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  • Search: subject:"gaussian process"
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Year of publication
Subject
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Gaussian process 219 Gauß-Prozess 109 Stochastischer Prozess 99 Stochastic process 97 Theorie 83 Theory 82 Estimation theory 56 Schätztheorie 56 Gaussian process regression 46 Bayesian inference 43 Bayes-Statistik 42 Regression analysis 29 Regressionsanalyse 29 Forecasting model 25 Prognoseverfahren 25 Simulation 25 Statistische Verteilung 25 Statistical distribution 24 Nichtparametrisches Verfahren 22 Nonparametric statistics 22 Artificial intelligence 21 Künstliche Intelligenz 21 Time series analysis 20 Zeitreihenanalyse 20 Bootstrap approach 18 Bootstrap-Verfahren 18 Option pricing theory 17 Optionspreistheorie 17 Kriging 16 Volatilität 15 Mathematical programming 14 Mathematische Optimierung 14 Maximum likelihood estimation 14 Modellierung 14 Scientific modelling 14 Volatility 14 Gaussian Process 13 Maximum-Likelihood-Schätzung 13 Zinsstruktur 13 Yield curve 12
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Online availability
All
Undetermined 162 Free 156 CC license 17
Type of publication
All
Article 221 Book / Working Paper 132
Type of publication (narrower categories)
All
Article in journal 119 Aufsatz in Zeitschrift 119 Working Paper 83 Graue Literatur 73 Non-commercial literature 73 Arbeitspapier 71 Article 11 Aufsatz im Buch 7 Book section 7 Hochschulschrift 5 Thesis 5 research-article 2 Collection of articles written by one author 1 Sammlung 1
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Language
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English 258 Undetermined 93 French 1 Russian 1
Author
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Kleijnen, Jack P. C. 14 Chernozhukov, Victor 12 Linton, Oliver 10 Sentana, Enrique 7 Whang, Yoon-Jae 7 Belloni, Alexandre 6 Cho, Jin Seo 6 Fiorentini, Gabriele 6 Mehdad, Ehsan 6 Xu, Xiaojie 6 Chetverikov, Denis 5 Jin, Bingzi 5 Kato, Kengo 5 Ludkovski, Mike 5 Chen, Xiaohong 4 Christensen, Timothy M. 4 Fernández-Val, Iván 4 Hébert, Benjamin 4 Kleijnen, Jack P.C. 4 Lanne, Markku 4 Mehdad, E. 4 Woodford, Michael 4 Yen, Yu-Min 4 Aguilar, Jean-Philippe 3 Beers, Wim C. M. van 3 Claveria, Oscar 3 Dearmon, Jacob 3 Eder, Armin 3 Fok, Dennis 3 Giudici, Paolo 3 Goos, Peter 3 Gramacy, Robert B. 3 Guvenen, Fatih 3 Hall, Peter 3 Han, Heejoon 3 Härdle, Wolfgang 3 Keiler, Sebastian 3 Kleinow, Torsten 3 Kristensen, Dennis 3 Küchler, Uwe 3
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Institution
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Cowles Foundation for Research in Economics, Yale University 4 Tilburg University, Center for Economic Research 4 Départment des sciences administratives, Université du Québec en Outaouais (UQO) 3 Centre for Microdata Methods and Practice (CEMMAP) 2 Christian-Albrechts-Universität zu Kiel 2 International Monetary Fund (IMF) 2 National Bureau of Economic Research 2 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 2 Berkeley Electronic Press 1 Department of Economics and Business, Universitat Pompeu Fabra 1 Deutsche Bundesbank 1 Dipartimento di Scienze Economiche e Aziendali, Università degli Studi di Pavia 1 Institute of Economic Research, Korea University 1 London School of Economics (LSE) 1 School of Economics and Management, University of Aarhus 1 School of Economics, University of Adelaide 1 Solvay Brussels School of Economics and Management, Université Libre de Bruxelles 1 Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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Published in...
