Probability and statistics

Results: 5057



#Item
151Mathematical finance / Statistics / Applied mathematics / Probability / Volatility / Stochastic volatility / Implied volatility / Realized variance / Fractional Brownian motion / Normal distribution

Volatility modelling: decoupling the short- and long-term behavior of stochastic volatility Mikkel Bennedsen∗, Asger Lunde†, Mikko S. Pakkanen‡ January 10, 2016 Abstract

Add to Reading List

Source URL: www.cb.cityu.edu.hk

Language: English - Date: 2016-07-07 23:59:23
152Probability theory / Data / Statistics / Stochastic processes / Mathematical and theoretical biology / Epidemic model / Theoretical ecology / Poisson point process / Scientific modelling / Stochastic

PUBLICATIONS Vincenzo CAPASSO e-mail: ADAMSS (Advanced Applied Mathematical and Statistical Sciences)

Add to Reading List

Source URL: www.mat.unimi.it

Language: English - Date: 2014-09-11 08:53:50
153Environmental statistics / Knowledge / Statistics / Survey methodology / Epidemiology / Mark and recapture / Information / Sampling / Probability distribution / Transect

Journal of Wildlife Management 75(1):36–45; 2011; DOI: jwmg.15 Research Article Ecological and Methodological Factors Affecting Detectability and Population

Add to Reading List

Source URL: comp.uark.edu

Language: English
154Statistics / Accuracy and precision / Calibration / Measurement / Metrology / Standards / Statistical theory / Calibrated probability assessment

EUROPEAN COMMISSION DG RTD SEVENTH FRAMEWORK PROGRAMME THEME 7 TRANSPORT - SST

Add to Reading List

Source URL: www.optimore-project.eu

Language: English - Date: 2014-01-09 08:10:49
155Statistics / Mathematical analysis / Probability distributions / Probability / Dirichlet distribution / Dirichlet-multinomial distribution / Exponential family / Gamma distribution / Differential forms on a Riemann surface

Estimating a Dirichlet distribution Thomas P. Minkarevised 2003, 2009, 2012) Abstract The Dirichlet distribution and its compound variant, the Dirichlet-multinomial, are two of the most basic models for proportion

Add to Reading List

Source URL: www.msr-waypoint.com

Language: English - Date: 2012-03-29 12:29:15
156Statistics / Financial risk / Probability / Mathematical analysis / Actuarial science / Mathematical finance / Covariance and correlation / Summary statistics / Value at risk / RiskMetrics / Covariance / Variance

V A L U E-A T-R I S K (V A R) Value-at-Risk (VaR) The authors describe how to implement VaR, the risk measurement technique widely used in financial risk management. by Simon Benninga and Zvi Wiener

Add to Reading List

Source URL: pluto.mscc.huji.ac.il

Language: English - Date: 2014-02-02 05:57:49
157Artificial neural networks / Statistics / Probability / Statistical models / Machine learning / Artificial intelligence / Computational neuroscience / Restricted Boltzmann machine / Boltzmann machine / Feature learning / Deep belief network / Convolutional neural network

In: European Symposium on Artificial Neural Networks, Computational Intelligence and Machine Learning (ESANN), Bruges, Belgium, 2010 Exploiting Local Structure in Stacked Boltzmann Machines Hannes Schulz, Andreas M¨ ul

Add to Reading List

Source URL: amueller.github.io

Language: English - Date: 2016-08-04 15:59:56
158Statistics / Mathematical analysis / Probability / Probability distributions / Data / Information / Normal distribution / Contour line

Environmental contour method: An approximate method for obtaining characteristic response extremes for design purposes Sverre Haver, Statoil ASA and Kjersti Bruserud Statoil ASA, NO-4035 Stavanger, Norway Gro Sagli Baarh

Add to Reading List

Source URL: www.waveworkshop.org

Language: English - Date: 2013-09-30 15:26:19
159Statistics / Mathematical finance / Probability / Mathematical analysis / Stochastic processes / Technical analysis / Options / Probability distributions / Volatility / VIX / Stochastic volatility / Jump diffusion

This article was downloaded by: [On: 18 July 2016, At: 23:35 Publisher: Institute for Operations Research and the Management Sciences (INFORMS) INFORMS is located in Maryland, USA Management Science Publi

Add to Reading List

Source URL: www.rmi.nus.edu.sg

Language: English - Date: 2016-07-19 02:36:08
160Statistics / Statistical inference / Statistical theory / Probability distributions / Survey methodology / Infinitely divisible probability distributions / Sampling / Coalescent theory / Bayesian inference / Confidence interval / Poisson distribution / Viral phylodynamics

Quantifying and Mitigating the Effect of Preferential Sampling on Phylodynamic Inference

Add to Reading List

Source URL: bedford.io

Language: English - Date: 2016-03-03 22:30:47
UPDATE