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  • Search: subject:"Newton—Raphson method"
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Year of publication
Subject
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Newton-Raphson method 21 Newton–Raphson method 5 k-step bootstrap 5 maximum pseudo-likelihood estimators 5 nested fixed point algorithm 5 policy iteration 5 Edgeworth expansion 3 Monte Carlo simulation 3 implied volatility 3 BHHH method 2 Estimation theory 2 Global convergence 2 Heteroskedasticity 2 Internal rate of return 2 Kepler’s equation 2 Likelihood 2 Maximum likelihood estimation 2 Maximum likelihood estimation (MLE) 2 Maximum-Likelihood-Schätzung 2 Monte-Carlo-Simulation 2 Option pricing theory 2 Optionspreistheorie 2 PyTorch 2 Robust statistics 2 Schätztheorie 2 Simple Iterative Procedure (SIP) 2 Statistical distribution 2 Statistische Verteilung 2 TensorRT 2 Theorie 2 Theory 2 Three parameter Weibull distribution 2 Two parameter Weibull distribution 2 graphics processing unit (GPU) accelerated computing 2 62-07 (Statistics-Data analysis) 1 90-08 (Operations Research-Computational methods) 1 AR-ARCH model 1 Algorithm 1 Algorithmus 1 American options 1
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Online availability
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Undetermined 16 Free 9 CC license 2
Type of publication
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Article 20 Book / Working Paper 7 Other 1
Type of publication (narrower categories)
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Article in journal 6 Aufsatz in Zeitschrift 6 Working Paper 4 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2 Article 1 Hochschulschrift 1 Thesis 1
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Language
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English 14 Undetermined 14
Author
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Shimotsu, Katsumi 5 Kasahara, Hiroyuki 4 Liu, Shuangzhe 3 Heyde, Chris 2 Huh, Jeonggyu 2 Kim, Hyun-Gyoon 2 Kim, Tae-Kyoung 2 Lee, Geon 2 Qiao, Hongzhu 2 Thorlund-Petersen, Lars 2 Tsokos, Chris P. 2 Aouzellag, D. 1 BENTH, FRED ESPEN 1 Belhamra, Thara 1 Bütikofer, Stephan 1 Chakravorty, Sandeep 1 Dadjé, Abdouramani 1 Daouia, Abdelaati 1 Djongyang, Noël 1 GROTH, MARTIN 1 Gutiérrez-Sánchez, R. 1 Heyde, Chris C. 1 Iommi, Godofredo 1 Jonen, Christian 1 KETTLER, PAUL C. 1 Kasahara, Hiroyuko 1 Lahaçani, N.A. 1 Lesage-Landry, Antoine 1 Mahseredjian, Jean 1 Mehrdoust, Farshid 1 Mendil, B. 1 Molénat, Matthias 1 Nafidi, A. 1 Najafi, Ali Reza 1 Nguyen, Tri-Dzung 1 Pardo, Julio 1 Pardo, Leandro 1 Pardo, María 1 Pascual, A. 1 Raman, Vinoth 1
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Institution
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Economics Department, Queen's University 1 University of Western Ontario, Department of Economics 1
Published in...
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Mathematics and Computers in Simulation (MATCOM) 3 Statistical Papers / Springer 3 Advances in Data Analysis and Classification 1 African journal of science, technology, innovation & development : AJSTID 1 Computational Statistics 1 Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada 1 International Journal of Energy Optimization and Engineering (IJEOE) 1 International Journal of Theoretical and Applied Finance (IJTAF) 1 Journal of Risk and Financial Management 1 Journal of risk and financial management : JRFM 1 Les cahiers du GERAD 1 Mathematical Methods of Operations Research 1 Mathematical methods of operations research 1 Physica A: Statistical Mechanics and its Applications 1 Queen's Economics Department Working Paper 1 Renewable Energy 1 Research Report 1 Statistical papers 1 Statistics in transition : an international journal of the Polish Statistical Association and Statistics Poland 1 UWO Department of Economics Working Papers 1 Working Papers / Economics Department, Queen's University 1 Working papers / TSE : WP 1
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Source
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RePEc 14 ECONIS (ZBW) 9 EconStor 3 BASE 1 Other ZBW resources 1
Showing 1 - 10 of 28
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Reliability for Zeghdoudi distribution with an outlier, fuzzy reliability and application
Belhamra, Thara; Zeghdoudi, Halim; Raman, Vinoth - In: Statistics in transition : an international journal of … 25 (2024) 1, pp. 167-177
This study focuses on estimating reliability P[YX], where Y has a Zeghdoudi distribution with parameter a, X has a Zeghdoudi distribution with one outlier present and parameter c, and the remaining (n - 1) random variables are from a Zeghdoudi distribution with parameter b, in order for X and Y...
