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  • Search: subject:"Stochastic Processes"
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Year of publication
Subject
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Stochastischer Prozess 19,260 Stochastic process 19,078 Theorie 10,490 Theory 10,477 Volatilität 4,123 Volatility 4,119 Optionspreistheorie 3,711 Option pricing theory 3,705 Mathematical programming 2,650 Mathematische Optimierung 2,650 Portfolio selection 1,878 Portfolio-Management 1,878 Zeitreihenanalyse 1,733 Time series analysis 1,725 Estimation theory 1,668 Schätztheorie 1,668 Estimation 1,504 Schätzung 1,499 Markov chain 1,355 Markov-Kette 1,355 Risk 1,234 Risiko 1,226 Option trading 890 Optionsgeschäft 890 Monte-Carlo-Simulation 869 Monte Carlo simulation 868 Statistical distribution 842 Statistische Verteilung 842 Simulation 833 Dynamische Optimierung 828 Dynamic programming 827 CAPM 825 Derivat 819 Derivative 819 Börsenkurs 812 Share price 809 Forecasting model 800 Prognoseverfahren 800 Wahrscheinlichkeitsrechnung 701 Probability theory 694
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Online availability
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Free 6,365 Undetermined 6,329 CC license 325
Type of publication
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Article 12,067 Book / Working Paper 7,835 Other 10 Journal 8
Type of publication (narrower categories)
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Article in journal 10,795 Aufsatz in Zeitschrift 10,795 Graue Literatur 3,050 Non-commercial literature 3,050 Working Paper 2,994 Arbeitspapier 2,978 Aufsatz im Buch 740 Book section 740 Hochschulschrift 463 Thesis 351 Lehrbuch 126 Textbook 114 Collection of articles of several authors 96 Sammelwerk 96 Conference paper 93 Konferenzbeitrag 93 Aufsatzsammlung 63 Collection of articles written by one author 62 Sammlung 62 Konferenzschrift 55 Forschungsbericht 41 Bibliografie enthalten 40 Bibliography included 40 Amtsdruckschrift 28 Government document 28 Conference proceedings 24 Dissertation u.a. Prüfungsschriften 21 research-article 18 Systematic review 16 Übersichtsarbeit 16 Einführung 14 Article 13 Festschrift 13 Mikroform 10 Case study 9 Fallstudie 9 Reprint 8 Glossar enthalten 7 Glossary included 7 Handbook 6
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Language
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English 18,959 Undetermined 540 German 371 French 23 Polish 11 Spanish 11 Russian 5 Italian 3 Swedish 2 Finnish 1 Ancient Greek (to 1453) 1 Portuguese 1 Romanian 1
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Author
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McAleer, Michael 92 Phillips, Peter C. B. 80 Koopman, Siem Jan 74 Sethi, Suresh 64 Chiarella, Carl 58 Ferrari, Giorgio 57 Platen, Eckhard 57 Madan, Dilip B. 53 Benth, Fred Espen 52 Cui, Zhenyu 51 Takahashi, Akihiko 51 Post, Thierry 50 Chan, Joshua 46 Escudero, Laureano F. 45 Barndorff-Nielsen, Ole E. 44 Yu, Jun 43 Fabozzi, Frank J. 41 Asai, Manabu 40 Linton, Oliver 40 Shephard, Neil G. 40 Wong, Wing Keung 39 Elliott, Robert J. 36 Gao, Jiti 36 Todorov, Viktor 36 Escobar, Marcos 35 Gil-Alaña, Luis A. 35 Hainaut, Donatien 35 Härdle, Wolfgang 35 Zhang, Qing 35 Gendreau, Michel 34 Tsionas, Efthymios G. 34 Račev, Svetlozar T. 33 Wong, Hoi Ying 33 Stein, Jerome L. 32 Carr, Peter 31 Kleijnen, Jack P. C. 30 Lucas, André 30 Siu, Tak Kuen 30 Whang, Yoon-jae 30 Schenk-Hoppé, Klaus Reiner 28
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Institution
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National Bureau of Economic Research 74 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 63 International Monetary Fund (IMF) 38 Centre for Analytical Finance <Århus> 17 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 14 Tilburg University, Center for Economic Research 11 Springer Fachmedien Wiesbaden 9 Department of Economics, University of Washington 6 Econometrisch Instituut <Rotterdam> 6 Erasmus Research Institute of Management 6 International Monetary Fund 5 Queen Mary College / Department of Economics 5 Tilburg University, School of Economics and Management 5 Aarhus Universitet / Afdeling for Nationaløkonomi 4 Ekonomiska forskningsinstitutet <Stockholm> 4 HWWA Institut für Wirtschaftsforschung 4 Institutionen för Skogsekonomi <Umeå> 4 Judge