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Year of publication
Subject
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optimal quantization 5 Theorie 3 Theory 3 Estimation theory 2 Nichtparametrisches Verfahren 2 Nonparametric statistics 2 Optimal quantization 2 Portfolio selection 2 Portfolio-Management 2 Regression analysis 2 Regressionsanalyse 2 Risiko 2 Risikomanagement 2 Risikomaß 2 Risk 2 Risk management 2 Risk measure 2 Schätztheorie 2 COVID-19 pandemic 1 Conditional quantiles 1 Coronavirus 1 Epidemic 1 Epidemie 1 Magnitude-propensity 1 Mass transportation 1 Measurement 1 Messung 1 Monte Carlo method 1 Nonparametric estimation 1 Nonparametric regression 1 Portfolio analysis 1 R package 1 Stochastic process 1 Stochastischer Prozess 1 conditional quantiles 1 credit risk 1 data-driven optimization 1 dynamic asset allocation 1 filtering 1 magnitude-propensity 1
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Online availability
All
Free 7
Type of publication
All
Book / Working Paper 5 Article 2
Type of publication (narrower categories)
All
Arbeitspapier 3 Working Paper 3 Article in journal 2 Aufsatz in Zeitschrift 2 Graue Literatur 1 Non-commercial literature 1
Language
All
English 6 Undetermined 1
Author
All
Charlier, Isabelle 3 Paindaveine, Davy 3 Saracco, Jérôme 3 Faugeras, Olivier 2 Pagès, Gilles 2 Callegaro, Giorgia 1 Sagna, Abass 1 Timonina-Farkas, Anna 1
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Institution
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European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management 1 HAL 1
Published in...
All
ECARES working paper 2 Insurance : mathematics and economics 1 Quantitative finance and economics 1 Working Papers / HAL 1 Working Papers ECARES 1 Working papers / TSE : WP 1
Source
All
ECONIS (ZBW) 5 RePEc 2
Showing 1 - 7 of 7
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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
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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
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Risk quantization by magnitude and propensity
Faugeras, Olivier; Pagès, Gilles - 2021
Persistent link: https://www.econbiz.de/10012542714
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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
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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
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Cover Image
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
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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
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