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  • Search: subject:"Stochastic Modeling"
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Year of publication
Subject
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stochastic modeling 45 Stochastic modeling 43 Stochastischer Prozess 41 Stochastic process 39 Theorie 35 Theory 34 Risiko 13 Risk 12 Stochastic Modeling 11 Simulation 9 optimization 8 Mathematical programming 7 Mathematische Optimierung 7 Operations Research 7 Operations research 7 Monte Carlo simulation 6 Monte-Carlo-Simulation 6 Prognoseverfahren 6 Forecasting model 5 Risikomanagement 5 Risk management 5 Scheduling problem 5 Scheduling-Verfahren 5 87.10.Mn Stochastic modeling 4 Capacity planning 4 Portfolio selection 4 Portfolio-Management 4 Queueing theory 4 Volatility 4 Volatilität 4 Warteschlangentheorie 4 CAPM 3 Derivat 3 Derivative 3 EU countries 3 EU-Staaten 3 Electricity price 3 Gaussian Quadratures 3 Heuristics 3 Heuristik 3
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Online availability
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Undetermined 74 Free 32 CC license 2
Type of publication
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Article 95 Book / Working Paper 22
Type of publication (narrower categories)
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Article in journal 54 Aufsatz in Zeitschrift 54 Working Paper 8 Arbeitspapier 4 Graue Literatur 4 Non-commercial literature 4 Thesis 2 Aufsatz im Buch 1 Book section 1 Hochschulschrift 1
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Language
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English 70 Undetermined 46 Spanish 1
Author
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Higgins, Tim 5 Sinning, Mathias 5 Chevallier, Julien 4 Kaserer, Christoph 4 Artavia, Marco 3 Grethe, Harald 3 Sévi, Benoît 3 Zimmermann, Georg 3 Bjarnadóttir, Margrét Vilborg 2 Buchner, Axel 2 Graf, Stefan 2 Koster, René de 2 Mendelevitch, Roman 2 Paulo, Ana 2 Pennanen, Teemu 2 Pereira, Luis 2 Pietz, Matthäus 2 Pirjol, Dan 2 Roy, Debjit 2 Ruxanda, Gheorghe 2 Scherwath, Tim 2 Schmid, Thomas 2 Smeureanu, Ion 2 Stone, Lawrence D. 2 Tomasgard, Asgeir 2 Vidybida, A. K. 2 Wagner, Niklas 2 Wealer, Ben 2 Weber, Florian 2 Zhu, Lingjiong 2 ALBER, MARK 1 Adan, Ivo 1 Ahmad, Abid 1 Al-Jarrah, Mohammad A. 1 Al-Omari, Faruq A. 1 Al-Zahrani, Muhammad 1 Alagoz, Oguzhan 1 Altendorfer, Klaus 1 Alvares Maffra, Sergio 1 Armstrong, John 1
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Institution
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Fakultät für Wirtschaftswissenschaften, Technische Universität München 2 HAL 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Department of Economics, School of Business, Management and Economics 1 Institut de Préparation à l'Administration et à la Gestion (IPAG) 1 Institute for the Study of Labor (IZA) 1 Southern Agricultural Economics Association - SAEA 1 Tinbergen Instituut 1 World Scientific Publishing Co. Pte. Ltd. 1
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Published in...
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INFORMS journal on applied analytics 5 Physica A: Statistical Mechanics and its Applications 5 Management Science 4 The European Physical Journal B - Condensed Matter and Complex Systems 4 Advances in Complex Systems (ACS) 3 European journal of operational research : EJOR 3 Water Resources Management 3 CEFS Working Paper Series 2 Energies 2 IZA Discussion Papers 2 International journal of production economics 2 MPRA Paper 2 Operations research 2 Scandinavian actuarial journal 2 Transportation science : a journal of the Institute for Operations Research and the Management Sciences 2 Working Paper 2 Working Papers / HAL 2 2011 Annual Meeting, February 5-8, 2011, Corpus Christi, Texas 1 Acta Oeconomica Pragensia 1 Amfiteatru economic : an economic and business research periodical 1 Annals of financial economics 1 Annals of the Institute of Statistical Mathematics 1 Applied Energy 1 Applied economic perspectives and policy 1 Aquaculture economics & management : official journal of the International Association of Aquaculture Economics and Management 1 Asia-Pacific Financial Markets 1 Asia-Pacific Journal of Operational Research (APJOR) 1 Astin bulletin : the journal of the International Actuarial Association 1 Computational economics 1 Computers & operations research : an international journal 1 Copernican Journal of Finance & Accounting : CJF&A 1 DIW Discussion Papers 1 Discussion paper series / IZA 1 Discussion papers / Deutsches Institut für Wirtschaftsforschung 1 Economic Modelling 1 Economic modelling 1 Economic systems research 1 Economics of Education Review 1 Economics of education review 1 Energy economics 1
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Source
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ECONIS (ZBW) 60 RePEc 51 EconStor 4 BASE 1 Other ZBW resources 1
Showing 101 - 110 of 117
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Prediction of SPI Drought Class Transitions Using Markov Chains
Paulo, Ana; Pereira, Luis - In: Water Resources Management 21 (2007) 10, pp. 1813-1827
Using the SPI relative to 67 years data sets, a Markov chains approach has been utilized for several locations in Alentejo, southern Portugal, to characterize the stochasticity of droughts, which allowed predicting the transition from a class of severity to another up to 3 months ahead. Markov...