Institute of Management Studies 4 Nuffield College 4 University of Exeter / Department of Economics 4 Australian National University / Faculty of Economics and Commerce 3 CentER for Economic Research, Universiteit van Tilburg 3 Center for Mathematical Studies in Economics and Management Science (CMS-EMS), Kellogg Graduate School of Management 3 Centre for Actuarial Studies 3 Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre 3 Dipartimento di Economia, Management e Metodi Quantitativi (DEMM), Università degli Studi di Milano 3 EconWPA 3 Econometrics Research Program, Department of Economics 3 European University Institute / Department of Economics 3 Faculté des Sciences Économiques, Sociales et de Gestion (FSESG), Université de Namur 3 HAL 3 Springer-Verlag GmbH 3 University of Chicago / Graduate School of Business 3 University of Essex / Department of Economics 3 University of Western Ontario, Department of Economics 3 Université Paris-Dauphine (Paris IX) 3 Walter de Gruyter GmbH & Co. KG 3 Weierstraß-Institut für Angewandte Analysis und Stochastik 3 Bonn Graduate School of Economics 2 Books on Demand GmbH <Norderstedt> 2
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Published in...
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European journal of operational research : EJOR 730 International journal of theoretical and applied finance 360 Insurance / Mathematics & economics 336 Journal of econometrics 283 Finance and stochastics 245 Operations research 213 Quantitative finance 210 Mathematics of operations research 207 Operations research letters 196 Computers & operations research : and their applications to problems of world concern ; an international journal 194 International journal of production research 189 Journal of economic dynamics & control 153 Risks : open access journal 153 Applied mathematical finance 142 Discussion paper / Tinbergen Institute 141 Computational economics 139 International journal of production economics 131 Economics letters 127 Physica A: Statistical Mechanics and its Applications 126 The journal of computational finance 124 Mathematical finance : an international journal of mathematics, statistics and financial theory 122 The European Physical Journal B - Condensed Matter and Complex Systems 110 Finance research letters 108 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 108 Management science : journal of the Institute for Operations Research and the Management Sciences 106 Journal of mathematical finance 105 Econometric reviews 98 Energy economics 93 Mathematical methods of operations research 92 International journal of financial engineering 90 Omega : the international journal of management science 89 INFORMS journal on computing : JOC 87 Annals of finance 82 Transportation science : a journal of the Institute for Operations Research and the Management Sciences 81 Working paper 81 Annals of operations research 80 Economic modelling 80 Journal of banking & finance 79 Journal of economic theory 78 Computational Management Science : CMS 76
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Source
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ECONIS (ZBW) 19,173 RePEc 561 USB Cologne (EcoSocSci) 106 EconStor 31 BASE 25 Other ZBW resources 24
Showing 961 - 970 of 19,920
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Vent-Triggered Adaptive Stabilization Control of Stochastic Nonlinear Systems with Unmodeled Dynamics
Chen, Yang; Liu, Yan-Jun; Liu, Lei; Tong, Shaocheng; … - 2022
In this paper, we present a novel controller design method for stochastic nonlinear systems with unmodeled dynamics, uncertain parameters, and unknown covariance noise. In order to deal with these uncertainties, a new event-based small gain controller is designed. The event triggered scheme can...
Persistent link: https://www.econbiz.de/10013302079
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Robust Pinning Synchronization for Stochastic Multi-Agent Systems with Mixed Delays and Impulsive Perturbations
Stephen, A; Cao, Yang; Raja, R; Alzabut, J; Niezabitowski, M - 2022
This article deals with nonlinear stochastic uncertain multi-agent systems (MASs) under mixed delays and impulse disturbances and leader-followers and leaderless systems. Based on the Lyapunov Function (LF), stochastic analysis and some inequality scaling skills, asymptotic stability is...
