Search Results - subject:"Model Error"

Mini-flash crashes, model risk, and optimal execution

Bayraktar, Erhan; Munk, Alexander - In: Market microstructure and liquidity 4 (2018) 1/2, pp. 1-44

Persistent link: https://www.econbiz.de/10012256386

Incorporating model uncertainty into optimal insurance contract design

Pflug, Georg; Hung, Mao-Wei - In: Insurance 73 (2017), pp. 68-74

Persistent link: https://www.econbiz.de/10011702048

ПРОГНОЗ НАЛОГОВЫХ ПОСТУПЛЕНИЙ В БЮДЖЕТ МОСКВЫ НА ОСНОВЕ РЕГИОНАЛЬНОЙ СТАТИСТИКИ РОССИЙСКОЙ ФЕДЕРАЦИИ

ПОПКОВ С. Ю. - In: Бизнес в законе. … (2011) 3, pp. 326-327

В данной статье освещается схема моделирования налоговых поступлений, в основу которой ставится учет макропоказателей, которые определенным образом влияют на...

Persistent link: https://www.econbiz.de/10011223051

Random weighting estimation method for dynamic navigation positioning

Gao, S; Gao, Y; Zhong, Y; Wei, W - 2011

effect of the kinematic model error and observation model error on the state parameter estimation. Theories and algorithms of …

Persistent link: https://www.econbiz.de/10009481765

Model uncertainty in risk capital measurement

Bignozzi, Valeria; Tsanakas, Andreas - In: Journal of risk 18 (2015/2016) 3, pp. 1-24

Persistent link: https://www.econbiz.de/10011439043

Merchant commodity storage and term-structure model error

Secomandi, Nicola; Lai, Guoming; Margot, François; … - In: Manufacturing & service operations management : M & SOM 17 (2015) 3, pp. 302-320

Persistent link: https://www.econbiz.de/10011307931

Using bootstrapping to incorporate model error for risk-neutral pricing of longevity risk

Yang, Bowen; Li, Jackie; Balasooriya, Uditha - In: Insurance 62 (2015), pp. 16-27

Persistent link: https://www.econbiz.de/10011312091

A Monte Carlo approach to quantifying model error in Bayesian parameter estimation

White, Staci A.; Herbei, Radu - In: Computational Statistics & Data Analysis 83 (2015) C, pp. 168-181

Quantifying the discrepancy between two distributions is considered, using the concept of ϕ-divergence. The motivation is a Bayesian inference scenario where one is interested in comparing different posterior distributions. Strongly consistent estimators for the ϕ-divergence between two...

Persistent link: https://www.econbiz.de/10011117715

A cumulative entropy method for distribution recognition of model error

Liang, Yingjie; Chen, Wen - In: Physica A: Statistical Mechanics and its Applications 419 (2015) C, pp. 729-735

This paper develops a cumulative entropy method (CEM) to recognize the most suitable distribution for model error. In … terms of the CEM, the Lévy stable distribution is employed to capture the statistical properties of model error. The … most suitable distribution for the model error. …

Persistent link: https://www.econbiz.de/10011117866

Kriging Models That Are Robust With Respect to Simulation Errors

Den Hertog, Dick; Siem, A.Y.D. - Tilburg University, Center for Economic Research - 2007

In the field of the Design and Analysis of Computer Experiments (DACE) meta-models are used to approximate time-consuming simulations. These simulations often contain simulation-model errors in the output variables. In the construction of meta-models, these errors are often ignored....

Persistent link: https://www.econbiz.de/10011092008