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Search: subject:"Nonlinear Decision Rules"
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nonlinear decision rules
5
Theorie
3
Abschreibung
2
Allgemeines Gleichgewicht
2
Arbeitsproduktivität
2
Arbeitszeit
2
CART
2
Hours-Productivity Corr.
2
Korrelation
2
Makroökonometrie
2
Markov Switching
2
Markov switching
2
Nonlinear Decision Rules
2
Stochastisches Wachstumsmodell
2
USA
2
decision trees in finance
2
hours-productivity correlation
2
Anlageverhalten
1
Bayes-Statistik
1
Börsenkurs
1
Correlation
1
DSGE model
1
DSGE-Modell
1
Depreciation
1
Deutschland
1
General equilibrium
1
Informationsverhalten
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Kapitalertrag
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Labour productivity
1
Macroeconometrics
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Marov switching
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Portfolio-Management
1
Stochastic growth model
1
Theory
1
United States
1
Working time
1
asset management
1
asset management portfolio optimisation
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hours-productivity corr
1
portfolio optimisation
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English
6
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Dueker, Michael
4
Fischer, Andreas
4
Andriyashin, Anton
2
Dittmar, Robert
2
Timofeev, Roman
2
Dittmar, Robert D
1
Dittmar, Robert D.
1
Dittmar, Robert F.
1
Dueker, Michael J
1
Fischer, Andreas M.
1
Härdle, Wolfgang
1
Härdle, Wolfgang Karl
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Royal Economic Society - RES
1
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
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Royal Economic Society Annual Conference 2003
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RePEc
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EconStor
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ECONIS (ZBW)
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Recursive portfolio selection with decision trees
Andriyashin, Anton
;
Härdle, Wolfgang Karl
;
Timofeev, Roman
-
2008
A great proportion of stock dynamics can be explained using publicly available information. The relationship between dynamics and public information may be of nonlinear character. In this paper we offer an approach to stock picking by employing so-called decision trees and applying them to XETRA...
Persistent link: https://www.econbiz.de/10010274142
Saved in:
2
Recursive Portfolio Selection with Decision Trees
Andriyashin, Anton
;
Härdle, Wolfgang
;
Timofeev, Roman
-
Sonderforschungsbereich 649: Ökonomisches Risiko, …
-
2008
12 Keywords: CART, decision trees in finance,
nonlinear
decision
rules
, asset management, portfolio optimisation 2 1 …
Persistent link: https://www.econbiz.de/10005652774
Saved in:
3
Stochastic Capital Depreciation and the Comovement of Hours and Productivity
Fischer, Andreas
;
Dueker, Michael J
;
Dittmar, Robert D
-
Royal Economic Society - RES
-
2003
ensure that variation and not the level of the rate is driving the result. Markov switching implies
nonlinear
decision
rules
…
nonlinear
decision
rules
in a richer set of models with many more state variables than can be solved with grid …
Persistent link: https://www.econbiz.de/10005232492
Saved in:
4
Stochastic Capital Depreciation and the Comovement of Hours and Productivity
Dueker, Michael
;
Fischer, Andreas
;
Dittmar, Robert D.
-
2002
rate is driving the result. Markov switching implies
nonlinear
decision
rules
in the dynamic stochastic general equilibrium …) projection method to
nonlinear
decision
rules
. This approach allows for
nonlinear
decision
rules
in a richer set of models with …
Persistent link: https://www.econbiz.de/10011430038
Saved in:
5
Stochastic capital depreciation and the comovement of hours and productivity
Dueker, Michael
;
Fischer, Andreas M.
;
Dittmar, Robert F.
-
2002
rate is driving the result. Markov switching implies
nonlinear
decision
rules
in the dynamic stochastic general equilibrium …) projection method to
nonlinear
decision
rules
. This approach allows for
nonlinear
decision
rules
in a richer set of models with …
Persistent link: https://www.econbiz.de/10011397846
Saved in:
6
Stochastic Capital Depreciation and the Co-movement of Hours and Productivity
Dueker, Michael
;
Fischer, Andreas
;
Dittmar, Robert
- In:
The B.E. Journal of Macroeconomics
6
(
2007
)
3
reduce the hours-productivity correlation. We also illustrate the level effects implied by
nonlinear
decision
rules
in …
Persistent link: https://www.econbiz.de/10014588378
Saved in:
7
Stochastic Capital Depreciation and the Co-movement of Hours and Productivity
Dueker, Michael
;
Fischer, Andreas
;
Dittmar, Robert
- In:
Topics in Macroeconomics
6
(
2007
)
3
,
pp. 1181-1181
reduce the hours-productivity correlation. We also illustrate the level effects implied by
nonlinear
decision
rules
in …
Persistent link: https://www.econbiz.de/10005751361
Saved in:
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