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  • Search: subject:"data completion"
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Black-Scholes model 1 Black-Scholes-Modell 1 Data completion 1 Derivat 1 Derivative 1 Expectation–maximization algorithm 1 Forecasting model 1 Incomplete data 1 Interval estimate 1 Method of moments 1 Neural networks 1 Neuronale Netze 1 Option pricing theory 1 Option trading 1 Optionsgeschäft 1 Optionspreistheorie 1 Prognoseverfahren 1 Repo transactions 1 Repo-Geschäft 1 Swap 1 Volatility 1 Volatilität 1 autoencoders 1 data completion 1 data compression 1 equity derivative Black-Scholes implied volatilities 1 neural networks 1 outliers 1 repurchase agreement (repo) rates 1 swaption implied normal volatilities 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1 Undetermined 1
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Chataigner, Marc 1 Crépey, Stéphane 1 Hu, Qingpei 1 Pu, Jiang 1 Xie, Min 1 Yu, Dan 1 Zhang, Mimi 1
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Computational Statistics & Data Analysis 1 The journal of computational finance 1
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
Did you mean: subject:"data compilation" (3,089 results)
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Nowcasting networks
Chataigner, Marc; Crépey, Stéphane; Pu, Jiang - In: The journal of computational finance 24 (2020) 3, pp. 1-39
Persistent link: https://www.econbiz.de/10012543628
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Lower confidence limit for reliability based on grouped data using a quantile-filling algorithm
Zhang, Mimi; Hu, Qingpei; Xie, Min; Yu, Dan - In: Computational Statistics & Data Analysis 75 (2014) C, pp. 96-111
investigate the effect of a sampling scheme on the performance of the proposed approach. This is accomplished by using a data-completion … algorithm and certain Monte Carlo methods. The data-completion algorithm fills in censored observations with pseudo …
Persistent link: https://www.econbiz.de/10010871428
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