Narrow search
Showing 1 - 10 of 647,170
Cover Image
Creditworthiness dynamics and Hidden Markov Models
Quirini, L.; Vannucci, L. - In: Journal of the Operational Research Society : OR 65 (2014) 3, pp. 323-330
Persistent link: https://www.econbiz.de/10010251710
Cover Image
A mathematical analysis of technical analysis
Lorig, Matthew; Zhou, Zhou; Zou, Bin - In: Applied mathematical finance 26 (2019) 1, pp. 38-68
Persistent link: https://www.econbiz.de/10012210259
Cover Image
Hidden Markov Model using transaction patterns for ATM card fraud detection
Nkemnole, E. B.; Akinsete, A. A. - In: Theoretical and applied economics : GAER review 28 (2021) 4/629, pp. 51-70
Persistent link: https://www.econbiz.de/10013259025
Cover Image
Simulation stochastischer Systeme : eine anwendungsorientierte Einführung
Waldmann, Karl-Heinz; Helm, Werner - 2016
Persistent link: https://www.econbiz.de/10011450567
Cover Image
Efficient simulation of high dimensional Gaussian vectors
Kahalé, Nabil - In: Mathematics of operations research 44 (2019) 1, pp. 58-73
Persistent link: https://www.econbiz.de/10012001060
Cover Image
Stochastic processes : modelling and simulation
Shanbhag, D. N. (contributor);  … - 2003 - 1. ed.
Persistent link: https://www.econbiz.de/10001711454
Cover Image
Scientific stochastic volatility models for the European carbon markets : forecasting and extracting conditional moments
Solibakke, Per Bjarte - In: International journal of business 19 (2014) 1, pp. 63-98
Persistent link: https://www.econbiz.de/10010344777
Cover Image
Augmented Markov chain Monte Carlo simulation for two-stage stochastic programs with recourse
Ekin, Tahir; Polson, Nicholas G.; Soyer, Refik - In: Decision analysis : a journal of the Institute for … 11 (2014) 4, pp. 250-264
Persistent link: https://www.econbiz.de/10010467454
Cover Image
Forecasting stochastic volatility characteristics for the financial fossil oil market densities
Solibakke, Per Bjarte - In: Journal of risk and financial management : JRFM 14 (2021) 11, pp. 1-17
This paper builds and implements multifactor stochastic volatility models for the international oil/energy markets (Brent oil and WTI oil) for the period 2011-2021. The main objective is to make step ahead volatility predictions for the front month contracts followed by an implication discussion...
Persistent link: https://www.econbiz.de/10012794710
Cover Image
Variance reduction with array-RQMC for Tau-Leaping simulation of stochastic biological and chemical reaction networks
Puchhammer, Florian; Ben Abdellah, Amal; L'Ecuyer, Pierre - 2021
Persistent link: https://www.econbiz.de/10012599478