Search Results - subject:"probability theory"

Nonparametric estimation of systemic risk via conditional value-at-risk

Belhad, Ahmed; Lauria, Davide; Trindade, A. Alexandre - In: Journal of risk 25 (2022) 1, pp. 1-21

Persistent link: https://www.econbiz.de/10013549675

Qi, Tianxiao; Xu, Bin; Wu, Jinshan; Vriend, Nicolaas J. - In: Journal of economic behavior & organization : JEBO 202 (2022), pp. 227-254

Persistent link: https://www.econbiz.de/10013552436

Probability Distributions for Realized Covariance Measures

Stollenwerk, Michael - 2022

Realized covariance measures (RCs) are an essential input to assess the risks involved in different investment allocations and it is thus useful to model and forecast them. Thus, a realistic distributional assumption is essential. We compare all probability distributions hitherto applied to...

Persistent link: https://www.econbiz.de/10014236638

Assessing systemic fragility : a probabilistic perspective

Radev, Deyan - In: Journal of risk 25 (2022) 2, pp. 47-74

Persistent link: https://www.econbiz.de/10014342462

Large-scale consensus with endo-confidence under probabilistic linguistic circumstance and its application

Li, Wanqing; Li, Lanhao; Xu, Zeshui; Tian, Xiaoli - In: Economic research 35 (2022) 1,2, pp. 2039-2072

Persistent link: https://www.econbiz.de/10014381030

Blending gradient boosted trees and neural networks for point and probabilistic forecasting of hierarchical time series

Nasios, Ioannis; Vogklis, Konstantinos - In: International journal of forecasting 38 (2022) 4, pp. 1448-1459

Persistent link: https://www.econbiz.de/10014381109

A white-boxed ISSM approach to estimate uncertainty distributions of Walmart sales

De Rezende, Rafael B.; Egert, Katharina; Marin, Ignacio; … - In: International journal of forecasting 38 (2022) 4, pp. 1460-1467

Persistent link: https://www.econbiz.de/10014381111

Time on the market and probability of sale using a generalized geometric hazard model

Caudill, Steven B.; Bogosavljevic, Ksenija; Johnson, Ken H. - In: Journal of econometric methods 11 (2022) 1, pp. 1-16

Persistent link: https://www.econbiz.de/10013161655

Bounds for probabilistic programming with application to a blend planning problem

Peng, Shen; Maggioni, Francesca; Lisser, Abdel - In: European journal of operational research : EJOR 297 (2022) 3, pp. 964-976

Persistent link: https://www.econbiz.de/10013261798

Statistik-Übungen : Beschreibende Statistik - Wahrscheinlichkeitsrechnung - Schließende Statistik

Bourier, Günther - 2022 - 7. Auflage

Ziel dieses Übungsbuches ist es, den Studierenden eine umfassende Möglichkeit zu geben, ihre bereits erworbenen Statistik-Kenntnisse intensiv zu nutzen und zu vertiefen. Dazu dienen die zahlreichen praxisorientierten Übungsaufgaben zur beschreibenden Statistik, Wahrscheinlichkeitsrechnung und...

Persistent link: https://www.econbiz.de/10013263177