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  • Search: subject:"automatic differentation"
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Bayes-Statistik 1 Bayesian inference 1 Estimation theory 1 Forecasting model 1 Greece 1 Greeks 1 Griechenland 1 Monte Carlo method 1 Monte Carlo simulation 1 Monte-Carlo-Simulation 1 Option pricing theory 1 Optionspreistheorie 1 Prognoseverfahren 1 Schätztheorie 1 Sensitivity analysis 1 Sensitivitätsanalyse 1 Stochastic process 1 Stochastischer Prozess 1 Time series analysis 1 VAR model 1 VAR-Modell 1 Vector autoregression 1 Zeitreihenanalyse 1 automatic differentation 1 automatic differentation (AD) 1 calibration 1 gradient 1 interval forecasts 1 model comparison 1 prior robustness 1 reverse mode 1 sensitivity analysis 1
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Article 2
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Article in journal 1 Aufsatz im Buch 1 Aufsatz in Zeitschrift 1 Book section 1
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English 2
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Chan, Joshua 1 Chen, Xi 1 Coleman, Thomas F. 1 Jacobi, Liana 1 Xu, Wei 1 Zhu, Dan 1
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The journal of computational finance 1 Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part A 1
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
Did you mean: subject:"automatic differentiation" (32 results)
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How sensitive are VAR forecasts to prior hyperparameters? : an automated sensitivity analysis
Chan, Joshua; Jacobi, Liana; Zhu, Dan - 2019
Persistent link: https://www.econbiz.de/10012244156
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The efficient application of automatic differentiation for computing gradients in financial applications
Xu, Wei; Chen, Xi; Coleman, Thomas F. - In: The journal of computational finance 19 (2016) 3, pp. 71-96
Persistent link: https://www.econbiz.de/10011563485
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