EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Model Reduction"
Narrow search

Narrow search

Year of publication
Subject
All
Model reduction 18 model reduction 12 BMI and income 3 Bias-precision trade-off 3 Entropy 3 Imputations 3 Kinetics 3 Missing covariates 3 Model averaging 3 Optimal control 3 Option pricing theory 3 Optionspreistheorie 3 Stochastic process 3 Stochastischer Prozess 3 heterogeneous agents 3 A-posteriori error estimates 2 Agentenbasierte Modellierung 2 Boltzmann equation 2 Financial optimization 2 Fokker–Planck equation 2 Functional differentiability 2 Hankel Operator 2 Heston model 2 Linear system 2 Markov decision model 2 Mathematical programming 2 Mathematische Optimierung 2 Modellierung 2 Monte Carlo 2 Optimal value 2 Option trading 2 Optionsgeschäft 2 Proper orthogonal decomposition 2 Scientific modelling 2 Tests of Rank 2 Theorie 2 Transition probability function 2 aggregation 2 behaviour 2 perturbation methods 2
more ... less ...
Online availability
All
Undetermined 18 Free 17 CC license 1
Type of publication
All
Article 20 Book / Working Paper 17
Type of publication (narrower categories)
All
Working Paper 5 Article in journal 4 Aufsatz in Zeitschrift 4 Graue Literatur 2 Non-commercial literature 2 Arbeitspapier 1 Article 1 Hochschulschrift 1
more ... less ...
Language
All
Undetermined 20 English 17
Author
All
Dardanoni, Valentino 4 Modica, Salvatore 4 Peracchi, Franco 4 Reiter, Michael 4 Gorban, Alexander N. 3 Karlin, Iliya V. 3 Burkovska, Olena 2 Cagas, Marie Anne 2 Camba-Méndez, Gonzalo 2 Ducanes, Geoffrey 2 Glau, Kathrin 2 Kapetanios, George 2 Kern, Patrick 2 Magtibay-Ramos, Nedelyn 2 Qin, Duo 2 Scherrer, W. 2 Simroth, Axel 2 Wohlmuth, Barbara 2 Zähle, Henryk 2 Ackermann, J. 1 Antil, Harbir 1 Bernier, Michel 1 Birgersson, E. 1 Buchholz, Rico 1 Burkovska, O. 1 Cauret, Odile 1 Chinesta, F. 1 Chinesta, Francisco 1 Cueto, E. 1 Engel, Harald 1 Falcó, Antonio 1 Gass, M. 1 González, D. 1 González, Mariano 1 Gubisch, Martin 1 GÖRNERUP, OLOF 1 He, Zhongjie 1 Heij, C. 1 Heij, Heij, C. 1 Heinkenschloss, Matthias 1
more ... less ...
Institution
All
HAL 2 Centro di Studi Internazionali Sull'Economia e la Sviluppo (CEIS), Facoltà di Economia 1 Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) 1 Erasmus University Rotterdam, Econometric Institute 1 European Central Bank 1 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 1 Instituto Valenciano de Investigaciones Económicas (IVIE) 1 International Conferences on Panel Data 1 School of Economics and Finance, Queen Mary 1 Tilburg University, Center for Economic Research 1
more ... less ...
Published in...
All
Mathematics and Computers in Simulation (MATCOM) 4 Computational Optimization and Applications 3 Physica A: Statistical Mechanics and its Applications 3 Energy 2 Post-Print / HAL 2 10th International Conference on Panel Data, Berlin, July 5-6, 2002 1 Advances in Complex Systems (ACS) 1 CEIS Research Paper 1 Discussion Paper / Tilburg University, Center for Economic Research 1 ECB Working Paper 1 Econometric Institute Report 1 Econometric Institute Research Papers 1 Economics Series / Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) 1 European Journal of Operational Research 1 IHS Working Paper 1 IHS working paper 1 Journal of monetary economics 1 Mathematical Methods of Operations Research 1 Mathematical methods of operations research : ZOR 1 Quantitative finance 1 Reihe Ökonomie / Economics Series 1 Stata Journal 1 The journal of computational finance 1 Working Paper 1 Working Paper Series / European Central Bank 1 Working Papers / School of Economics and Finance, Queen Mary 1 Working Papers. Serie AD 1
more ... less ...
