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Search: subject:"optimal quantization"
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optimal quantization
5
Theorie
3
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2
Nichtparametrisches Verfahren
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2
Optimal quantization
2
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conditional quantiles
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credit risk
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data-driven optimization
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dynamic asset allocation
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filtering
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Charlier, Isabelle
3
Paindaveine, Davy
3
Saracco, Jérôme
3
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2
Pagès, Gilles
2
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European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management
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ECONIS (ZBW)
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1
Risk quantization by magnitude and propensity
Faugeras, Olivier
;
Pagès, Gilles
- In:
Insurance : mathematics and economics
116
(
2024
),
pp. 134-147
Persistent link: https://www.econbiz.de/10015066797
Saved in:
2
COVID-19 : data-driven dynamic asset allocation in times of pandemic
Timonina-Farkas, Anna
- In:
Quantitative finance and economics
5
(
2021
)
2
,
pp. 198-227
Persistent link: https://www.econbiz.de/10012591919
Saved in:
3
Risk quantization by magnitude and propensity
Faugeras, Olivier
;
Pagès, Gilles
-
2021
Persistent link: https://www.econbiz.de/10012542714
Saved in:
4
Conditional Quantile Estimation Based on
Optimal
Quantization
: from Theory to Practice
Paindaveine, Davy
;
Charlier, Isabelle
;
Saracco, Jérôme
-
European Centre for Advanced Research in Economics and …
-
2014
on
optimal
quantization
, but almost exclusively focused onits theoretical properties. In this paper, (i) we discuss its …
Persistent link: https://www.econbiz.de/10010892354
Saved in:
5
QuantifQuantile : an R package for performing quantile regression through
optimal
quantization
Charlier, Isabelle
;
Paindaveine, Davy
;
Saracco, Jérôme
-
2014
Persistent link: https://www.econbiz.de/10010418932
Saved in:
6
Conditional quantile estimation based on
optimal
quantization
: from theory to practice
Charlier, Isabelle
;
Paindaveine, Davy
;
Saracco, Jérôme
-
2014
Persistent link: https://www.econbiz.de/10010418937
Saved in:
7
An application to credit risk of a hybrid Monte Carlo-
Optimal
quantization
method
Callegaro, Giorgia
;
Sagna, Abass
-
HAL
-
2009
In this paper we use a hybrid Monte Carlo-
Optimal
quantization
method to approximate the conditional survival …
Persistent link: https://www.econbiz.de/10008793463
Saved in:
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