<--- Back to Details
First PageDocument Content
Mathematical finance / Economy / Actuarial science / Applied mathematics / Academia / Regression analysis / Technical analysis / Financial risk / Volatility / Quantile / Financial risk modeling / Quantitative analyst
Date: 2012-11-15 11:22:41
Mathematical finance
Economy
Actuarial science
Applied mathematics
Academia
Regression analysis
Technical analysis
Financial risk
Volatility
Quantile
Financial risk modeling
Quantitative analyst

Microsoft Word - WestgaardFlyerForSEECSeminar21November2012.docx

Add to Reading List

Source URL: www.seec.surrey.ac.uk

Download Document from Source Website

File Size: 124,19 KB

Share Document on Facebook

Similar Documents

Mathematics / Computer arithmetic / Numerical analysis / Applied mathematics / Arithmetic / Interval arithmetic / Computer-assisted proof / Computational science / Scan

SCAN 2018 Post-conference Proceedings Special Issue of Journal of Computational and Applied Mathematics Call for Papers Special Issue on the 18th International Symposium on Scientific Computing, Computer Arithmetic,

DocID: 1xVSx - View Document

Computer programming / Statistical randomness / Computing / Operations research / Queueing theory / Markov processes / Recursion / Theoretical computer science / Qt / Queue / Linear programming / Mathematical optimization

Performance Evaluation and Optimization Models for Processing Networks with Queue-Dependent Production Quantities by John S. Hollywood S.B. Applied Mathematics

DocID: 1xVdz - View Document

Mathematical analysis / Probability and statistics / Probability theory / Machine learning / Computational neuroscience / Computational statistics / Artificial neural networks / Bayesian statistics / Gaussian function / Mixture model / Mixture distribution / Joint probability distribution

Mixture Density Networks Christopher M. Bishop Neural Computing Research Group Dept. of Computer Science and Applied Mathematics Aston University

DocID: 1xUJf - View Document

Mat / Picture framing / Large ElectronPositron Collider

Mathematics_BS_Applied.pdf

DocID: 1xTYO - View Document

A BOOTSTRAP INTERVAL ESTIMATOR FOR BAYES’ CLASSIFICATION ERROR Chad M. Hawes and Carey E. Priebe Johns Hopkins University Department of Applied Mathematics and Statistics Baltimore, MDABSTRACT

DocID: 1vrMQ - View Document