Persistent link: https://www.econbiz.de/10010997505
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Modelling in Distributed Telecommunications Networks
Tomasgard, Asgeir; Dye, Shane; Wallace, Stein W.; … - Tinbergen Instituut - 1997
The purpose of this paper is to formally describe new optimization models for distributed telecommunication networks.Modern distributed networks put more focus on the processing of information and less on the actual transportation of datathan we are traditionally used to in telecommunications....
Persistent link: https://www.econbiz.de/10011255989
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ON MODELING COMPLEX COLLECTIVE BEHAVIOR IN MYXOBACTERIA
JIANG, YI; SOZINOVA, OLGA; ALBER, MARK - In: Advances in Complex Systems (ACS) 09 (2006) 04, pp. 353-367
This paper reviews recent progress in modeling collective behaviors in myxobacteria using lattice gas cellular automata approach (LGCA). Myxobacteria are social bacteria that swarm, glide on surfaces and feed cooperatively. When starved, tens of thousands of cells change their movement pattern...
Persistent link: https://www.econbiz.de/10005080945
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STOCHASTIC MODELLING AND PROGNOSIS OF AN UNDERLYING ASSET PRICING
Cipu, Elena Corina; Panzar, Laura - In: Journal for Economic Forecasting 2 (2005) 3, pp. 22-36
The aim of this paper is to obtain a stochastic model for an underlying asset pricing. Several stochastic models using time series are presented, such as stationary stochastic processes AR and MA or ARMA, and ARCH processes with conditional volatility as a stochastic process. Numerical data were...
Persistent link: https://www.econbiz.de/10005272622
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Stochastic Goal Programming Model for Optimal Blending of Desalinated Water with Groundwater
Al-Zahrani, Muhammad; Ahmad, Abid - In: Water Resources Management 18 (2004) 4, pp. 339-352
A stochastic goal programming (GP) model is developed in orderto determine the daily production of desalination plants to meet the requirements of water blending stations (WBS) for major cities in the Eastern Province of the Kingdom of SaudiArabia. The WBS is assumed to be a control point in the...
Persistent link: https://www.econbiz.de/10010847348
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Modeling financial markets by the multiplicative sequence of trades
Gontis, V.; Kaulakys, B. - In: Physica A: Statistical Mechanics and its Applications 344 (2004) 1, pp. 128-133
We introduce the stochastic multiplicative point process modeling trading activity of financial markets. Such a model system exhibits power-law spectral density S(f)∝1/fβ, scaled as power of frequency for various values of β between 0.5 and 2. Furthermore, we analyze the relation between the...
Persistent link: https://www.econbiz.de/10011058691
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Designing a Better Shopbot
Montgomery, Alan L.; Hosanagar, Kartik; Krishnan, Ramayya; … - In: Management Science 50 (2004) 2, pp. 189-206
A primary tool that consumers have for comparative shopping is the shopbot, which is short for shopping robot. These shopbots automatically search a large number of vendors for price and availability. Typically a shopbot searches a predefined set of vendors and reports all results, which can...
Persistent link: https://www.econbiz.de/10009191392
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Effectiveness of Stochastic Neural Network for Prediction of Fall or Rise of TOPIX
Kamitsuji, Shigeo; Shibata, Ritei - In: Asia-Pacific Financial Markets 10 (2003) 2, pp. 187-204
Stochastic neural network is a hierarchical network of stochastic neurons which emit 0 or 1 with the probability determined by the values of inputs. We have developed an efficient training algorithm so as to maximize the likelihood of such a neural network. This algorithm enables us to apply the...
Persistent link: https://www.econbiz.de/10005727064
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From eye movement to cognition: Toward a general framework of inference comment on Liechty et al., 2003
Feng, Gary - In: Psychometrika 68 (2003) 4, pp. 551-556
Persistent link: https://www.econbiz.de/10005612725
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A stochastic model of river discharge fluctuations
Livina, V.; Ashkenazy, Y.; Kizner, Z.; Strygin, V.; … - In: Physica A: Statistical Mechanics and its Applications 330 (2003) 1, pp. 283-290
We study the daily river flow fluctuations of 30 international rivers. Using the detrended fluctuation analysis, we study the correlations in the magnitudes of river flow increments (volatilities), and find power-law correlations in volatilities for time scales less than 1 year; these...
Persistent link: https://www.econbiz.de/10010590617
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