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  • Search: subject:"factorization"
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Year of publication
Subject
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Theorie 37 Theory 35 Wiener-Hopf factorization 27 Stochastischer Prozess 26 Stochastic process 25 Option pricing theory 22 Optionspreistheorie 22 Mathematical programming 16 Mathematische Optimierung 16 Lévy processes 15 Zeitreihenanalyse 15 Time series analysis 14 Linear algebra 13 Lineare Algebra 13 factorization 12 Estimation theory 11 Factorization 11 Option trading 11 Optionsgeschäft 11 Schätztheorie 11 VAR-Modell 11 Matrix factorization 10 VAR model 10 Artificial intelligence 9 Forecasting model 9 Prognoseverfahren 9 Markov chain 8 Markov-Kette 8 Option pricing 8 Personalisierung 8 Personalization 8 Wiener–Hopf factorization 8 barrier options 8 Algorithm 7 Algorithmus 7 Künstliche Intelligenz 7 Matrix Factorization 7 Spectral factorization 7 nonnegative matrix factorization 7 Credit risk 6
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Online availability
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Undetermined 113 Free 63 CC license 1
Type of publication
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Article 140 Book / Working Paper 60 Other 2
Type of publication (narrower categories)
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Article in journal 71 Aufsatz in Zeitschrift 71 Working Paper 31 Graue Literatur 21 Non-commercial literature 21 Arbeitspapier 18 Article 3 research-article 3 Aufsatz im Buch 2 Book section 2 Hochschulschrift 2 Conference paper 1 Konferenzbeitrag 1 Thesis 1
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Language
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English 130 Undetermined 72
Author
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Zadrozny, Peter A. 9 Knoll, Julian 5 Levendorskij, Sergej Z. 5 Stübinger, Johannes 5 GILLIS, Nicolas 4 GLINEUR, François 4 Hainaut, Donatien 4 Hannsgen, Greg 4 Heiberger, Christopher 4 Klarl, Torben 4 Kudryavtsev, Oleg 4 LEVENDORSKIĬ, SERGEI 4 Maußner, Alfred 4 Mertens, Elmar 4 BOYARCHENKO, MITYA 3 Bogin, Alexander 3 Bojarčenko, Svetlana I. 3 Fusai, Gianluca 3 Gillis, Nicolas 3 Grottke, Michael 3 Hidalgo, Javier 3 Linetsky, Vadim 3 Marazzina, Daniele 3 Qin, Likuan 3 Asmussen, Søren 2 BOYARCHENKO, SVETLANA 2 Boyarchenko, Mitya 2 Chao, Shih-Kang 2 Chen, Jein-Shan 2 Chukhrova, Nataliya 2 Deelstra, Griselda 2 Doerner, William 2 Glineur, François 2 Gouveia, João 2 Gruntjes, Paul 2 Heer, Burkhard 2 Huang, Chen 2 Iseger, Peter 2 Jiang, Zhengjun 2 Johannssen, Arne 2
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Institution
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Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 7 EconWPA 2 Levy Economics Institute 2 University of Bonn, Germany 2 CESifo 1 Department of Economics, University of Hawaii-Manoa 1 Dipartimento di Ingegneria Informatica, Automatica e Gestionale "Antonio Ruberti", Facoltà di Ingegneria dell'Informazione Informatica e Statistica 1 Départment des sciences administratives, Université du Québec en Outaouais (UQO) 1 HAL 1 Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska 1 Institut für Volkswirschaftlehre, Fakultät für Wirtschaftswissenschaften 1 Istituto Nazionale di Statistica (ISTAT) 1 London School of Economics (LSE) 1 Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 1 Zakład Ekonometrii Stosowanej, Szkoła Główna Handlowa w Warszawie 1
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Published in...
