Search Results - subject:"Two-time-scale"

Decomposition methods for monotone two-time-scale stochastic optimization problems

Rigaut, Tristan; Carpentier, Pierre; Chancelier, … - In: Computational management science 21 (2024) 1, pp. 1-37

Persistent link: https://www.econbiz.de/10014636796

Realized density estimation using intraday prices

Arnerić, Josip - In: Croatian review of economic, business and social … 6 (2020) 1, pp. 1-9

Availability of high-frequency data, in line with IT developments, enables the use of Availability of high-frequency data, in line with IT developments, enables the use of more information to estimate not only the variance (volatility), but also higher realized moments and the entire realized...

Persistent link: https://www.econbiz.de/10012264979

Realized density estimation using intraday prices

Arnerić, Josip - In: Croatian Review of Economic, Business and Social … 6 (2020) 1, pp. 1-9

Persistent link: https://www.econbiz.de/10015437254

Challenges of integrated variance estimation in emerging stock markets

Arnerić, Josip; Matković, Mario - In: Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis … 37 (2019) 2, pp. 713-739

Persistent link: https://www.econbiz.de/10012213665

A two-time-scale approach to time-varying queues in hospital inpatient flow management

Dai, J. G.; Shi, Pengyi - In: Operations research 65 (2017) 2, pp. 514-536

Persistent link: https://www.econbiz.de/10011673188

Two-stage stationary bootstrapping for bivariate average realized volatility matrix under market microstructure noise and asynchronicity

Hwang, Eunju; Shin, Dong-wan - In: Journal of econometrics 202 (2018) 2, pp. 178-195

Persistent link: https://www.econbiz.de/10011974560

Two time-scale stochastic approximation with controlled markov noise and off-policy temporal-difference learning

Karmakar, Prasenjit; Bhatnagar, Shalabh - In: Mathematics of operations research 43 (2018) 1, pp. 130-151

Persistent link: https://www.econbiz.de/10011818672