Search Results - subject:"gaussian process"

Analyzing human search behavior when subjective returns are unobservable

Nakazato, Shinji; Yang, Bojian; Shimokawa, Tesuya - In: Computational economics 63 (2024) 5, pp. 1921-1947

Persistent link: https://www.econbiz.de/10014550839

Joint models for cause-of-death mortality in multiple populations

Nhan Huynh; Ludkovski, Mike - In: Annals of actuarial science : publ. by the Institute of … 18 (2024) 1, pp. 51-77

Persistent link: https://www.econbiz.de/10014519968

Sample and computationally efficient stochastic kriging in high dimensions

Ding, Liang; Zhang, Xiaowei - In: Operations research 72 (2024) 2, pp. 660-683

Persistent link: https://www.econbiz.de/10014520867

Consumption Dynamics and Welfare Under Non-Gaussian Earnings Risk

Guvenen, Fatih; Ozkan, Serdar; Madera, Rocio - National Bureau of Economic Research - 2024

Recent empirical studies document that the distribution of earnings changes displays substantial deviations from lognormality: in particular, earnings changes are negatively skewed with extremely high kurtosis (long and thick tails), and these non-Gaussian features vary substantially both over...

Persistent link: https://www.econbiz.de/10014528338

Disasters everywhere : the costs of business cycles reconsidered

Jordà, Òscar; Schularick, Moritz; Taylor, Alan M. - In: IMF economic review 72 (2024) 1, pp. 116-151

Persistent link: https://www.econbiz.de/10014538817

Remaining useful life prediction for two-phase degradation model based on reparameterized inverse Gaussian process

Zhuang, Liangliang; Xu, Ancha; Wang, Yijun; Tang, Yincai - In: European journal of operational research : EJOR 319 (2024) 3, pp. 877-890

Persistent link: https://www.econbiz.de/10015085065

Dynamic learning-based search for multi-criteria itinerary planning

Horstmannshoff, Thomas; Ehmke, Jan Fabian; Ulmer, … - In: Omega : the international journal of management science 129 (2024), pp. 1-16

Persistent link: https://www.econbiz.de/10015085215

Expressive mortality models through Gaussian process kernels

Risk, Jimmy; Ludkovski, Mike - In: ASTIN bulletin : the journal of the International … 54 (2024) 2, pp. 327-359

Persistent link: https://www.econbiz.de/10015055291

Bayesian herd detection for dynamic data

Keppo, Jussi; Satopää, Ville A. - In: International journal of forecasting 40 (2024) 1, pp. 285-301

Persistent link: https://www.econbiz.de/10014450271

Pre-owned housing price index forecasts using Gaussian process regressions

Jin, Bingzi; Xu, Xiaojie - In: Journal of Modelling in Management 19 (2024) 6, pp. 1927-1958

/methodology/approach This study examines Gaussian process regressions with different kernels and basis functions for monthly pre-owned housing …

Persistent link: https://www.econbiz.de/10015351545