Source
All
RePEc 26 ECONIS (ZBW) 6 EconStor 5
Showing 1 - 10 of 37
Cover Image
State reduction and second-order perturbations of heterogeneous agent models
Reiter, Michael - 2023
This paper develops a method to compute second-order perturbations of discretetime heterogeneous agent models. It addresses the three main tasks to make secondorder approximations tractable: state reduction, generating sufficient smoothness, and fast computation of the quadratic terms in the...
Persistent link: https://www.econbiz.de/10014331149
Saved in:
Cover Image
State reduction and second-order perturbations of heterogeneous agent models
Reiter, Michael - 2023
This paper develops a method to compute second-order perturbations of discretetime heterogeneous agent models. It addresses the three main tasks to make secondorder approximations tractable: state reduction, generating sufficient smoothness, and fast computation of the quadratic terms in the...
Persistent link: https://www.econbiz.de/10014329924
Saved in:
Cover Image
First-order sensitivity of the optimal value in a Markov decision model with respect to deviations in the transition probability function
Kern, Patrick; Simroth, Axel; Zähle, Henryk - In: Mathematical Methods of Operations Research 92 (2020) 1, pp. 165-197
of model reduction is reasonable (in regard to the optimal value) and what kind is not. In this article we propose a way …
Persistent link: https://www.econbiz.de/10014503414
Saved in:
Cover Image
First-order sensitivity of the optimal value in a Markov decision model with respect to deviations in the transition probability function
Kern, Patrick; Simroth, Axel; Zähle, Henryk - In: Mathematical methods of operations research : ZOR 92 (2020) 1, pp. 165-197
Persistent link: https://www.econbiz.de/10012301681
Saved in:
Cover Image
Deep learning for solving dynamic economic models.
Maliar, Lilia; Maliar, Serguei; Winant, Pablo - In: Journal of monetary economics 122 (2021), pp. 76-101
Persistent link: https://www.econbiz.de/10013269349
Saved in:
Cover Image
Reduced basis methods for option pricing and calibration
Burkovska, Olena - 2016
Persistent link: https://www.econbiz.de/10012545679
Saved in:
Cover Image
Complexity reduction for calibration to American options
Burkovska, Olena; Glau, Kathrin; Mahlstedt, Mirco; … - In: The journal of computational finance 23 (2019) 1, pp. 25-60
Persistent link: https://www.econbiz.de/10012064981
Saved in:
Cover Image
Calibration to American options : numerical investigation of the de-Americanization method
Burkovska, O.; Gass, M.; Glau, Kathrin; Mahlstedt, M.; … - In: Quantitative finance 18 (2018) 7, pp. 1091-1113
Persistent link: https://www.econbiz.de/10011911523
Saved in:
Cover Image
Regression with imputed covariates: A generalized missing-indicator approach
Dardanoni, Valentino; Modica, Salvatore; Peracchi, Franco - HAL - 2011
complete-case analysis. Given this augmented model, the bias-precision trade-off may then be tackled by either model reduction …
Persistent link: https://www.econbiz.de/10010821074
Saved in:
Cover Image
Regression with imputed covariates: A generalized missing-indicator approach
Dardanoni, Valentino; Modica, Salvatore; Peracchi, Franco - HAL - 2011
complete-case analysis. Given this augmented model, the bias-precision trade-off may then be tackled by either model reduction …
Persistent link: https://www.econbiz.de/10010640491
Saved in:
  • 1
  • 2
  • 3
  • 4
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...