.de/10009389668
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ESTIMATION OF PORTFOLIO RETURN AND VALUE AT RISK USING A CLASS OF GAUSSIAN MIXTURE DISTRIBUTIONS
Tan, Kangrong; Chu, Meifen - In: The International Journal of Business and Finance Research 6 (2012) 1, pp. 97-107
This paper deals with the estimation of portfolio returns and Value at Risk (VaR), by using a class of Gaussian mixture distributions. Asset return distributions are frequently assumed to follow a normal or lognormal distribution. It also can follow Brownian motion or Geometric Brownian motion...
Persistent link: https://www.econbiz.de/10011206126
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Enhanced consistency of the Resampled Convolution Particle Filter
Vila, Jean-Pierre - In: Statistics & Probability Letters 82 (2012) 4, pp. 786-797
Among the convolution particle filters for discrete-time dynamic systems defined by nonlinear state space models, the … Resampled Convolution Filter is one of the most efficient, in terms of estimation of the conditional probability density … known for its almost sure L1-convergence property. But contrarily to the other convolution filters, its almost sure punctual …
Persistent link: https://www.econbiz.de/10010576143
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From Sturm–Liouville problems to fractional and anomalous diffusions
D’Ovidio, Mirko - In: Stochastic Processes and their Applications 122 (2012) 10, pp. 3513-3544
Some fractional and anomalous diffusions are driven by equations involving fractional derivatives in both time and space. Such diffusions are processes with randomly varying times. In representing the solutions to those equations, the explicit laws of certain stable processes turn out to be...
Persistent link: https://www.econbiz.de/10010603466
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Asymptotic distributions of the overshoot and undershoots for the Lévy insurance risk process in the Cramér and convolution equivalent cases
Griffin, Philip S.; Maller, Ross A.; Schaik, Kees van - In: Insurance: Mathematics and Economics 51 (2012) 2, pp. 382-392
level, for a Lévy process which drifts to −∞ and satisfies a Cramér or a convolution equivalent condition. We derive these … asymptotics under minimal conditions in the Cramér case, and compare them with known results for the convolution equivalent case …. Thus, at least regarding these quantities, the “medium-heavy” tailed convolution equivalent model segues into the “light …
Persistent link: https://www.econbiz.de/10011046598
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Asymptotic equidistribution of congruence classes with respect to the convolution iterates of a probability vector
Gnacadja, Gilles - In: Statistics & Probability Letters 82 (2012) 10, pp. 1849-1852
Consider a positive integer d and a positive probability vector f over the numbers 0,…,ℓ. The n-fold convolution f∗n of …
Persistent link: https://www.econbiz.de/10011039863
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