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  • Search: subject:"Gaussian Processes"
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Year of publication
Subject
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Gaussian processes 68 Stochastischer Prozess 26 Stochastic process 25 Theorie 18 Theory 17 Artificial intelligence 16 Künstliche Intelligenz 13 Option pricing theory 9 Optionspreistheorie 9 Gaussian Processes 7 Volatility 7 Bayes-Statistik 6 Bayesian inference 6 Forecasting model 6 Nichtparametrisches Verfahren 6 Nonparametric statistics 6 Prognoseverfahren 6 Portfolio selection 5 Portfolio-Management 5 Statistical distribution 5 Statistische Verteilung 5 Volatilität 5 machine learning 5 nonparametric estimation 5 Bayesian inverse problems 4 Estimation theory 4 Lepski's method 4 Lévy processes 4 Normal Inverse Gaussian processes 4 Schätztheorie 4 data-driven method 4 honest confidence bands 4 multiplier method 4 posterior consistency 4 Bankruptcy prediction 3 Bayesian nonparametrics 3 CAPM 3 CGMY model 3 Carr's randomization 3 Central Limit Theorem 3
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Online availability
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Undetermined 65 Free 43 CC license 2
Type of publication
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Article 85 Book / Working Paper 34
Type of publication (narrower categories)
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Article in journal 32 Aufsatz in Zeitschrift 32 Working Paper 9 Graue Literatur 6 Non-commercial literature 6 Arbeitspapier 5 Article 3 Hochschulschrift 1 Thesis 1
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Language
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Undetermined 64 English 55
Author
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Podolskij, Mark 5 Barndorff-Nielsen, Ole E. 4 Chernozhukov, Victor 4 Chetverikov, Denis 4 Corcuera, José Manuel 4 Florens, Jean-Pierre 4 Kato, Kengo 4 Simoni, Anna 4 Abudu, Bolanle 3 Benassi, Albert 3 Bianchi, Michele Leonardo 3 Cohen, Serge 3 Istas, Jacques 3 Tassinari, Gian Luca 3 Aue, Alexander 2 BOYARCHENKO, MITYA 2 Branke, Juergen 2 Breunig, Christoph 2 Dew, Ryan 2 Drobne, Samo 2 Eidsvik, Jo 2 Heger, Jens 2 Hidalgo, Javier 2 Hildebrandt, Torsten 2 LEVENDORSKIĬ, SERGEI 2 León, José 2 Liu, Ruixuan 2 Lloyd, James Robert 2 Madan, Dilip B. 2 Marcus, Michael B. 2 Martínez, Serafín 2 Morales-Enciso, Sergio 2 Nourdin, Ivan 2 Peccati, Giovanni 2 Peña, Tonatiuh 2 Piterbarg, V.I. 2 Protassov, V. 2 Rosen, Jay 2 Scholz-Reiter, Bernd 2 Yamazaki, Akira 2
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Institution
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School of Economics and Management, University of Aarhus 5 Erasmus University Rotterdam, Econometric Institute 2 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 2 London School of Economics (LSE) 2 Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Banco de México 1 EERC Research Network, Russia and CIS 1 HAL 1 Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE) 1 International Monetary Fund (IMF) 1 Slovensko društvo informatika 1 Théorie Économique, Modélisation, Application (THEMA), Université de Cergy-Pontoise 1 Toulouse School of Economics (TSE) 1 Økonomisk institutt, Universitetet i Oslo 1
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Published in...
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Stochastic Processes and their Applications 9 Statistical Inference for Stochastic Processes 8 Statistics & Probability Letters 6 CREATES Research Papers 5 Computational Statistics & Data Analysis 4 International Journal of Theoretical and Applied Finance (IJTAF) 4 International journal of theoretical and applied finance 4 Quantitative finance 4 Annals of the Institute of Statistical Mathematics 3 Physica A: Statistical Mechanics and its Applications 3 CEMMAP working papers / Centre for Microdata Methods and Practice 2 Econometric Institute Report 2 Econometric Institute Research Papers 2 European journal of operational research : EJOR 2 Insurance / Mathematics & economics 2 International journal of forecasting 2 Journal of Multivariate Analysis 2 Journal of marketing research 2 LSE Research Online Documents on Economics 2 MPRA Paper 2 STICERD - Econometrics Paper Series 2 The journal of computational finance 2 cemmap working paper 2 ASTIN bulletin : the journal of the International Actuarial Association 1 Advances in Data Analysis and Classification 1 Applied Energy 1 Astin bulletin : the journal of the International Actuarial Association 1 Business Systems Research (BSR) 1 Business systems research : a system view accross technology & economics : the journal of Society for Advancing Innovation and Research in Economy 1 Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies 1 Computational Statistics 1 Decision analysis : a journal of the Institute for Operations Research and the Management Sciences, INFORMS 1 EERC Working Paper Series 1 Econometrica 1 Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics 1 Economics working paper series 1 Empirical economics : a quarterly journal of the Institute for Advanced Studies 1 European Journal of Operational Research 1 Finance and Stochastics 1 IDEI Working Papers 1
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Source
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RePEc 72 ECONIS (ZBW) 39 EconStor 7 BASE 1
Showing 11 - 20 of 119
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Bayesian machine learning for financial modeling
Nirwan, Rajbir Singh - 2021
Persistent link: https://www.econbiz.de/10012816317
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A Bayesian nonparametric approach to option pricing
Qin, Zhang; Almeida, Caio - In: Revista Brasileira de Finanças : RBFin 18 (2020) 4, pp. 115-137
Persistent link: https://www.econbiz.de/10012437054
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Modelling non-stationary financial time series with input warped student t-processes
Ruxanda, Gheorghe; Opincariu, Sorin; Ionescu, Stefan - In: Romanian journal of economic forecasting 22 (2019) 3, pp. 51-61
Persistent link: https://www.econbiz.de/10012420475
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The Laplace transform of the integrated Volterra Wishart process
Abi Jaber, Eduardo - In: Mathematical finance : an international journal of … 32 (2022) 1, pp. 309-348
Persistent link: https://www.econbiz.de/10012815963
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Probabilistic recalibration of forecasts
Graziani, Carlo; Rosner, Robert; Adams, Jennifer M.; … - In: International journal of forecasting 37 (2021) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10012692513
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Optimal dynamic futures portfolio under a multifactor Gaussian framework
Leung, Tim; Yan, Raphael; Zhou, Yang - In: International journal of theoretical and applied finance 24 (2021) 5, pp. 1-27
Persistent link: https://www.econbiz.de/10012662043
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Bayesian estimation of bidding process and bidder's preference under shape restrictions
Li, Dong; Wang, Luya; Wu, Ximing - In: Empirical economics : a quarterly journal of the … 60 (2021) 1, pp. 157-176
Persistent link: https://www.econbiz.de/10012488905
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Moment-matching approximations for stochastic sums in non-Gaussian Ornstein-Uhlenbeck models
Brignone, Riccardo; Kyriakou, Ioannis; Fusai, Gianluca - In: Insurance / Mathematics & economics 96 (2021), pp. 232-247
Persistent link: https://www.econbiz.de/10012482885
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Probabilistic machine learning for local volatility
Tegnér, Martin; Roberts, Stephen - In: The journal of computational finance 25 (2021) 3, pp. 1-50
Persistent link: https://www.econbiz.de/10012873079
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Regularity of Gaussian processes on Dirichlet spaces
Kerkyacharian, Gérard; Ogawa, Shigeyoshi; Petrušev, … - 2017
Persistent link: https://www.econbiz.de/10012200359
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