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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 81 - 90 of 211
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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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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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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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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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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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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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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/10010332647
Saved in:
Cover Image
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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