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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 71 - 80 of 202
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Real-time radiation treatment planning with optimality guarantees via cluster and bound methods
Ungun, Baris; Xing, Lei; Boyd, Stephen P. - In: INFORMS journal on computing : JOC 31 (2019) 3, pp. 544-558
Persistent link: https://www.econbiz.de/10012061806
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Algorithms for nonnegative matrix and tensor factorizations: a unified view based on block coordinate descent framework
Kim, Jingu; He, Yunlong; Park, Haesun - In: Journal of Global Optimization 58 (2014) 2, pp. 285-319
We review algorithms developed for nonnegative matrix factorization (NMF) and nonnegative tensor factorization (NTF …
Persistent link: https://www.econbiz.de/10010896402
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A Fast Distributed Non-Negative Matrix Factorization Algorithm Based on DSGD
Chen, Baifan; Gao, Yan; Zhou, Lingjun; Xing, Xiaobing - In: International Journal of Distributed Systems and … 9 (2018) 3, pp. 24-38
In numerous solutions, the distributed stochastic gradient descent algorithm is one of the most popular algorithms for parallelization matrix decomposition. However, in parallel calculation, the computing speed of each computing node was greatly different because of the imbalance of the...
Persistent link: https://www.econbiz.de/10012044199
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A New LSA and Entropy-Based Approach for Automatic Text Document Summarization
Yadav, Chandra; Sharan, Aditi - In: International Journal on Semantic Web and Information … 14 (2018) 4, pp. 1-32
Automatic text document summarization is active research area in text mining field. In this article, the authors are proposing two new approaches (three models) for sentence selection, and a new entropy-based summary evaluation criteria. The first approach is based on the algebraic model,...
Persistent link: https://www.econbiz.de/10012048302
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On the complexity of robust PCA and ℓ1-norm low-rank matrix approximation
Gillis, Nicolas; Vavasis, Stephen A. - In: Mathematics of operations research 43 (2018) 4, pp. 1072-1084
Persistent link: https://www.econbiz.de/10011956898
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Inconspicuousness and obfuscation : how large shareholders dynamically manipulate output and information for trading purposes
Taub, Bart - In: Annals of finance 14 (2018) 4, pp. 429-464
Persistent link: https://www.econbiz.de/10012268311
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Long-term factorization in Heath-Jarrow-Morton models
Qin, Likuan; Linetsky, Vadim - In: Finance and stochastics 22 (2018) 3, pp. 621-641
Persistent link: https://www.econbiz.de/10011945879
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Pricing exotic options in a regime switching economy : a Fourier transform method
Hieber, Peter - In: Review of derivatives research 21 (2018) 2, pp. 231-252
Persistent link: https://www.econbiz.de/10012055739
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System Reduction and the Accuracy of Solutions of DSGE Models: A Note
Heiberger, Christopher; Klarl, Torben; Maussner, Alfred - Institut für Volkswirschaftlehre, Fakultät für … - 2012
generalized Schur factorization since it allows for a flexible formulation of the model and exempts the researcher from …
Persistent link: https://www.econbiz.de/10010598829
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System reduction and the accuracy of solutions of DSGE models : a note
Heiberger, Christopher; Klarl, Torben; Maußner, Alfred - 2012
generalized Schur factorization since it allows for a flexible formulation of the model and exempts the researcher from …
Persistent link: https://www.econbiz.de/10010239758
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