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  • Search: subject:"interpolation"
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Year of publication
Subject
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Interpolation 75 interpolation 71 Theorie 51 Theory 45 Schätztheorie 28 Zeitreihenanalyse 27 Estimation theory 26 Option pricing theory 22 Optionspreistheorie 22 Time series analysis 21 Stochastic process 20 Stochastischer Prozess 20 spline 15 Mathematische Optimierung 14 Mathematical programming 13 Schätzung 13 Prognoseverfahren 12 Yield curve 11 Zinsstruktur 11 Black-Scholes model 10 Black-Scholes-Modell 10 Einkommensverteilung 10 Estimation 10 Forecasting model 10 Income distribution 10 Volatility 10 Volatilität 10 smoothing 10 Hodrick-Prescott filter 9 Leser filter 9 Portfolio selection 9 Portfolio-Management 9 time-series 9 Algorithm 8 Algorithmus 8 Linear Interpolation 8 Option trading 8 Optionsgeschäft 8 Spatial interpolation 8 Statistische Methodenlehre 8
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Online availability
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Undetermined 182 Free 141 CC license 5
Type of publication
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Article 229 Book / Working Paper 141 Other 2
Type of publication (narrower categories)
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Article in journal 91 Aufsatz in Zeitschrift 91 Working Paper 56 Graue Literatur 30 Non-commercial literature 30 Arbeitspapier 29 Article 6 research-article 5 Conference paper 2 Konferenzbeitrag 2 Thesis 2 Hochschulschrift 1 technical-paper 1
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Language
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English 199 Undetermined 159 German 7 Portuguese 3 French 2 Romanian 1 Spanish 1
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Author
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Schlicht, Ekkehart 9 Dezhbakhsh, Hashem 7 Angelini, Elena 6 Ludwig, Alexander 6 Polasek, Wolfgang 6 Schön, Matthias 6 Cremers, Heinz 5 Levy, Daniel 5 Llano, Carlos 5 Sellner, Richard 5 White, Matthew N. 5 Diniz, Bernardo P. Campolina 4 Fernandes, Rodrigo Cardoso 4 Heer, Burkhard 4 Levy, Daniel C. 4 Marcellino, Massimiliano 4 Paredes, Joan 4 Pedregal, Diego J. 4 Bellemare, Charles 3 Bettendorf, Timo 3 Bissonnette, Luc 3 Brunhart, Andreas 3 Bursian, Dirk 3 Fitzenberger, Bernd 3 Henry, Jérôme 3 Hyung, Namwon 3 Jin, Shangzhu 3 Kleijnen, Jack P.C. 3 Maußner, Alfred 3 Meier, Iwan 3 Peng, Jun 3 Pérez, Javier J. 3 Reiter, Michael 3 Rünstler, Gerhard 3 Sbibih, D. 3 Schanz, Sebastian 3 Scuderi, Raffaele 3 Silveira, Fernando Gaiger 3 Wilkie, A. D. 3 Şahin, Şule 3
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Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 13 Tilburg University, Center for Economic Research 5 European Central Bank 4 Society for Computational Economics - SCE 4 Agricultural and Applied Economics Association - AAEA 3 C.E.P.R. Discussion Papers 3 EconWPA 3 Banco de España 2 Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) 2 Department of Economics, Lerner College of Business and Economics 2 Economics Department, University of Missouri 2 Frankfurt School of Finance and Management 2 HAL 2 Rimini Centre for Economic Analysis (RCEA) 2 School of Economics and Management, University of Aarhus 2 Swiss National Bank, Study Center Gerzensee 2 "Carlo F. Dondena" Centre for Research on Social Dynamics (DONDENA), Università Commerciale Luigi Bocconi 1 Arbeitskreis Quantitative Steuerlehre 1 CESifo 1 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 1 Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE) 1 Department of Economics and Business, Universitat Pompeu Fabra 1 Department of Economics and Related Studies, University of York 1 Department of Economics, Florida State University 1 Deutsche Bank Research 1 Dipartimento di Economia Politica e Statistics, Facoltà di Economia "Richard M. Goodwin" 1 Dipartimento di Scienze Economiche, Matematiche e Statistiche, Dipartimento di Economia 1 Economic Research Southern Africa (ERSA) 1 Economics Department, University of California-Davis 1 Fachbereich Wirtschaftswissenschaften, Universität Konstanz 1 Facoltà di Economia / Wirtschaftswissenschaftliche Fakutät, Libera Università di Bolzano / Freie Universität Bozen 1 Frankfurt School of Finance & Management 1 Institute for Transportation Studies (ITS), University of California-Berkeley 1 Institute for the Study of Labor (IZA) 1 Latvijas Banka 1 Research Center SAFE (Sustainable Architecture for Finance in Europe), House of Finance 1 School of Economics and Finance, Business School 1 Sonderforschungsbereich Ökonomisches Risiko <Berlin> 1 Staatswissenschaftliches Seminar, Wirtschafts- und Sozialwissenschaftliche Fakultät 1 Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 1
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Published in...