Persistent link: https://www.econbiz.de/10015125419
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An expectile computation cookbook
Daouia, Abdelaati; Stupfler, Gilles; Usseglio-Carleve, … - 2023
Persistent link: https://www.econbiz.de/10014326936
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Newton-Raphson emulation network for highly efficient computation of numerous implied volatilities
Lee, Geon; Kim, Tae-Kyoung; Kim, Hyun-Gyoon; Huh, Jeonggyu - In: Journal of Risk and Financial Management 15 (2022) 12, pp. 1-8
In finance, implied volatility is an important indicator that reflects the market situation immediately. Many practitioners estimate volatility by using iteration methods, such as the Newton-Raphson (NR) method. However, if numerous implied volatilities must be computed frequently, the iteration...
Persistent link: https://www.econbiz.de/10014332772
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Newton-Raphson emulation network for highly efficient computation of numerous implied volatilities
Lee, Geon; Kim, Tae-Kyoung; Kim, Hyun-Gyoon; Huh, Jeonggyu - In: Journal of risk and financial management : JRFM 15 (2022) 12, pp. 1-8
In finance, implied volatility is an important indicator that reflects the market situation immediately. Many practitioners estimate volatility by using iteration methods, such as the Newton–Raphson (NR) method. However, if numerous implied volatilities must be computed frequently, the...
Persistent link: https://www.econbiz.de/10014284092
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On the frequency variation in load-flow calculations for islanded AC microgrid
Molénat, Matthias; Mahseredjian, Jean; Rashidirad, Nasim; … - 2024
Persistent link: https://www.econbiz.de/10014504789
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Bid and ask spreads for the cap and floor contracts under the Liouville fractional Vasicek model
Najafi, Ali Reza; Mehrdoust, Farshid; Samimi, Hossein - In: Estudios de economía aplicada : revista promovida por … 39 (2021) 2, pp. 467-479
Persistent link: https://www.econbiz.de/10012814140
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Power Flow Investigation Using Cubic Spline Function a Case Study
Ray, Amitava; Sherpa, Karma Sonam; Shabbiruddin; … - In: International Journal of Energy Optimization and … 7 (2018) 4, pp. 1-16
This article presents an approach using cubic spline function to study Load Flow with a view to acquiring a reliable convergence in the Bus System. The solution of the power flow is one of the extreme problems in Electrical Power Systems. The prime objective of power flow analysis is to find the...
Persistent link: https://www.econbiz.de/10012044589
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An analytical-numerical approach in the calculation of photovoltaic module parameters operating under partial shaded conditions
Dadjé, Abdouramani; Djongyang, Noël; Tchinda, Réné - In: African journal of science, technology, innovation & … 10 (2018) 6, pp. 701-707
Persistent link: https://www.econbiz.de/10012259692
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Efficient pricing of high-dimensional American-style derivatives : a robust regression Monte Carlo method
Jonen, Christian - 2011
Persistent link: https://www.econbiz.de/10010204985
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Nested pseudo-likelihood estimation and bootstrap-based inference for structural discrete Markov decision models
Kasahara, Hiroyuki; Shimotsu, Katsumi - 2006
This paper analyzes the higher-order properties of nested pseudo-likelihood (NPL) estimators and their practical implementation for parametric discrete Markov decision models in which the probability distribution is defined as a fixed point. We propose a new NPL estimator that can achieve...
Persistent link: https://www.econbiz.de/10010292031
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