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  • Search: subject:"Von Neumann algorithm"
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Year of publication
Subject
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Theorie 2 Theory 2 Von Neumann algorithm 2 coin tossing 2 random walk 2 runs test 2 stock-market prices 2 Algorithm 1 Algorithmus 1 Börsenkurs 1 Estimation 1 Mathematical programming 1 Mathematische Optimierung 1 Random Walk 1 Random walk 1 Rescaling perceptron algorithm 1 Schätzung 1 Share price 1 Time series analysis 1 Zeitreihenanalyse 1 linear feasibility problem 1 the largest inscribed ball 1 von Neumann algorithm 1
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Online availability
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Free 2 Undetermined 1
Type of publication
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Book / Working Paper 2 Article 1
Type of publication (narrower categories)
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Working Paper 2 Arbeitspapier 1 Article in journal 1 Aufsatz in Zeitschrift 1 Graue Literatur 1 Non-commercial literature 1
Language
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English 3
Author
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Herger, Nils 2 Li, Dan 1 Terlaky, Tamás 1
Published in...
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INFOR : information systems and operational research 1 Working Paper 1 Working papers / Studienzentrum Gerzensee 1
Source
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ECONIS (ZBW) 2 EconStor 1
Showing 1 - 3 of 3
Cover Image
A runs test for stock-market prices with an unobserved trend
Herger, Nils - 2024
therefore represent Bernoulli trials whose theoretical outcome probability is not easily known. Fortunately, the Von Neumann … algorithm can transform Bernoulli trials with unknown outcome probabilities into equiprobable outcomes. Thus, a runs test on …
Persistent link: https://www.econbiz.de/10014476407
Saved in:
Cover Image
A runs test for stock-market prices with an unobserved trend
Herger, Nils - 2024
therefore represent Bernoulli trials whose theoretical outcome probability is not easily known. Fortunately, the Von Neumann … algorithm can transform Bernoulli trials with unknown outcome probabilities into equiprobable outcomes. Thus, a runs test on …
Persistent link: https://www.econbiz.de/10014464828
Saved in:
Cover Image
Examples with decreasing largest inscribed ball for deterministic rescaling algorithms
Li, Dan; Terlaky, Tamás - In: INFOR : information systems and operational research 57 (2019) 4, pp. 517-534
Persistent link: https://www.econbiz.de/10012204135
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