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  • Search: subject:"Uncertainty quantification"
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Year of publication
Subject
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uncertainty quantification 9 Risiko 4 Risk 4 Sensitivitätsanalyse 3 Theorie 3 Theory 3 Wahrscheinlichkeitsrechnung 3 Computational techniques 2 Probability theory 2 Sensitivity analysis 2 Wirtschaftsmodell 2 polynomial chaos expansion 2 sensitivity analysis 2 statistical decision rules 2 structural estimation 2 5G 1 Bayes-Statistik 1 Bayesian analysis 1 Bayesian inference 1 Chaos theory 1 Chaostheorie 1 Compartmental Analysis 1 Cost-benefit analysis 1 Cost-effectiveness analysis 1 Decision under uncertainty 1 Diffusion Modeling 1 Economic model 1 Electricity price 1 Energiekonsum 1 Energy consumption 1 Entscheidung unter Unsicherheit 1 Estimation theory 1 Forecasting model 1 Gesundheitswesen 1 Gesundheitsökonomik 1 Hamilton-Jacobi-Bellman equation 1 Health care system 1 Health economics 1 Kosten-Nutzen-Analyse 1 Kosten-Wirksamkeits-Analyse 1
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Online availability
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Free 10 CC license 1
Type of publication
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Article 6 Book / Working Paper 4
Type of publication (narrower categories)
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Article in journal 5 Aufsatz in Zeitschrift 5 Working Paper 3 Arbeitspapier 1 Article 1 Conference Paper 1 Graue Literatur 1 Non-commercial literature 1
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Language
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English 10
Author
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Harenberg, Daniel 3 Marelli, Stefano 3 Sudret, Bruno 3 Winschel, Viktor 3 Eisenhauer, Philipp 2 Gabler, Janos 2 Janys, Lena 2 Barbillon, Pierre 1 Berns, Cassandra 1 Blankart, Carl Rudolf 1 Damblin, Guillaume 1 Federici, Carlo 1 Iskandar, Rowan 1 Jaroszkowski, Bartosz 1 Jensen, Max 1 Kanellos, Nikolaos 1 Katsianis, Dimitrios 1 Keller, Merlin 1 Korn, Ralf 1 Parent, Eric 1 Pasanisi, Alberto 1 Ruggeri, Fabrizio 1 Schnürch, Simon 1 Schumann, Mathieu 1 Varoutas, Dimitrios 1
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Published in...
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32nd European Conference of the International Telecommunications Society (ITS): "Realising the digital decade in the European Union – Easier said than done?", Madrid, Spain, 19th - 20th June 2023 1 ASTIN bulletin : the journal of the International Actuarial Association 1 Applied mathematical finance 1 Discussion paper series / IZA 1 Econometrics : open access journal 1 Economics Working Paper Series 1 Health economics 1 IZA Discussion Papers 1 Quantitative Economics 1 Quantitative economics : QE ; journal of the Econometric Society 1
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Source
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ECONIS (ZBW) 6 EconStor 4
Showing 1 - 10 of 10
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5G Compartmental Diffusion Modeling in Saturated Markets
Kanellos, Nikolaos; Katsianis, Dimitrios; Varoutas, … - 2023
As the deployment and adoption of 5G technology continues to unfold, there is an increasing need to comprehend the key drivers that will shape its diffusion in the market. This research paper introduces a compartmental model designed to analyze the factors influencing the adoption of 5G...
Persistent link: https://www.econbiz.de/10014367331
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Validation of a computer code for the energy consumption of a building, with application to optimal electric bill pricing
Keller, Merlin; Damblin, Guillaume; Pasanisi, Alberto; … - In: Econometrics : open access journal 10 (2022) 4, pp. 1-24
In this paper, we present a case study aimed at determining a billing plan that ensures customer loyalty and provides a profit for the energy company, whose point of view is taken in the paper. The energy provider promotes new contracts for residential buildings, in which customers pay a fixed...
Persistent link: https://www.econbiz.de/10013533238
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Valuation of European options under an uncertain market price of volatility risk
Jaroszkowski, Bartosz; Jensen, Max - In: Applied mathematical finance 29 (2022) 3, pp. 213-226
Persistent link: https://www.econbiz.de/10013554804
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An approach to quantify parameter uncertainty in early assessment of novel health technologies
Iskandar, Rowan; Federici, Carlo; Berns, Cassandra; … - In: Health economics 31 (2022), pp. 116-134
Persistent link: https://www.econbiz.de/10013433346
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Point and interval forecasts of death rates using neural networks
Schnürch, Simon; Korn, Ralf - In: ASTIN bulletin : the journal of the International … 52 (2022) 1, pp. 333-360
Persistent link: https://www.econbiz.de/10012805749
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Structural Models for Policy-Making: Coping with Parametric Uncertainty
Eisenhauer, Philipp; Gabler, Janos; Janys, Lena - 2021
The ex-ante evaluation of policies using structural econometric models is based on estimated parameters as a stand-in for the truth. This practice ignores uncertainty in the counterfactual policy predictions of the model. We develop a generic approach that deals with parametric uncertainty using...
Persistent link: https://www.econbiz.de/10012597463
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Structural models for policy-making: coping with parametric uncertainty
Eisenhauer, Philipp; Gabler, Janos; Janys, Lena - 2021
The ex-ante evaluation of policies using structural econometric models is based on estimated parameters as a stand-in for the truth. This practice ignores uncertainty in the counterfactual policy predictions of the model. We develop a generic approach that deals with parametric uncertainty using...
Persistent link: https://www.econbiz.de/10012517558
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Uncertainty quantification and global sensitivity analysis for economic models
Harenberg, Daniel; Marelli, Stefano; Sudret, Bruno; … - In: Quantitative Economics 10 (2019) 1, pp. 1-41
We present a global sensitivity analysis that quantifies the impact of parameter uncertainty on model outcomes. Specifically, we propose variance-decomposition-based Sobol' indices to establish an importance ranking of parameters and univariate effects to determine the direction of their impact....
Persistent link: https://www.econbiz.de/10012215365
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Uncertainty quantification and global sensitivity analysis for economic models
Harenberg, Daniel; Marelli, Stefano; Sudret, Bruno; … - In: Quantitative economics : QE ; journal of the … 10 (2019) 1, pp. 1-41
We present a global sensitivity analysis that quantifies the impact of parameter uncertainty on model outcomes. Specifically, we propose variance‐decomposition‐based Sobol' indices to establish an importance ranking of parameters and univariate effects to determine the direction of their...
Persistent link: https://www.econbiz.de/10011994823
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Uncertainty Quantification and Global Sensitivity Analysis for Economic Models
Harenberg, Daniel; Marelli, Stefano; Sudret, Bruno; … - 2017
Sensitivity analysis assesses the influence of input parameters on the conclusion of a model. Traditional analysis methods—based on evaluating the model at a reference parameter vector and changing one parameter at a time—are local, linear, and usually do not capture interactions among the...
Persistent link: https://www.econbiz.de/10011753329
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