Search Results - subject:"Gaussian processes"

Double robust Bayesian inference on average treatment effects

Breunig, Christoph; Liu, Ruixuan; Yu, Zhengfei - In: Econometrica : journal of the Econometric Society, an … 93 (2025) 2, pp. 539-568

Persistent link: https://www.econbiz.de/10015401158

Double Robust Bayesian Inference on Average Treatment Effects

Breunig, Christoph; Liu, Ruixuan; Yu, Zhengfei - In: Econometrica 93 (2025) 2, pp. 539-568

We propose a double robust Bayesian inference procedure on the average treatment effect (ATE) under unconfoundedness. For our new Bayesian approach, we first adjust the prior distributions of the conditional mean functions, and then correct the posterior distribution of the resulting ATE. Both...

Persistent link: https://www.econbiz.de/10015411074

Semiparametric cointegrating rank selection for curved cross section Time Series

Phillips, Peter C. B. - 2025

Persistent link: https://www.econbiz.de/10015417440

Investigating the price determinants of the European Emission Trading System : a non-parametric approach

Salvagnin, Cristiano; Glielmo, Aldo; De Giuli, Maria Elena - In: Quantitative finance 24 (2024) 10, pp. 1529-1544

Persistent link: https://www.econbiz.de/10015196939

A Bayesian optimization approach for tuning a grouping genetic algorithm for solving practically oriented pickup and delivery problems

Rüther, Cornelius; Rieck, Julia - In: Logistics 8 (2024) 1, pp. 1-26

Background: The Multi Depot Pickup and Delivery Problem with Time Windows and Heterogeneous Vehicle Fleets (MDPDPTWHV) is a strongly practically oriented routing problem with many real-world constraints. Due to its complexity, solution approaches with sufficiently good quality ideally contain...

Persistent link: https://www.econbiz.de/10014507533

Detecting routines : applications to ridesharing customer relationship management

Dew, Ryan; Ascarza, Eva; Netzer, Oded; Sicherman, Nachum - In: Journal of marketing research 61 (2024) 2, pp. 368-392

Persistent link: https://www.econbiz.de/10014584215

Survival energy models for mortality prediction and future prospects

Shimizu, Yasutaka; Shirai, Kana; Kojima, Yuta; Mitsuda, … - In: ASTIN bulletin : the journal of the International … 53 (2023) 2, pp. 377-391

Persistent link: https://www.econbiz.de/10014320272

Dependence in constrained Bayesian optimization

Zhang, Shiqiang; Lee, Robert M.; Shafei, Behrang; Walz, … - In: Optimization Letters 18 (2023) 6, pp. 1457-1473

multiple output Gaussian processes (MOGPs) as surrogate models and using expectation propagation to approximate the …

Persistent link: https://www.econbiz.de/10015404680

Bayesian Machine Learning in Quantitative Finance : Theory and Practical Applications

Mongwe, Wilson Tsakane; Mbuvha, Rendani; Marwala, Tshilidzi - 2025

Volatility Surfaces using Sparse Gaussian Processes -- 5 Analyzing South African Equity Option Prices Using Normalizing Flows … -- 6 Sparse and Distributed Gaussian Processes For Modeling Corporate Credit Ratings -- 7 Bayesian Detection Of Recovery On … neural networks, Gaussian processes and Markov Chain Monte Carlo methods. It also discusses the utility of Bayesian inference …

Persistent link: https://www.econbiz.de/10015416344

Optimal trade execution for Gaussian signals with power-law resilience

Forde, Martin; Sánchez-Betancourt, Leandro; Smith, Benjamin - In: Quantitative finance 22 (2022) 3, pp. 585-596

Persistent link: https://www.econbiz.de/10013167782