Similar Search Results

Recursive approximation of the high dimensional max function

Bi̇rbi̇l, Ş. İlker; Fang, Shu-Cherng; Frenk, Johannes G. - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001783493

Recursive approximation of the high dimensional max function

Bi̇rbi̇l, Ş. İlker; Fang, Shu-Cherng; Frenk, Johannes G. - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001732874

On distributional robust probability functions and their computations

Wong, Man Hong; Zhang, Shuzhong - In: European journal of operational research : EJOR 233 (2014) 1, pp. 23-33

Persistent link: https://www.econbiz.de/10010224942

Probability bounds for polynomial functions in random variables

He, Simai; Jiang, Bo; Li, Zhening; Zhang, Shuzhong - In: Mathematics of operations research 39 (2014) 3, pp. 889-907

Persistent link: https://www.econbiz.de/10010402949

Moments tensors, Hilbert's identity, and k-wise uncorrelated random variables

Jiang, Bo; He, Simai; Li, Zhening; Zhang, Shuzhong - In: Mathematics of operations research 39 (2014) 3, pp. 775-788

Persistent link: https://www.econbiz.de/10010402957

Adaptive stochastic variance reduction for subsampled Newton method with cubic regularization

Zhang, Junyu; Xiao, Lin; Zhang, Shuzhong - In: INFORMS journal on optimization 4 (2022) 1, pp. 45-64

Persistent link: https://www.econbiz.de/10013184948

An improved estimation method and empirical properties of the probability of informed trading

Yan, Yuxing; Zhang, Shaojun - In: Journal of banking & finance 36 (2012) 2, pp. 454-467

Persistent link: https://www.econbiz.de/10009511306

Quality of PIN estimates and the PIN-return relationship

Yan, Yuxing; Zhang, Shaojun - In: Journal of banking & finance 43 (2014), pp. 137-149

Persistent link: https://www.econbiz.de/10010409000

A regression-constrained optimization approach to estimating suppressed information using time-series data : application to county business patterns 1999 - 2006

Zhang, Sumei; Guldmann, Jean-Michel - In: International regional science review 38 (2015) 2, pp. 119-150

Persistent link: https://www.econbiz.de/10011300840

An Improved Estimation Method and Empirical Properties of the Probability of Informed Trading

Yan, Yuxing - 2011

We report evidence that boundary solutions can cause a bias in the estimate of the probability of informed trading (PIN). We develop an algorithm to overcome this bias and use it to estimate PIN for nearly 80,000 stock-quarters between 1993 and 2004. We obtain two sets of PIN estimates by using...

Persistent link: https://www.econbiz.de/10013121692