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  • Search: subject:"factorization"
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Year of publication
Subject
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Theorie 41 Theory 39 Wiener-Hopf factorization 27 Stochastischer Prozess 26 Stochastic process 25 Option pricing theory 22 Optionspreistheorie 22 Mathematical programming 19 Mathematische Optimierung 19 Linear algebra 15 Lineare Algebra 15 Lévy processes 15 Zeitreihenanalyse 15 Time series analysis 14 Artificial intelligence 12 VAR-Modell 12 factorization 12 Estimation theory 11 Factorization 11 Forecasting model 11 Option trading 11 Optionsgeschäft 11 Prognoseverfahren 11 Schätztheorie 11 VAR model 11 Künstliche Intelligenz 10 Matrix factorization 10 nonnegative matrix factorization 9 Markov chain 8 Markov-Kette 8 Option pricing 8 Personalisierung 8 Personalization 8 Wiener–Hopf factorization 8 barrier options 8 matrix factorization 8 Algorithm 7 Algorithmus 7 Matrix Factorization 7 Spectral factorization 7
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Online availability
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Undetermined 120 Free 65 CC license 1
Type of publication
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Article 148 Book / Working Paper 61 Other 2
Type of publication (narrower categories)
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Article in journal 79 Aufsatz in Zeitschrift 79 Working Paper 32 Graue Literatur 22 Non-commercial literature 22 Arbeitspapier 19 Article 4 research-article 3 Hochschulschrift 2 Aufsatz im Buch 1 Book section 1 Thesis 1
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Language
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English 139 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 Ke, Shikun 3 Linetsky, Vadim 3 Marazzina, Daniele 3 Olea, José Luis Montiel 3 Qin, Likuan 3 Asmussen, Søren 2 BOYARCHENKO, SVETLANA 2 Boyarchenko, Mitya 2 Chao, Shih-Kang 2 Chen, Jein-Shan 2 Chen, Xinyu 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
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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 Mathematics of operations research 6 International journal of theoretical and applied finance 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 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 International review of financial analysis 2 Journal of Global Optimization 2 Journal of Multivariate Analysis 2 Les cahiers du GERAD 2 Management science : journal of the Institute for Operations Research and the Management Sciences 2 Operations research letters 2 Quantitative finance 2 Stochastic Processes and their Applications 2 Volkswirtschaftliche Diskussionsreihe 2
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Source
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ECONIS (ZBW) 102 RePEc 79 EconStor 18 Other ZBW resources 9 BASE 3
Showing 61 - 70 of 211
Cover Image
Multivariate factorisable sparse asymmetric least squares regression
Chao, Shih-Kang; Härdle, Wolfgang; Huang, Chen - 2016
More and more data are observed in form of curves. Numerous applications in finance, neuroeconomics, demographics and also weather and climate analysis make it necessary to extract common patterns and prompt joint modelling of individual curve variation. Focus of such joint variation analysis...
Persistent link: https://www.econbiz.de/10011579014
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Extended Yule-Walker identification of Varma models with single- or mixed-frequency data
Zadrosny, Peter A. - 2016
Persistent link: https://www.econbiz.de/10011539924
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Extended Yule-Walker identification of Varma models with single- or mixed-frequency data
Zadrozny, Peter A. - 2016
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/10011459174
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The linear systems approach to linear rational expectations models
Sadoon, Majid M. al- - 2016 - This version November 2016
Persistent link: https://www.econbiz.de/10011590194
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Cover Image
Multivariate factorisable sparse asymmetric least squares regression
Chao, Shih-Kang; Härdle, Wolfgang Karl; Huang, Chen - 2016
More and more data are observed in form of curves. Numerous applications in finance, neuroeconomics, demographics and also weather and climate analysis make it necessary to extract common patterns and prompt joint modelling of individual curve variation. Focus of such joint variation analysis...
Persistent link: https://www.econbiz.de/10011663440
Saved in:
Cover Image
Extended Yule-Walker Identification of Varma Models with Single- or Mixed-Frequency Data.
Zadrozny, Peter A. - 2016
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/10011480467
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Cover Image
A new proposal to improve the early iterations in the interior point method
Heredia, Manolo Rodriguez; Oliveira, Aurelio Ribeiro Leite - 2020
Persistent link: https://www.econbiz.de/10012233492
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Pricing and hedging defaultable participating contracts with regime switching and jump risk
Le Courtois, Olivier; Quittard-Pinon, François; Su, … - In: Decisions in economics and finance : a journal of … 43 (2020) 1, pp. 303-339
Persistent link: https://www.econbiz.de/10012285401
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Evolutionary credibility risk premium
Chen, Yongzhao; Cheung, Ka Chun; Choi, Hugo Ming Cheung; … - In: Insurance 93 (2020), pp. 216-229
Persistent link: https://www.econbiz.de/10012294126
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Structural pricing of CoCos and deposit insurance with regime switching and jumps
Le Courtois, Olivier; Su, Xiaoshan - In: Asia Pacific financial markets 27 (2020) 4, pp. 477-520
Persistent link: https://www.econbiz.de/10012390326
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