Search Results - subject:"numerical methods"

Linear quadratic approximation of rationally inattentive control problems

Miao, Jianjun; Zhang, Bo - In: Macroeconomic dynamics 28 (2024) 6, pp. 1371-1393

Persistent link: https://www.econbiz.de/10015154352

Linear algebra for data science, machine learning, and signal processing

Fessler, Jeffrey A.; Nadakuditi, Raj Rao - 2024

Maximise student engagement and understanding of matrix methods in data-driven applications with this modern teaching package. Students are introduced to matrices in two preliminary chapters, before progressing to advanced topics such as the nuclear norm, proximal operators and convex...

Persistent link: https://www.econbiz.de/10015160667

Uncertainty Quantification with R : Bayesian Methods

Cursi, Eduardo Souza de - 2024

includes basic Bayesian probabilities, entropy, Bayesian estimation and decision, sequential Bayesian estimation, and numerical … methods. Blending theoretical rigor and practical applications, this volume will be of interest to professionals, researchers …

Persistent link: https://www.econbiz.de/10014529692

An endogenous gridpoint method for distributional dynamics

Bayer, Christian; Luetticke, Ralph; Weiß, Maximilian; … - 2024

Persistent link: https://www.econbiz.de/10014531604

A simplified Wiener-Hopf factorization method for pricing double barrier options under Lévy processes

Kudryavtsev, Oleg - In: Computational management science 21 (2024) 1, pp. 1-30

Persistent link: https://www.econbiz.de/10014636822

A general solution to the quasi linear screening problem

Carlier, Guillaume; Dupuis, Xavier; Rochet, Jean-Charles; … - In: Journal of mathematical economics 114 (2024), pp. 1-14

Persistent link: https://www.econbiz.de/10015072123

Essays on macro-finance and market anomalies

Tancheva, Zhaneta Krasimirova - 2021

Persistent link: https://www.econbiz.de/10012660390

Investment in cleaner technologies in a transboundary pollution dynamic game : a numerical investigation

Frutos, Javier de; Gatón, Victor; López-Pérez, Paula M. - 2021

Persistent link: https://www.econbiz.de/10013166332

WaveCorr : deep reinforcement learning with permutation invariant policy networks for portfolio management

Marzban, Saeed; Delage, Erick; Li, Jonathan Yumeng; … - 2021

Persistent link: https://www.econbiz.de/10013166337

Uncertainty Quantification using R

Cursi, Eduardo Souza de - 2023

1. Introduction -- 2. Some tips to use R and RStudio -- 3. Probabilities and Random Variables -- 4. Representation of random variables -- 5. Stochastic processes -- 6. Uncertain Algebraic Equations -- 7. Random Differential Equations -- 8. UQ in Game Theory -- 9. Optimization under uncertainty...

Persistent link: https://www.econbiz.de/10013555455

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