Search Results - subject:"Orthogonal Projection"

The price of risk based on multilinear measures

Angelini, Pierpaolo; Maturo, Fabrizio - In: International review of economics & finance : IREF 81 (2022), pp. 39-57

Persistent link: https://www.econbiz.de/10013343491

Derivatives pricing via machine learning

Ye, Tingting; Zhang, Liangliang - In: Journal of mathematical finance 9 (2019) 3, pp. 561-589

Persistent link: https://www.econbiz.de/10012210443

From arbitrage to arbitrage-free implied volatilities

Grzelak, Lech A.; Oosterlee, Cornelis Willebrordus - In: The journal of computational finance 20 (2016/2017) 3, pp. 31-49

Persistent link: https://www.econbiz.de/10011689678

Generalized projection dynamics in evolutionary game theory

Joosten, Reinoud; Roorda, Berend - Volkswirtschaft Abteilung, Fachbereich … - 2008

We introduce a new kind of projection dynamics by employing a ray-projection both locally and globally. By global (local) we mean a projection of a vector (close to the unit simplex) unto the unit simplex along a ray through the origin. Using a correspondence between local and global...

Persistent link: https://www.econbiz.de/10005765317

Quadratic estimators of covariance components in a multivariate mixed linear model

Beganu, Gabriela - In: Statistical Methods and Applications 16 (2007) 3, pp. 347-356

Persistent link: https://www.econbiz.de/10005147126

Computational considerations in functional principal component analysis

Ocaña, Francisco; Aguilera, Ana; Escabias, Manuel - In: Computational Statistics 22 (2007) 3, pp. 449-465

Persistent link: https://www.econbiz.de/10005166798

Forecasting with unequally spaced data by a functional principal component approach

Aguilera, Ana; Ocaña, Francisco; Valderrama, Mariano - In: TEST: An Official Journal of the Spanish Society of … 8 (1999) 1, pp. 233-253

Persistent link: https://www.econbiz.de/10005184338

Principal component analysis with external information on both subjects and variables

Takane, Yoshio; Shibayama, Tadashi - In: Psychometrika 56 (1991) 1, pp. 97-120

Persistent link: https://www.econbiz.de/10005166393