Similar Search Results

A NEW MEASURE FOR PARTY COHERENCE: APPLYING A PHYSICS-BASED CONCEPT TO THE SWISS PARTY SYSTEM

CHRISTEN, MARKUS; OTT, THOMAS; SCHWARZ, DANIEL - In: Advances in Complex Systems (ACS) 16 (2013) 06, pp. 1350011-1

The paper revives a theoretical definition of party coherence as being composed of two basic elements, cohesion and factionalism, to propose and apply a novel empirical measure based on spin physics. The simultaneous analysis of both components using a single measurement concept is applied to...

Persistent link: https://www.econbiz.de/10011010842

On consistency of redescending M-kernel smoothers

Hillebrand, Martin; Müller, Christine - In: Metrika 63 (2006) 1, pp. 71-90

Persistent link: https://www.econbiz.de/10005375892

Systemic consultancy, theory and application

Hillebrand, Martin; Mette, Stefan - In: Advances in consulting research : recent findings and …, (pp. 193-212). 2019

Persistent link: https://www.econbiz.de/10011928328

Static versus dynamic hedges: an empirical comparison for barrier options

Engelmann, Bernd; Fengler, Matthias; Nalholm, Morten; … - In: Review of Derivatives Research 9 (2006) 3, pp. 239-264

Persistent link: https://www.econbiz.de/10005709832

Transparentes Monte-Carlo-Verfahren zur Risikosteuerung im Aktienderivatebereich

Schwendner, Peter; Martin, Stephan; Papies, Simon - In: Die Bank (2002) 1, pp. 58-62

Persistent link: https://www.econbiz.de/10001632459

Tackling the exponential scaling of signature-based generative adversarial networks for high-dimensional financial time-series generation

De Meer Pardo, Fernando; Schwendner, Peter; Wunsch, Marcus - In: The journal of financial data science 4 (2022) 4, pp. 110-132

Persistent link: https://www.econbiz.de/10014232779

Adaptive seriational risk parity and other extensions for heuristic portfolio construction using machine learning and graph theory

Schwendner, Peter; Papenbrock, Jochen; Jaeger, Markus; … - In: The journal of financial data science 3 (2021) 4, pp. 65-83

Persistent link: https://www.econbiz.de/10012698255

Interpretable machine learning for diversified portfolio construction

Jaeger, Markus; Krügel, Stephan; Marinelli, Dimitri; … - In: The journal of financial data science 3 (2021) 3, pp. 31-51

Persistent link: https://www.econbiz.de/10012613536

Matrix evolutions : synthetic correlations and explainable machine learning for constructing robust investment portfolios

Papenbrock, Jochen; Schwendner, Peter; Jaeger, Markus; … - In: The journal of financial data science 3 (2021) 2, pp. 51-69

Persistent link: https://www.econbiz.de/10012519242