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  • Search: subject:"orthogonal decomposition"
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Year of publication
Subject
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Proper orthogonal decomposition 7 Proper Orthogonal Decomposition 6 Optimal control 4 proper orthogonal decomposition 4 orthogonal decomposition 3 A-posteriori error 2 A-posteriori error estimates 2 Cholesky decomposition 2 Electricity options 2 Estimation theory 2 Financial market 2 Finanzmarkt 2 Hilbert space-valued jump-diffusion 2 Implied volatility 2 Model reduction 2 Optimization 2 Option pricing theory 2 Optionspreistheorie 2 Parameter Estimation 2 Quasilinear parabolic partial differential equation 2 Radial Basis Functions 2 Reduced basis 2 SVD 2 Schätztheorie 2 Smart Data Analytics 2 Stochastic process 2 Stochastischer Prozess 2 Surrogate Models 2 Variance decomposition 2 discrete empirical interpolation method 2 hedging 2 local volatility models 2 model order reduction 2 partial differential equations 2 partial integro-differential equation 2 unique orthogonal decomposition and square root matrix 2 3D panel method 1 Accrual 1 Accruals anomaly 1 Adaptive portfolio optimization 1
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Online availability
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Undetermined 16 Free 9 CC license 1
Type of publication
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Article 22 Book / Working Paper 6
Type of publication (narrower categories)
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Article in journal 5 Aufsatz in Zeitschrift 5 Working Paper 3 Article 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1
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Language
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Undetermined 16 English 12
Author
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Hoppe, Fabian 2 Khowaja, Kainat 2 Neitzel, Ira 2 Volkwein, Stefan 2 Wong, Woon K. 2 An, Jing 1 Bastine, David 1 Batten, Belinda 1 Castillo, Luciano 1 Chang, Tsangyao 1 Chinesta, Francisco 1 Drew, Donald A. 1 Falcó, Antonio 1 González, Mariano 1 Gubisch, Martin 1 HEPPERGER, PETER 1 Hearne, John 1 Hepperger, Peter 1 Hernández-Garcı́a, Emilio 1 Herty, Michael 1 Hu, Liqin 1 Hwang, Sung-Ha 1 Härdle, Wolfgang 1 Härdle, Wolfgang Karl 1 Isoyama, Hiroaki 1 Jörres, Christian 1 Lass, Oliver 1 Lawrie, Jock 1 Lee, Charles 1 Li, Hong 1 Lu, Yonggang 1 Luo, Zhendong 1 López, Cristóbal 1 Navon, Ionel Michael 1 Newman, A. Jensen 1 Peinke, Joachim 1 Rey-Bellet, Luc 1 SACHS, EKKEHARD W. 1 SCHNEIDER, MARINA 1 Sachs, Ekkehard 1
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Institution
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Economics Section, Cardiff Business School 1 Instituto Valenciano de Investigaciones Económicas (IVIE) 1 Research Institute for Market Economy, Sogang University 1
Published in...
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Computational Optimization and Applications 7 Cardiff Economics Working Papers 2 International Journal of Theoretical and Applied Finance (IJTAF) 2 International journal of theoretical and applied finance 2 Mathematics and Computers in Simulation (MATCOM) 2 Renewable Energy 2 Applied economics 1 Cogent economics & finance 1 Decisions in Economics and Finance 1 Energies 1 IRTG 1792 Discussion Paper 1 IRTG 1792 discussion paper 1 Journal of business analytics 1 Physica A: Statistical Mechanics and its Applications 1 Statistical Methods and Applications 1 Working Papers / Research Institute for Market Economy, Sogang University 1 Working Papers. Serie AD 1
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Source
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RePEc 18 ECONIS (ZBW) 6 EconStor 4
Showing 21 - 28 of 28
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Balanced POD for linear PDE robust control computations
Singler, John; Batten, Belinda - In: Computational Optimization and Applications 53 (2012) 1, pp. 227-248
algorithm based on balanced proper orthogonal decomposition to compute the nonstandard features of this robust control law …
Persistent link: https://www.econbiz.de/10010998310
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Numerical hedging of electricity contracts using dimension reduction
Hepperger, Peter - In: International journal of theoretical and applied finance 15 (2012) 6, pp. 1-26
Persistent link: https://www.econbiz.de/10009672594
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Decompositions of two player games: potential, zero-sum, and stable games
Hwang, Sung-Ha; Rey-Bellet, Luc - Research Institute for Market Economy, Sogang University - 2011
We introduce several methods of decomposition for two player normal form games. Viewing the set of all games as a vector space, we exhibit explicit orthonormal bases for the subspaces of potential games, zero-sum games, and their orthogonal com- plements which we call anti-potential games and...
Persistent link: https://www.econbiz.de/10009364410
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Adaptive algorithms for maximizing overall stock return
Lee, Charles; Tran, Kristy - In: Decisions in Economics and Finance 33 (2010) 2, pp. 81-95
Persistent link: https://www.econbiz.de/10008775975
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Double linear diagonals-parameter symmetry and decomposition of double symmetry for square tables
Tahata, Kouji; Tomizawa, Sadao - In: Statistical Methods and Applications 19 (2010) 3, pp. 307-318
Persistent link: https://www.econbiz.de/10008673841
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POD a-posteriori error estimates for linear-quadratic optimal control problems
Tröltzsch, F.; Volkwein, S. - In: Computational Optimization and Applications 44 (2009) 1, pp. 83-115
Persistent link: https://www.econbiz.de/10008467092
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A method for aggregating state variables in large ecosystem models
Lawrie, Jock; Hearne, John - In: Mathematics and Computers in Simulation (MATCOM) 79 (2008) 3, pp. 368-378
Simplifying large ecosystem models is essential if we are to understand the underlying causes of observed behaviours. However, such understanding is often employed to achieve simplification. This paper introduces a method for model simplification that can be applied without requiring intimate...
Persistent link: https://www.econbiz.de/10010749307
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Low-dimensional dynamical system model for observed coherent structures in ocean satellite data
López, Cristóbal; Hernández-Garcı́a, Emilio - In: Physica A: Statistical Mechanics and its Applications 328 (2003) 1, pp. 233-250
paper combines the power of the Proper Orthogonal Decomposition (POD) technique to identify these coherent structures in …
Persistent link: https://www.econbiz.de/10011058356
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