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Subject
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Agent-based modeling 1 Agentenbasierte Modellierung 1 Börsenkurs 1 Continuous-time Markov Chain 1 EM-algorithm 1 Emotion 1 Experten 1 Experts 1 Financial analysis 1 Finanzanalyse 1 Frühindikator 1 Hessenberg matrix 1 Kolmogorov forward equation 1 Leading indicator 1 Local Risk-Neutral Valuation Relationship 1 MARKOVIAN OBJECT 1 MULTI-CORE MICROPROCESSOR 1 Markov chain 1 Markov-Kette 1 Maximum-likelihood estimation 1 Monte Carlo simulations 1 Option trading 1 Optionsgeschäft 1 PARALLEL COMPUTATIONS 1 PREDICTIVE MODEL CONTROL 1 Share price 1 Theorie 1 Theory 1 Time series analysis 1 Volatility 1 Volatilität 1 Zeitreihenanalyse 1 agent-based models 1 calibration 1 equity risk premium 1 martingale measure 1 matrix exponential 1 option pricing 1 parallel computations on GPUs 1 stylized facts 1
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Free 2 CC license 1
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Article 1 Book / Working Paper 1
Type of publication (narrower categories)
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Graue Literatur 1 Hochschulschrift 1 Non-commercial literature 1
Language
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English 1 Undetermined 1
Author
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Lux, Thomas 1 Sushko, Stepan S. 1 НИКОЛАЕВИЧ, ФЕТИСОВ ВЯЧЕСЛАВ 1
Institution
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Christian-Albrechts-Universität zu Kiel 1
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Проблемы управления 1
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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Essays on economic sentiment dynamics and asymmetric multifractal models of financial volatility
Sushko, Stepan S. - 2021
Persistent link: https://www.econbiz.de/10012940057
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ЭФФЕКТИВНОЕ ПРИМЕНЕНИЕ МНОГОЯДЕРНЫХ МИКРОПРОЦЕССОРОВ ДЛЯ РЕАЛИЗАЦИИ АЛГОРИТМОВ УПРАВЛЕНИЯ СТОХАСТИЧЕСКИМ ОБЪЕКТОМ
НИКОЛАЕВИЧ, ФЕТИСОВ ВЯЧЕСЛАВ - In: Проблемы управления (2009) 3, pp. 76-80
Рассмотрена проблема применения многоядерных микропроцессоров для реализации алгоритма управления с прогнозирующей моделью марковским объектом. Показано,...
Persistent link: https://www.econbiz.de/10011238340
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