Search Results - subject:"algorithm"

An empirical bayes approach to non-parametric two-way classification

Johns, Milton Vernon - In: Studies in item analysis and prediction, (pp. 221-232). 1961

Persistent link: https://www.econbiz.de/10003162662

Recursive decomposition of stochastic processes

Robinson, Enders A. - In: Econometric model building : essays on the causal chain …, (pp. 111-168). 1964

Persistent link: https://www.econbiz.de/10002704108

Un nuovo algoritmo di inversione della distribuzione normale standardizzata e sue applicazioni finanziarie

Bruno, Maria Giuseppina; Grande, Antonio - Dipartimento di Metodi e modelli per l'economia, il …

Nelle applicazioni finanziarie del metodo Montecarlo e Quasi–Montecarlo, uno dei problemi più comuni è il campionamento da una data distribuzione cumulata. In questo documento, tra i diversi approcci, ci riferiamo al metodo della “Trasformata inversa” e proponiamo un nuovo algoritmo per...

Persistent link: https://www.econbiz.de/10010928885

On the backward-forward procedure

Gouriéroux, Christian; Laffont, Jean-Jacques; Montfort, A. - Université Paris-Dauphine (Paris IX) - 1980

It is shown that backward-forward procedure which selects solutions in dynamic models with rational expectations may fail to give a solution when the lags are of order two.

Persistent link: https://www.econbiz.de/10010755895

Algorithm and methods of realization of financial strategy

Mochalova, Ludmila; Knyazeva, Olga - Center of Economic Security, Urals Branch

Persistent link: https://www.econbiz.de/10008867455

Optimizing Standby Reliability Systems Having Non-Decreasing Failure Rates

McLeavey, Dennis W.; McLeavey, Janet A. - In: Management Science 25 (1979) 6, pp. 577-582

In this article we develop a bounding procedure which is applied in an algorithm for determining the number of back … requires only that the rate of failure of individual components remains constant or increases with time, the algorithm can … components might belong to different families and this can be readily handled by the algorithm presented. …

Persistent link: https://www.econbiz.de/10009191636

High-Frequency Trading and Probability Theory

Wang, Zhaodong; Zheng, Weian - World Scientific Publishing Co. Pte. Ltd.

This book is the first of its kind to treat high-frequency trading and technical analysis as accurate sciences. The authors reveal how to build trading algorithms of high-frequency trading and obtain stable statistical arbitrage from the financial market in detail. The authors' arguments are...

Persistent link: https://www.econbiz.de/10011156390

An Efficient Algorithm to Determine Stochastic Dominance Admissible Sets

Bawa, Vijay S.; Lindenberg, Eric B.; Rafsky, Lawrence C. - In: Management Science 25 (1979) 7, pp. 609-622

develop an algorithm that should remedy this situation. It exploits recent theoretical results from the Stochastic Dominance … the fastest code currently available, an implementation of our algorithm significantly reduces the computational time … required to solve a problem of considerable size. These results indicate that, as a management tool, this algorithm can be …

Persistent link: https://www.econbiz.de/10009209272

High-Frequency Financial Econometrics

Aït-Sahalia, Yacine; Jacod, Jean - Princeton University Press

High-frequency trading is an algorithm-based computerized trading practice that allows firms to trade stocks in …

Persistent link: https://www.econbiz.de/10011082768