Stochastic process

Results: 1129



#Item
91Mathematical finance / Options / Fixed income analysis / Interest rates / HeathJarrowMorton framework / Stochastic volatility / Volatility / Interest rate cap and floor / Compound Poisson process / Black model / Short-rate model / LIBOR market model

Mathematical Finance, Vol. 13, No. 3 (July 2003), 383–410 THE TERM STRUCTURE OF SIMPLE FORWARD RATES WITH JUMP RISK PAUL GLASSERMAN Graduate School of Business, Columbia University, New York

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

Language: English - Date: 2003-10-31 13:22:54
92Geostatistics / Covariance and correlation / Stochastic processes / Interpolation / Gaussian process / Normal distribution / Covariance function / Kernel method / Speech recognition / Radial basis function / Correlation and dependence / Variance

Automatically Grading Learners’ English Using a Gaussian Process Rogier C. van Dalen, Kate M. Knill, Mark J. F. Gales ALTA Institute / Department of Engineering, University of Cambridge, United Kingdom {rcv25,kmk1001,m

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Source URL: mi.eng.cam.ac.uk

Language: English - Date: 2015-06-24 05:28:12
93Stochastic processes / Probability theory / Markov process / Sensor node / Control theory / Independent and identically distributed random variables / Stochastic

Networked Control System Protocols Modeling & Analysis using Stochastic Impulsive Systems João P. Hespanha Center for Control Dynamical Systems and Computation

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Source URL: www.ece.ucsb.edu

Language: English - Date: 2013-10-30 21:30:35
94Mathematical finance / Stochastic volatility / Volatility / BlackScholes model / Convexity / Futures contract / Autoregressive conditional heteroskedasticity / Stochastic process / Convex function / Convex set

General Properties of Option Prices Yaacov Z. Bergman1 , Bruce D. Grundy2 and Zvi Wiener3 Forthcoming: The Journal of Finance First Draft: February 1995 Current Draft: January

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

Language: English - Date: 2014-02-02 05:57:49
95Probability distributions / Stochastic processes / Poisson processes / Infinitely divisible probability distributions / Hypothesis testing / Poisson distribution / Poisson point process / Normal distribution / Statistics / Point process / Exponential distribution / Statistical hypothesis testing

A Poissonian explanation for heavy tails in e-mail communication R. Dean Malmgrena, Daniel B. Stouffera, Adilson E. Motterb,c, and Luís A. N. Amarala,c,1 Departments of aChemical and Biological Engineering and bPhysics

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Source URL: tuvalu.santafe.edu

Language: English - Date: 2010-09-03 17:18:09
96Stochastic processes / Markov processes / BitTorrent / Peer-to-peer / M/M/1 queue / Seeding / Queueing theory / Poisson point process / Poisson distribution

The Missing Piece Syndrome in Peer-to-Peer Communication 1 Bruce Hajek and Ji Zhu

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Source URL: arxiv.org

Language: English - Date: 2011-07-13 22:13:16
97Operations research / Summary statistics / Statistical models / Convex optimization / Linear programming / Normal distribution / Probability distribution / Central limit theorem / Expected value / Random walk / Stochastic process / Standard deviation

Computing Marginal Distributions over Continuous Markov Networks for Statistical Relational Learning Matthias Br¨ocheler, Lise Getoor University of Maryland, College Park College Park, MD 20742

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Source URL: psl.umiacs.umd.edu

Language: English - Date: 2013-06-14 19:26:49
98Markov models / Graph theory / Markov processes / Stochastic process / Stochastic / PEPA / Markov chain / Scientific modelling / Process calculus

Introduction Motivation Syntax and semantics

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Source URL: www.cs.stir.ac.uk

Language: English - Date: 2010-06-17 03:44:24
99Evolutionary biology / Stochastic processes / Transport phenomena / Probability distributions / Random walk / Evolution / Diffusion / Macroevolution / Normal distribution / Speciation / Microevolution / Branching process

Inference, Models and Simulation for Complex Systems Lectures 8 and 9 Prof. Aaron Clauset 1

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Source URL: tuvalu.santafe.edu

Language: English - Date: 2011-09-29 19:22:25
100Probability theory / Probability distribution / Probability space / Bernoulli process / Random variable / Experiment / Randomness / Independent and identically distributed random variables / Markov chain / Event / Conditional probability / Stochastic simulation

Maximally uniform sequences from stochastic processes Miller Puckette University of California, San Diego Abstract

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Source URL: msp.ucsd.edu

Language: English - Date: 2016-07-05 13:31:02
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