proposing a nonparametric approach. By using a gamma, a beta, or a local linear kernel (also called boundary kernels), in a …

estimator combines gamma kernels or local linear kernels, also called boundary kernels, for the estimation of the marginal …

the integral over the product of K ( x ) and x j . In the case of v = 0, K is called a standard kernel. Kernels of order … those K could be proved to be optimal. Later on Granovsky and Müller [5] showed that optimal kernels are continuous …

changes in pricing kernels is found to be log-linear, although this relation is not significant for all of the examined …

changes in pricing kernels is found to be log-linear, although this relation is not significant for all of the examined … changes in pricing kernels is found to be log-linear, although this relation is not significant for all of the examined … maturities. JEL classifications: C 13, C 22, G12 Keywords: risk aversion, pricing kernels, time dependent preferences …

Financially motivated kernels based on EURUSD currency data are constructed from limit order book volumes, commonly … used technical analysis methods and canonical market microstructure models—the latter in the form of Fisher kernels. These … kernels are used through their incorporation into support vector machines (SVM) to predict the direction of price movement for …

. For the determination of these (viable) policies, computation of “viability kernels” is crucial. We introduce a MATLAB … application, under the name of VIKAASA, which allows us to compute approximations to viability kernels. We discuss two algorithms … originates as belonging to the kernel’s complement. The other algorithm accepts a point as viable if the system’s dynamics can be …