Optimal stopping

Results: 32



#Item
21Marketing / Economics / Statistics / Business / Framing / Prospect theory / Cumulative prospect theory / Amos Tversky / Utility / Decision theory / Behavioral finance / Consumer behaviour

Cumulative Prospect Theory Optimal Stopping Problem with Prospect Preference Conclusions and Possible Extensions Optimal Stopping with Prospect Preference Zuo Quan Xu

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-23 14:08:32
22Mathematical sciences / Mathematical finance / Decision theory / Operations research / Optimal stopping / Economic model / Statistics / Mathematical optimization / Dynamic programming

Sixth World Congress of the Bachelier Finance Society Toronto Pricing of perpetual American options in a model with partial information

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-21 11:07:46
23

An optimal stopping problem related to cash-flows of investments under uncertainty Boualem Djehiche KTH, Stockholm Joint work with S. Hamadene and M-A. Morlais

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-08 13:56:46
    24

    Correcting the Optimal Stopping Bias in Monte Carlo Evaluation of Early Exercise Options Tyson Whitehead, Matt Davison, and Mark Reesor SHARCNet/UWO

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    Source URL: www.fields.utoronto.ca

    - Date: 2010-06-19 11:34:53
      25Loans / Corporate finance / Equity securities / Options / Hong Kong Polytechnic University / Bond / Stock / University of Hong Kong / Financial economics / Economics / Finance

      A general optimal stopping game with applications in …nance W. Zhou/HKU (joint work with S. P. Yung/HKU and Phillip Yam/PolyU) June 2010

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      Source URL: www.fields.utoronto.ca

      Language: English - Date: 2010-06-19 13:06:38
      26Symbol

      Optimal Stopping for Non-linear Expectations Song Yao Department of Mathematics, University of Michigan A joint work with Erhan Bayraktar, University of Michigan

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      Source URL: www.fields.utoronto.ca

      Language: English - Date: 2010-06-21 10:58:18
        27Ensemble learning / Mathematical finance / AdaBoost / Supervised learning / Support vector machine / Generalization error / Normal distribution / Active learning / Optimal stopping / Statistics / Machine learning / Statistical classification

        arXiv:0708.1242v3 [cs.LG] 15 Nov[removed]Cost-minimising strategies for data labelling : optimal stopping and active learning Christos Dimitrakakis [removed]

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        Source URL: eprints.pascal-network.org

        Language: English - Date: 2008-02-18 08:59:40
        28Entertainment / Decision theory / Pig / Expected value / Best response / Zero–sum game / Outcome / Optimal stopping / Dice / Game theory / Gaming / Statistics

        Asia Pacific Mathematics Newsletter 1 Stochastic Games

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        Source URL: www.asiapacific-mathnews.com

        Language: English - Date: 2012-08-01 02:02:10
        29Hilbert space / Operator theory / Regression analysis / Econometrics / Kernel regression / Reproducing kernel Hilbert space / Least squares / Kernel / Positive-definite kernel / Statistics / Non-parametric statistics / Mathematics

        Journal of Machine Learning Research[removed]366 Submitted 8/13; Revised 12/13; Published 1/14 Early Stopping and Non-parametric Regression: An Optimal Data-dependent Stopping Rule

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        Source URL: www.eecs.berkeley.edu

        Language: English - Date: 2014-03-05 23:58:24
        30Dynamic programming / Secretary problem / Operations research / Systems engineering / Optimal stopping / Stability / Loop-erased random walk / XTR / Statistics / Mathematical optimization / Decision theory

        Who Solved the Secretary Problem? Author(s): Thomas S. Ferguson Source: Statistical Science, Vol. 4, No. 3 (Aug., 1989), pp[removed]

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        Source URL: www.math.upenn.edu

        Language: English - Date: 2010-11-27 22:04:39
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