Persistent link: https://www.econbiz.de/10013302080
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Robust Adaptive Trajectory Tracking for Wheeled Mobile Robots Based on Gaussian Process Regression
Liu, Dan; Tang, Meiqi; Fu, Junjie - 2022
In this paper, we propose a novel learning-based robust adaptive trajectory tracking controller for wheeled mobile robots (WMR) subject to velocity input uncertainties. Gaussian process regression (GPR) is employed in view of its powerful estimation ability and wide scope of applications as a...
Persistent link: https://www.econbiz.de/10013302085
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Towards Stochastic Modeling for Two-Phase Flow Interfacial Area Predictions : A Physics-Informed Reinforcement Learning Approach
Dang, Zhuoran; Ishii, Mamoru - 2022
The stochastic nature of turbulent two-phase flow determines that the deterministic modeling approaches always have limited predicting range and accuracy, which is due to the averaging and approximation made during the model developments. On the other hand, well-developed machine learning models...
Persistent link: https://www.econbiz.de/10013302512
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Gradient-Enhanced Stochastic Optimization of High-Fidelity Simulations
Quirós Rodríguez, Alejandro; Fosas de Pando, Miguel; … - 2022
Optimization and control of complex unsteady flows remains an important challenge due to the large cost of performing a function evaluation, i.e. a full computational fluid dynamics (CFD) simulation. Reducing the number of required function evaluations would help to decrease the computational...
Persistent link: https://www.econbiz.de/10013302876
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Three Kinds of Novel Multi-Symplectic Methods for Stochastic Hamiltonian Partial Differential Equations
Hong, Jialin; Hou, Baohui; Li, Qiang; Sun, Liying - 2022
Stochastic Hamiltonian partial differential equations, which possess the multi-symplectic conservation law, are an important and fairly large class of systems. The multi-symplectic methods inheriting the geometric features of stochastic Hamiltonian partial differential equations provide...
Persistent link: https://www.econbiz.de/10013302891
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A Stochastic Exposure Model Integrating Random Forest and Agent-Based Approaches : Evaluation for Pm2.5 in Jiangsu, China
Zhou, Qi; Wang, Xin; Shu, Ye; Sun, Li; Jin, Zhou; Ma, … - 2022
This research proposes an Activity Pattern embedded Air Pollution Exposure Model (AP2EM), based on survey data of when, where, and how people spend their time and indoor/outdoor ratios for microenvironments. AP2EM integrates random forest and agent-based approaches to simulate the stochastic...
Persistent link: https://www.econbiz.de/10013303283
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A Two-Stage Stochastic Optimization Model for Integrated Tram Timetable and Speed Control with Uncertain Dwell Times
Li, Jiajie; Bai, Yun; Chen, Yao; Yang, Lingling; Wang, Qian - 2022
Modern trams usually own passive transit signal priority (TSP) to avoid interruption from traffic signals along the route. The key to TSP depends on the strictly stick to the recommend travel time between intersections. However, the effectiveness of the TSP can be weakened by dwell time...
Persistent link: https://www.econbiz.de/10013304895
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Term Structure Modelling With Overnight Rates Beyond Stochastic Continuity
Fontana, Claudio; Grbac, Zorana; Schmidt, Thorsten - 2022
In the current reform of interest rate benchmarks, a central role is played by risk-free rates (RFRs), such as SOFR (secured overnight financing rate) in the US. A key feature of RFRs is the presence of jumps and spikes at periodic time intervals as a result of regulatory and liquidity...
Persistent link: https://www.econbiz.de/10013305614
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Spectral Inference for Large Stochastic Blockmodels with Nodal Covariates
Mele, Angelo; Hao, Lingxin; Cape, Joshua; Priebe, Carey - 2022
In many applications of network analysis, it is important to distinguish between observed and unobserved factors affecting network structure. We show that a network model with discrete unobserved link heterogeneity and binary (or discrete) covariates corresponds to a stochastic blockmodel (SBM)....
Persistent link: https://www.econbiz.de/10013305736
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