Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"gaussian processes"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Gaussian processes
68
Stochastischer Prozess
26
Stochastic process
25
Theorie
18
Theory
17
Artificial intelligence
16
Künstliche Intelligenz
13
Option pricing theory
9
Optionspreistheorie
9
Gaussian Processes
7
Volatility
7
Bayes-Statistik
6
Bayesian inference
6
Forecasting model
6
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
Prognoseverfahren
6
Portfolio selection
5
Portfolio-Management
5
Statistical distribution
5
Statistische Verteilung
5
Volatilität
5
machine learning
5
nonparametric estimation
5
Bayesian inverse problems
4
Estimation theory
4
Lepski's method
4
Lévy processes
4
Normal Inverse Gaussian processes
4
Schätztheorie
4
data-driven method
4
honest confidence bands
4
multiplier method
4
posterior consistency
4
Bankruptcy prediction
3
Bayesian nonparametrics
3
CAPM
3
CGMY model
3
Carr's randomization
3
Central Limit Theorem
3
more ...
less ...
Online availability
All
Undetermined
65
Free
43
CC license
2
Type of publication
All
Article
85
Book / Working Paper
34
Type of publication (narrower categories)
All
Article in journal
32
Aufsatz in Zeitschrift
32
Working Paper
9
Graue Literatur
6
Non-commercial literature
6
Arbeitspapier
5
Article
3
Hochschulschrift
1
Thesis
1
more ...
less ...
Language
All
Undetermined
64
English
55
Author
All
Podolskij, Mark
5
Barndorff-Nielsen, Ole E.
4
Chernozhukov, Victor
4
Chetverikov, Denis
4
Corcuera, José Manuel
4
Florens, Jean-Pierre
4
Kato, Kengo
4
Simoni, Anna
4
Abudu, Bolanle
3
Benassi, Albert
3
Bianchi, Michele Leonardo
3
Cohen, Serge
3
Istas, Jacques
3
Tassinari, Gian Luca
3
Aue, Alexander
2
BOYARCHENKO, MITYA
2
Branke, Juergen
2
Breunig, Christoph
2
Dew, Ryan
2
Drobne, Samo
2
Eidsvik, Jo
2
Heger, Jens
2
Hidalgo, Javier
2
Hildebrandt, Torsten
2
LEVENDORSKIĬ, SERGEI
2
León, José
2
Liu, Ruixuan
2
Lloyd, James Robert
2
Madan, Dilip B.
2
Marcus, Michael B.
2
Martínez, Serafín
2
Morales-Enciso, Sergio
2
Nourdin, Ivan
2
Peccati, Giovanni
2
Peña, Tonatiuh
2
Piterbarg, V.I.
2
Protassov, V.
2
Rosen, Jay
2
Scholz-Reiter, Bernd
2
Yamazaki, Akira
2
more ...
less ...
Institution
All
School of Economics and Management, University of Aarhus
5
Erasmus University Rotterdam, Econometric Institute
2
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
2
London School of Economics (LSE)
2
Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
2
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
2
Banco de México
1
EERC Research Network, Russia and CIS
1
HAL
1
Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE)
1
International Monetary Fund (IMF)
1
Slovensko društvo informatika
1
Théorie Économique, Modélisation, Application (THEMA), Université de Cergy-Pontoise
1
Toulouse School of Economics (TSE)
1
Økonomisk institutt, Universitetet i Oslo
1
more ...
less ...
Published in...
All
Stochastic Processes and their Applications
9
Statistical Inference for Stochastic Processes
8
Statistics & Probability Letters
6
CREATES Research Papers
5
Computational Statistics & Data Analysis
4
International Journal of Theoretical and Applied Finance (IJTAF)
4
International journal of theoretical and applied finance
4
Quantitative finance
4
Annals of the Institute of Statistical Mathematics
3
Physica A: Statistical Mechanics and its Applications
3
CEMMAP working papers / Centre for Microdata Methods and Practice
2
Econometric Institute Report
2
Econometric Institute Research Papers
2
European journal of operational research : EJOR
2
Insurance / Mathematics & economics
2
International journal of forecasting
2
Journal of Multivariate Analysis
2
Journal of marketing research
2
LSE Research Online Documents on Economics
2
MPRA Paper
2
STICERD - Econometrics Paper Series
2
The journal of computational finance
2
cemmap working paper
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Advances in Data Analysis and Classification
1
Applied Energy
1
Astin bulletin : the journal of the International Actuarial Association
1
Business Systems Research (BSR)
1
Business systems research : a system view accross technology & economics : the journal of Society for Advancing Innovation and Research in Economy
1
Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
1
Computational Statistics
1
Decision analysis : a journal of the Institute for Operations Research and the Management Sciences, INFORMS
1
EERC Working Paper Series
1
Econometrica
1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics working paper series
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
European Journal of Operational Research
1
Finance and Stochastics
1
IDEI Working Papers
1
more ...
less ...
Source
All
RePEc
72
ECONIS (ZBW)
39
EconStor
7
BASE
1
Showing
11
-
20
of
119
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
11
Bayesian machine learning for financial modeling
Nirwan, Rajbir Singh
-
2021
Persistent link: https://www.econbiz.de/10012816317
Saved in:
12
A Bayesian nonparametric approach to option pricing
Qin, Zhang
;
Almeida, Caio
- In:
Revista Brasileira de Finanças : RBFin
18
(
2020
)
4
,
pp. 115-137
Persistent link: https://www.econbiz.de/10012437054
Saved in:
13
Modelling non-stationary financial time series with input warped student t-processes
Ruxanda, Gheorghe
;
Opincariu, Sorin
;
Ionescu, Stefan
- In:
Romanian journal of economic forecasting
22
(
2019
)
3
,
pp. 51-61
Persistent link: https://www.econbiz.de/10012420475
Saved in:
14
The Laplace transform of the integrated Volterra Wishart process
Abi Jaber, Eduardo
- In:
Mathematical finance : an international journal of …
32
(
2022
)
1
,
pp. 309-348
Persistent link: https://www.econbiz.de/10012815963
Saved in:
15
Probabilistic recalibration of forecasts
Graziani, Carlo
;
Rosner, Robert
;
Adams, Jennifer M.
; …
- In:
International journal of forecasting
37
(
2021
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012692513
Saved in:
16
Optimal dynamic futures portfolio under a multifactor Gaussian framework
Leung, Tim
;
Yan, Raphael
;
Zhou, Yang
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012662043
Saved in:
17
Bayesian estimation of bidding process and bidder's preference under shape restrictions
Li, Dong
;
Wang, Luya
;
Wu, Ximing
- In:
Empirical economics : a quarterly journal of the …
60
(
2021
)
1
,
pp. 157-176
Persistent link: https://www.econbiz.de/10012488905
Saved in:
18
Moment-matching approximations for stochastic sums in non-Gaussian Ornstein-Uhlenbeck models
Brignone, Riccardo
;
Kyriakou, Ioannis
;
Fusai, Gianluca
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 232-247
Persistent link: https://www.econbiz.de/10012482885
Saved in:
19
Probabilistic machine learning for local volatility
Tegnér, Martin
;
Roberts, Stephen
- In:
The journal of computational finance
25
(
2021
)
3
,
pp. 1-50
Persistent link: https://www.econbiz.de/10012873079
Saved in:
20
Regularity of
Gaussian
processes
on Dirichlet spaces
Kerkyacharian, Gérard
;
Ogawa, Shigeyoshi
;
Petrušev, …
-
2017
Persistent link: https://www.econbiz.de/10012200359
Saved in:
First
Prev
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
