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Valuing future information under uncertainty using polynomial chaos

Prange, Michael; Bailey, William J.; Coue͏̈t, Benoit; … - In: Decision analysis : a journal of the Institute for … 5 (2008) 3, pp. 140-156

Persistent link: https://www.econbiz.de/10003768941

Wiener chaos expansion and numerical solutions of the Heath-Jarrow-Morton interest rate model

Kalpinelli, Evangelia A.; Frangos, Nikolaos E.; … - In: The journal of computational finance 19 (2016) 4, pp. 1-27

Persistent link: https://www.econbiz.de/10011603168

Uncertainty Quantification in Low Voltage Distribution Grids : Comparing Monte Carlo and General Polynomial Chaos Approaches

Koirala, Arpan; Van Acker, Tom; D'hulst, Reinhilde; Van … - 2022

Changes in load and distributed generation in low voltage distribution systems (LVDS) have made the individual consumer offtake highly uncertain for the system operator. In order to accurately determine hosting capacity of such systems, congestion related stochastic indices, e.g. probability of...

Persistent link: https://www.econbiz.de/10013304077

Pricing path-dependent Bermudan options using Wiener chaos expansion : an embarrassingly parallel approach

Lelong, Jérõme - In: The journal of computational finance 24 (2020) 2, pp. 1-31

Persistent link: https://www.econbiz.de/10012543612

Predictive methods in economics : the link between econophysics and Artificial Intelligence

Simeone, Antonio - In: Monetary Policy Normalization : One Hundred Years After …, (pp. 107-122). 2023

Persistent link: https://www.econbiz.de/10014341065

Deterministic chaos and forecasting in Amazon's share prices

Hanias, Michael; Tsakonas, Stefanos; Magafas, Lykourgos; … - In: Equilibrium : quarterly journal of economics and … 15 (2020) 2, pp. 253-273

Persistent link: https://www.econbiz.de/10012259965

Application of the moving Lyapunov exponent to the S&P 500 index to predict major declines

Tsakonas, Stefanos; Hanias, Michael; Magafas, Lykourgos; … - In: Journal of risk 24 (2022) 5, pp. 33-49

Persistent link: https://www.econbiz.de/10014546349

Virtualité du chaos actualité de l'incertitude

Herman, Jacques J. - In: Le défi de l'incertitude nouvelles approches en …, (pp. 23-32). 1999

Persistent link: https://www.econbiz.de/10001517788

Teoria del caos e previsione

Medio, Alfredo - In: Economia al bivio : seminari sui fondamenti …, (pp. 217-227). 1995

Persistent link: https://www.econbiz.de/10001454692

Der Einsatz der Coherent Market Hypothesis zur Portfoliooptimierung

Steiner, Manfred; Wittkemper, Hans-Georg; Wolf, J. Benedict - In: Finanzmarkt und Portfolio-Management 12 (1998) 1, pp. 74-94

Persistent link: https://www.econbiz.de/10001407711