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  • Search: subject:"KL-Divergence"
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Year of publication
Subject
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KL divergence 3 computational economics-game-finance-mechanism 2 informatics agent 2 second-order perceptron 2 simplex projection and fusion 2 Angola 1 Bank 1 Bank risk 1 Bankrisiko 1 Compound Poisson processes 1 Conditional Value-at-Risk 1 Data envelopment analysis 1 Data-Envelopment-Analyse 1 Efficiency 1 Effizienz 1 Fuzzy sets 1 Fuzzy-DEA 1 Fuzzy-Set-Theorie 1 Gaussian mixture model 1 KL-Divergence 1 KL-divergence 1 Loss 1 Reverse stress testing 1 Risikomanagement 1 Risikomaß 1 Risk management 1 Risk measure 1 Stochastic process 1 Stochastic-DEA 1 Stochastischer Prozess 1 Stress 1 Technical efficiency 1 Technische Effizienz 1 Theorie 1 Theory 1 Value-at-Risk 1 Verlust 1 Work stress 1 co-generation 1 demand pattern 1
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Online availability
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Free 3 Undetermined 2
Type of publication
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Article 3 Book / Working Paper 2
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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Undetermined 3 English 2
Author
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Kangpenkae, Popon 2 Amano, Yoshiharu 1 Barros, Carlos Pestana 1 Emrouznejad, Ali 1 Hasizume, Takumi 1 Ito, Koichi 1 Jaimungal, Sebastian 1 Kroell, Emma 1 Murata, Noboru 1 Pesenti, Silvana M. 1 Wanke, P. 1 Yoshida, Akira 1
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2
Published in...
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MPRA Paper 2 Energies 1 Insurance : mathematics and economics 1 RAIRO / Operations research 1
Source
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RePEc 3 ECONIS (ZBW) 2
Showing 1 - 5 of 5
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Stressing dynamic loss models
Kroell, Emma; Pesenti, Silvana M.; Jaimungal, Sebastian - In: Insurance : mathematics and economics 114 (2024), pp. 56-78
Persistent link: https://www.econbiz.de/10015049360
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A Comparison of Optimal Operation of a Residential Fuel Cell Co-Generation System Using Clustered Demand Patterns Based on Kullback-Leibler Divergence
Yoshida, Akira; Amano, Yoshiharu; Murata, Noboru; Ito, … - In: Energies 6 (2013) 1, pp. 374-399
When evaluating residential energy systems like co-generation systems, hot water and electricity demand profiles are critical. In this paper, the authors aim to extract basic time-series demand patterns from two kinds of measured demand (electricity and domestic hot water), and also aim to...
Persistent link: https://www.econbiz.de/10010676087
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A comparison between stochastic DEA and fuzzy DEA approaches : revisiting efficiency in Angolan banks
Wanke, P.; Barros, Carlos Pestana; Emrouznejad, Ali - In: RAIRO / Operations research 52 (2018) 1, pp. 285-303
Persistent link: https://www.econbiz.de/10011968716
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Kullback-Leibler Simplex
Kangpenkae, Popon - Volkswirtschaftliche Fakultät, … - 2012
This technical reference presents the functional structure and the algorithmic implementation of KL (Kullback-Leibler) simplex. It details the simplex approximation and fusion. The KL simplex is fundamental, robust, adaptive an informatics agent for computational research in economics, finance,...
Persistent link: https://www.econbiz.de/10011111324
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Cover Image
Kullback-Leibler simplex
Kangpenkae, Popon - Volkswirtschaftliche Fakultät, … - 2011
This technical reference presents the functional structure and the algorithmic implementation of KL (Kullback-Leibler) simplex. It details the simplex approximation and fusion. The KL simplex is fundamental, robust, adaptive an informatics agent for computational research in economics, finance,...
Persistent link: https://www.econbiz.de/10009368480
Saved in:
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