Search Results - subject:"adaptive procedure"

Introducing disappointment dynamics and comparing behaviors in evolutionary games: Some simulation results

Patokos, Tassos - In: Games 5 (2014) 1, pp. 1-25

The paper presents an evolutionary model, based on the assumption that agents may revise their current strategies if they previously failed to attain the maximum level of potential payoffs. We offer three versions of this reflexive mechanism, each one of which describes a distinct type:...

Persistent link: https://www.econbiz.de/10010369394

Introducing Disappointment Dynamics and Comparing Behaviors in Evolutionary Games: Some Simulation Results

Patokos, Tassos - In: Games 5 (2014) 1, pp. 1-25

Persistent link: https://www.econbiz.de/10010736494

Localized realized volatility modelling

Chen, Ying; Härdle, Wolfgang Karl; Pigorsch, Uta - 2009

With the recent availability of high-frequency Financial data the long range dependence of volatility regained researchers' interest and has lead to the consideration of long memory models for realized volatility. The long range diagnosis of volatility, however, is usually stated for long sample...

Persistent link: https://www.econbiz.de/10010274152

Localized Realized Volatility Modelling

Chen, Ying; Härdle, Wolfgang; Pigorsch, Uta - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2009

obtained via an adaptive procedure. Details of the \oracle" results can be found in the cited literature. The aim of this … parameters and implementation details To run the proposed adaptive procedure, we need to determine the input parameters, i.e. the … adaptive procedure, which determines at each time point the adequate length of the time interval over which the AR(1) model is …

Persistent link: https://www.econbiz.de/10005677947