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CORE Discussion Papers 7 International Journal of Theoretical and Applied Finance (IJTAF) 6 Mathematics and Computers in Simulation (MATCOM) 6 International journal of theoretical and applied finance 5 Mathematics of operations research 5 Computational Statistics 4 Mathematical Methods of Operations Research 4 Physica A: Statistical Mechanics and its Applications 4 CESifo Working Paper 3 Computational Optimization and Applications 3 Finance and Stochastics 3 Finance and stochastics 3 INFORMS journal on computing : JOC 3 Insurance / Mathematics & economics 3 Journal of Economic Dynamics and Control 3 Journal of econometrics 3 Journal of economic dynamics & control 3 Working Paper 3 Annals of Data Science 2 CESifo working papers 2 CFS Working Paper Series 2 CFS working paper series 2 Computational Statistics & Data Analysis 2 Computational management science 2 Computers & operations research : and their applications to problems of world concern ; an international journal 2 Discussion Paper Serie B 2 Dissertation Series CentER 2 Economics Working Paper Archive 2 European journal of operational research : EJOR 2 FAU Discussion Papers in Economics 2 FAU discussion papers in economics 2 Journal of Global Optimization 2 Journal of Multivariate Analysis 2 Operations research letters 2 Quantitative finance 2 Stochastic Processes and their Applications 2 Volkswirtschaftliche Diskussionsreihe 2 4OR : quarterly journal of the Belgian, French and Italian Operations Research Societies 1 Advances in Complex Systems (ACS) 1 Annals of finance 1
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Source
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ECONIS (ZBW) 94 RePEc 79 EconStor 17 Other ZBW resources 9 BASE 3
Showing 61 - 70 of 202
Cover Image
Machine learning treasury yields
Kakushadze, Zura; Yu, Willie - In: Bulletin of applied economics 7 (2020) 1, pp. 1-65
Persistent link: https://www.econbiz.de/10012807008
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Evolutionary credibility risk premium
Chen, Yongzhao; Cheung, Ka Chun; Choi, Hugo Ming Cheung; … - In: Insurance / Mathematics & economics 93 (2020), pp. 216-229
Persistent link: https://www.econbiz.de/10012294126
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Extended Yule-Walker identification of Varma models with single- or mixed frequency data
Zadrozny, Peter A. - 2015
Chen and Zadrozny (1998) developed the linear extended Yule-Walker (XYW) method for determining the parameters of a vector autoregressive (VAR) model with available covariances of mixed-frequency observations on the variables of the model. If the parameters are determined uniquely for available...
Persistent link: https://www.econbiz.de/10011412895
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Extended Yule-Walker identification of Varma models with single- or mixed frequency data
Zadrozny, Peter A. - 2015
Chen and Zadrozny (1998) developed the linear extended Yule-Walker (XYW) method for determining the parameters of a vector autoregressive (VAR) model with available covariances of mixed-frequency observations on the variables of the model. If the parameters are determined uniquely for available...
Persistent link: https://www.econbiz.de/10011411362
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Nonnegative factorization and the maximum edge biclique problem
GILLIS, Nicolas; GLINEUR, François - Center for Operations Research and Econometrics (CORE), … - 2008
Nonnegative Matrix Factorization (NMF) is a data analysis technique which allows compression and interpretation of … Objects by Nonnegative Matrix Factorization, Nature, 1999, vol. 401, pp. 788--791), which introduced an algorithm based on … necessarily nonnegative matrix with the product of two nonnegative matrices, which we refer to as Nonnegative Factorization …
Persistent link: https://www.econbiz.de/10005008154
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Efficient simulation of high dimensional Gaussian vectors
Kahalé, Nabil - In: Mathematics of operations research 44 (2019) 1, pp. 58-73
Persistent link: https://www.econbiz.de/10012001060
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Exploiting social media with higher-order Factorization Machines : statistical arbitrage on high-frequency data of the S&P 500
Knoll, Julian; Stübinger, Johannes; Grottke, Michael - In: Quantitative finance 19 (2019) 4, pp. 571-585
Persistent link: https://www.econbiz.de/10012194697
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The inversion of the spatial lag operator in binary choice models : fast computation and a closed formula approximation
Silveira Santos, Luís; Proença, Isabel - In: Regional science & urban economics 76 (2019), pp. 74-102
Persistent link: https://www.econbiz.de/10012267360
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Economic and financial modeling techniques in the frequency domain
Taub, Bart - In: Economic theory bulletin 7 (2019) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10012108598
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A numerical equivalence result for generalized method of moments
Phillips, Robert F. - In: Economics letters 179 (2019), pp. 13-15
Persistent link: https://www.econbiz.de/10012121668
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