Search Results - subject:"Probabilities"

An improved variant of the rare event simulation method RESTART using prolonged retrials

Villén-Altamirano, José - In: Operations research perspectives 6 (2019), pp. 1-9

probabilities. In this method a number of retrials (or paths) are made when the process reaches certain thresholds of a function of …

Persistent link: https://www.econbiz.de/10012029520

Nonlinear modeling of financial stability using default probabilities from the capital market

Albu, Lucian-Liviu; Lupu, Radu; Călin, Adrian Cantemir; … - In: Romanian journal of economic forecasting 22 (2019) 1, pp. 19-37

Persistent link: https://www.econbiz.de/10012021954

An experimental test of the under-annuitization puzzle with smooth ambiguity and charitable giving

Albis, Hippolyte d’; Attanasi, Giuseppe; Thibault, … - 2019

Persistent link: https://www.econbiz.de/10012024229

Probabilities on streams and reflexive games

Schumann, Andrew - In: Operations Research and Decisions 1 (2014), pp. 71-96

that these probabilities can be used for simulations of reflexive games. In particular, it can be proved that Aumann …'s Agreement Theorem does not hold for these probabilities. Instead of this theorem, there is a statement that is called the …

Persistent link: https://www.econbiz.de/10010773106

Inequality in Education: A Comparison of Australian Indigenous and Nonindigenous Populations

Gunawan, David; Griffiths, William; Chotikapanich, … - In: Statistics, Politics and Policy 13 (2022) 1, pp. 57-72

and posterior probabilities for dominance for the dominance comparisons. We find some evidence of improvement over time …

Persistent link: https://www.econbiz.de/10014621178

The 𝑛𝑝-Chart with 3-𝜎 Limits and the ARL-Unbiased 𝑛𝑝-Chart Revisited

Morais, Manuel Cabral; Wittenberg, Philipp; Cruz, … - In: Stochastics and Quality Control 37 (2022) 2, pp. 107-116

Abstract In the statistical process control literature, counts of nonconforming items are frequently assumed to be independent and have a binomial distribution with parameters (n,p) , where 𝑛 and 𝑝 represent the fixed sample size and the fraction nonconforming. In this paper, the...

Persistent link: https://www.econbiz.de/10014591081

Piecewise linear boundary crossing probabilities, barrier options, and variable annuities

Lee, Hangsuck; Ha, Hongjun; Lee, Minha - In: The journal of futures markets 42 (2022) 12, pp. 2248-2272

Persistent link: https://www.econbiz.de/10013465884

Young people between education and the labour market during the COVID-19 pandemic in Italy

Fiaschi, Davide; Tealdi, Cristina - In: International journal of manpower 43 (2022) 7, pp. 1719-1757

Persistent link: https://www.econbiz.de/10013531906

A deep learning approach to estimating fill probabilities in a limit order book

Maglaras, Costis; Moallemi, Ciamac C.; Wang, Muye - In: Quantitative finance 22 (2022) 11, pp. 1989-2003

Persistent link: https://www.econbiz.de/10013490915

Combining probability forecasts : 60 % and 60 % is 60 %, but likely and likely is very likely

Mislavsky, Robert; Gaertig, Celia - In: Management science : journal of the Institute for … 68 (2022) 1, pp. 541-563

Persistent link: https://www.econbiz.de/10012821217