All
CEMMAP working papers / Centre for Microdata Methods and Practice 14 Discussion paper / Center for Economic Research, Tilburg University 12 European journal of operational research : EJOR 10 Journal of Multivariate Analysis 10 Stochastic Processes and their Applications 8 Journal of econometrics 7 Statistical Inference for Stochastic Processes 7 Statistics & Probability Letters 7 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 6 Operations research 6 Computational Statistics & Data Analysis 5 Risks : open access journal 5 cemmap working paper 5 Annals of the Institute of Statistical Mathematics 4 Cowles Foundation Discussion Papers 4 Discussion Paper / Tilburg University, Center for Economic Research 4 Physica A: Statistical Mechanics and its Applications 4 Quantitative finance 4 AStA Advances in Statistical Analysis 3 CEMFI working paper 3 CREATES research paper 3 European Journal of Operational Research 3 Insurance / Mathematics & economics 3 International Journal of Energy Economics and Policy : IJEEP 3 International journal of forecasting 3 International journal of production research 3 International journal of theoretical and applied finance 3 RePAd Working Paper Series 3 Risks 3 Statistical Papers / Springer 3 Working paper / National Bureau of Economic Research, Inc. 3 Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries 2 Applied Energy 2 Applied mathematical finance 2 Bayesian model comparison 2 CeMMAP working papers 2 Cowles Foundation discussion paper 2 Decision analytics journal 2 Discussion paper / Centre for Economic Policy Research 2 IMF Working Papers 2
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Source
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ECONIS (ZBW) 218 RePEc 105 EconStor 23 BASE 3 Other ZBW resources 3 USB Cologne (EcoSocSci) 1
Showing 11 - 20 of 353
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Learn to decompose multiobjective optimization models for large-scale networks
Aslani, Babak; Mohebbi, Shima - In: International transactions in operational research : a … 31 (2024) 2, pp. 949-978
Persistent link: https://www.econbiz.de/10014441148
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Consumption dynamics and welfare under non-Gaussian earnings risk
Guvenen, Fatih; Madera, Rocio; Ozkan, Serdar - 2024
Persistent link: https://www.econbiz.de/10014521342
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Posterior manifolds over prior parameter regions : beyond pointwise sensitivity assessments for posterior statistics from MCMC inference
Jacobi, Liana; Kwok, Chun Fung; Ramírez Hassan, Andrés; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 28 (2024) 2, pp. 403-434
Persistent link: https://www.econbiz.de/10014631952
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Efficient global optimization and the zero-gradient condition, in expensive simulation
Angün, Mevlüde Ebru; Kleijnen, Jack P. C. - 2024
Persistent link: https://www.econbiz.de/10015101609
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Pre-owned housing price index forecasts using Gaussian process regression
Jin, Bingzi; Xu, Xiaojie - 2024
Persistent link: https://www.econbiz.de/10015371626
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Gaussian process regression for forecasting gasoline prices in Jordan
Ajlouni, Sameh Asim; Alodat, Moh'd Taleb - In: International Journal of Energy Economics and Policy : IJEEP 11 (2021) 3, pp. 502-509
Persistent link: https://www.econbiz.de/10012622773
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Optimization of system dynamics models : a novel methodology
Angün, Mevlüde Ebru; Kleijnen, Jack P. C.; Smits, Martin - 2023
Persistent link: https://www.econbiz.de/10014439377
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A comparative assessment of machine learning methods for predicting housing prices using Bayesian optimization
Lahmiri, Salim; Bekiros, Stelios; Avdoulas, Christos - In: Decision analytics journal 6 (2023), pp. 1-8
regression, and Gaussian process regression. Bayesian optimization is implemented in a ten-fold cross-validation framework to …, followed by Gaussian process regression and support vector regression. In addition, all three aforementioned predictive systems …
Persistent link: https://www.econbiz.de/10014505865
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Understanding models and model bias with Gaussian processes
Cook, Thomas R.; Palmer, Nathan M. - 2023
Persistent link: https://www.econbiz.de/10014317533
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A comprehensive machine learning framework for dynamic portfolio choice with transaction costs
Gaegauf, Luca; Scheidegger, Simon; Trojani, Fabio - 2023
Persistent link: https://www.econbiz.de/10014483248
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