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Mathematics and Computers in Simulation (MATCOM) 19 MPRA Paper 10 Computational economics 8 Renewable Energy 6 Discussion Paper / Tilburg University, Center for Economic Research 5 Physica A: Statistical Mechanics and its Applications 5 Working Paper 5 Computational Statistics 4 ECB Working Paper 4 European journal of operational research : EJOR 4 Frankfurt School - Working Paper Series 4 International journal of financial engineering 4 Natural Hazards 4 Review of Derivatives Research 4 Working Paper Series / European Central Bank 4 Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries 3 Applied Energy 3 Applied Mathematical Finance 3 CEPR Discussion Papers 3 Discussion Papers in Economics 3 Economics Letters 3 International Journal of Theoretical and Applied Finance (IJTAF) 3 Journal of Economic Dynamics and Control 3 Journal of Geographical Systems 3 Journal of economic dynamics & control 3 Journal of mathematical finance 3 Munich Discussion Paper 3 Münchener Wirtschaftswissenschaftliche Beiträge : VWL ; discussion papers 3 The journal of computational finance 3 Water Resources Management 3 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 2 Advances in Complex Systems (ACS) 2 Annals of the Institute of Statistical Mathematics 2 Applied mathematical finance 2 Asia-Pacific Journal of Operational Research (APJOR) 2 Banco de España Working Papers 2 CREATES Research Papers 2 Computing in Economics and Finance 2002 2 Contributions to economic analysis 2 Discussion paper 2
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Source
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RePEc 186 ECONIS (ZBW) 124 EconStor 33 Other ZBW resources 18 BASE 5 USB Cologne (business full texts) 3 USB Cologne (EcoSocSci) 3
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Showing 261 - 270 of 372
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Value Function Iteration as a Solution Method for the Ramsey Model
Heer, Burkhard; Maußner, Alfred - In: Jahrbücher für Nationalökonomie und Statistik 231 (2011) 4, pp. 494-515
and (4) modified policy iteration are methods to speed up convergence. (5) linear and (6) cubic interpolation between the … desired size is reached.We find that value function iteration with cubic spline interpolation between grid points dominates …
Persistent link: https://www.econbiz.de/10014609354
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Interpolation of missing wind data based on ANFIS
Yang, Zhiling; Liu, Yongqian; Li, Chengrong - In: Renewable Energy 36 (2011) 3, pp. 993-998
Measured wind data is one of the key input data for wind farm planning and design. There are always some missing and invalid data in wind measurement, which poses the main challenges for wind energy resources assessment. In this paper, the rules of integrity check and reasonableness check are...
Persistent link: https://www.econbiz.de/10010803895
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Critical analysis of methods for mathematical modelling of wind turbines
Thapar, Vinay; Agnihotri, Gayatri; Sethi, Vinod Krishna - In: Renewable Energy 36 (2011) 11, pp. 3166-3177
Accurate modelling is crucial in designing an optimum system. Wind speed distribution of selected site, hub height and power output curve of chosen wind turbine, are the main factors which influence the performance of wind turbines, and therefore, these must be properly accounted for during...
Persistent link: https://www.econbiz.de/10010807234
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Constructing a Pareto front approximation for decision making
Hartikainen, Markus; Miettinen, Kaisa; Wiecek, Margaret - In: Computational Statistics 73 (2011) 2, pp. 209-234
An approach to constructing a Pareto front approximation to computationally expensive multiobjective optimization problems is developed. The approximation is constructed as a sub-complex of a Delaunay triangulation of a finite set of Pareto optimal outcomes to the problem. The approach is based...
Persistent link: https://www.econbiz.de/10010759591
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Product quasi-interpolation method for weakly singular integral equation eigenvalue problem
Sablonnière, P.; Sbibih, D.; Tahrichi, M. - In: Mathematics and Computers in Simulation (MATCOM) 81 (2011) 10, pp. 2337-2345
A discrete method of accuracy O(hm) is constructed to solve the integral equation eigenvalue problem λϕ(x)=∫−11K(x,y)ϕ(y)dy, where K(x, y)=log|x−y| or K(x, y)=|x−y|−α, 0α1, ϕ(x) being the eigenfunction associated with the eigenvalue λ. The method is based first on improving the...
Persistent link: https://www.econbiz.de/10011050437
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Constructing a Pareto front approximation for decision making
Hartikainen, Markus; Miettinen, Kaisa; Wiecek, Margaret - In: Mathematical Methods of Operations Research 73 (2011) 2, pp. 209-234
An approach to constructing a Pareto front approximation to computationally expensive multiobjective optimization problems is developed. The approximation is constructed as a sub-complex of a Delaunay triangulation of a finite set of Pareto optimal outcomes to the problem. The approach is based...
Persistent link: https://www.econbiz.de/10010950375
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Cover Image
Value Function Iteration as a Solution Method for the Ramsey Model
Heer, Burkhard; Maußner, Alfred - In: Journal of Economics and Statistics (Jahrbuecher fuer … 231 (2011) 4, pp. 494-515
) modified policy iteration are methods to speed up convergence. (5) linear and (6) cubic interpolation between the grid points ….We find that value function iteration with cubic spline interpolation between grid points dominates the other methods if a …
Persistent link: https://www.econbiz.de/10009369197
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A modified Kulkarni's method based on a discrete spline quasi-interpolant
Allouch, C.; Sablonnière, P.; Sbibih, D. - In: Mathematics and Computers in Simulation (MATCOM) 81 (2011) 10, pp. 1991-2000
We use a discrete spline quasi-interpolant (abbr. dQI) defined on a bounded interval for the numerical solution of linear Fredholm integral equations of the second kind with a smooth kernel by collocation and a modified Kulkarni's method together with its Sloan's iterated version. We study the...
Persistent link: https://www.econbiz.de/10010748576
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Estimating the order of mean-square derivatives with quadratic variations
Blanke, Delphine; Vial, Céline - In: Statistical Inference for Stochastic Processes 14 (2011) 1, pp. 85-99
Persistent link: https://www.econbiz.de/10008925514
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Short-term monitoring of fiscal policy discipline
Camba-Méndez, Gonzalo; Lamo, Ana - 2002
Under the Maastricht Treaty and the Stability and Growth Pact (SGP) European Union (EU) Member States commit themselves to avoid excessive deficits over 3% of GDP and to pursue the medium-term objective of budgetary positions close to balance or in surplus. The SGP provides also regulation for...
Persistent link: https://www.econbiz.de/10011604198
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