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Found 630 Documents (Results 1–100)

Chain ladder method. (English) Zbl 1134.62376

Horová, Ivana (ed.), Summer school DATASTAT 03. Proceedings. Devoted to the memory of Pavel Osecký. Brno: Masaryk University (ISBN 80-210-3564-1/pbk). Folia Facultatis Scientiarum Naturalium Universitatis Masarykianae Brunensis. Mathematica 15, 279-297 (2004).
MSC:  62P05 91B28
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Application of the constrained Kalman filter in a monetary policy area. (English) Zbl 1134.62363

Horová, Ivana (ed.), Summer school DATASTAT 03. Proceedings. Devoted to the memory of Pavel Osecký. Brno: Masaryk University (ISBN 80-210-3564-1/pbk). Folia Facultatis Scientiarum Naturalium Universitatis Masarykianae Brunensis. Mathematica 15, 67-76 (2004).
MSC:  62M20 62P05 62P20 91B28
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Valuation, hedging and investment in incomplete financial markets. (English) Zbl 1151.91052

Hill, James M. (ed.) et al., Applied mathematics entering the 21st century. Papers from the 5th international congress on industrial and applied mathematics (ICIAM 2003), Sydney, Australia, July 7–11, 2003. Philadelphia, PA: Society for Industrial and Applied Mathematics (SIAM) (ISBN 978-0-89871-559-0/hbk). Proceedings in Applied Mathematics 116, 49-70 (2004).
MSC:  91B28 91-02 93E20
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Dynamic asset allocation exploiting predictors in reinforcement learning framework. (English) Zbl 1132.68579

Boulicaut, J.-F. (ed.) et al., Machine learning: ECML 2004. 15th European conference on machine learning, Pisa, Italy, September 20–24, 2004, Proceedings. Berlin: Springer (ISBN 978-3-540-23105-9/pbk). Lecture Notes in Computer Science 3201. Lecture Notes in Artificial Intelligence, 298-309 (2004).
MSC:  68T05 91B28
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Stochastic optimization of risk functions via parametric smoothing. (English) Zbl 1137.90627

Marti, Kurt (ed.) et al., Dynamic stochastic optimization. Selected papers presented at the IFIP / IIASA / GAMM-workshop on “Dynamic stochastic optimization”, Laxenburg, Austria, March 11–14, 2002. Berlin: Springer (ISBN 3-540-40506-2/pbk). Lect. Notes Econ. Math. Syst. 532, 225-247 (2004).
MSC:  90C15 60G40 91B28 91B30
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Structured products for pension funds. (English) Zbl 1170.90451

Marti, Kurt (ed.) et al., Dynamic stochastic optimization. Selected papers presented at the IFIP / IIASA / GAMM-workshop on “Dynamic stochastic optimization”, Laxenburg, Austria, March 11–14, 2002. Berlin: Springer (ISBN 3-540-40506-2/pbk). Lect. Notes Econ. Math. Syst. 532, 115-130 (2004).
MSC:  90C15 90C39 91B28
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Estimating Libor/swaps spot-volatilities: the EpiVolatility model. (English) Zbl 1137.91429

Marti, Kurt (ed.) et al., Dynamic stochastic optimization. Selected papers presented at the IFIP / IIASA / GAMM-workshop on “Dynamic stochastic optimization”, Laxenburg, Austria, March 11–14, 2002. Berlin: Springer (ISBN 3-540-40506-2/pbk). Lect. Notes Econ. Math. Syst. 532, 99-114 (2004).
MSC:  91B28 90C15
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Job scheduling and resource management techniques in economic grid environments. (English) Zbl 1129.68384

Fernández Rivera, Francisco (ed.) et al., Grid computing. First European across grids conference, Santiago de Compostela, Spain, February 13–14, 2003. Revised papers. Berlin: Springer (ISBN 3-540-21048-2/pbk). Lecture Notes in Computer Science 2970, 25-32 (2004).
MSC:  68M14 68M20 91B28
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Using non-parametric search algorithms to forecast daily excess stock returns. (English) Zbl 1118.91325

Binner, Jane M. (ed.) et al., Applications of artificial intelligence in finance and economics. Selected papers of international conference on artificial intelligence (IC-AI ’03), Las Vegas, NV, USA, June 23–26, 2003. Amsterdam: Elsevier/JAI (ISBN 0-7623-1150-9/hbk). Advances in Econometrics 19, 93-125 (2004).
MSC:  91B28 68T05 90C59
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Forecasting the volatility of stock index returns: A stochastic neural network approach. (English) Zbl 1116.91331

Laganà, Antonio (ed.) et al., Computational science and its applications — ICCSA 2004. International conference, Assisi, Italy, May 14–17, 2004. Proceedings, Part III. Berlin: Springer (ISBN 3-540-22057-7/pbk). Lecture Notes in Computer Science 3045, 935-944 (2004).
MSC:  91B28
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A new approach for numerical identification of optimal exercise curve. (English) Zbl 1116.91325

Laganà, Antonio (ed.) et al., Computational science and its applications — ICCSA 2004. International conference, Assisi, Italy, May 14–17, 2004. Proceedings, Part III. Berlin: Springer (ISBN 3-540-22057-7/pbk). Lecture Notes in Computer Science 3045, 926-934 (2004).
MSC:  91B28
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Wessex Institute of Technology (ed.)

Computational finance and application. Papers from the 1st international conference, Bologna, Italy, April 21–23, 2004. (English) Zbl 1109.91004

Southhampton: Wit Press (ISBN 1-85312-709-4/hbk). vii, 307 p. (2004).
MSC:  91-06 65-06 91B28 00B25
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The analysis of the influence of ICT investment on firm productivity and efficiency – stochastic approach. (Serbian) Zbl 1092.62125

Vujić, Slobodan (ed.), 31st symposium on operations research, SYM-OP-IS 2004, Iriški Venac, Fruška Gora, Serbia and Montenegro, September 14–17, 2004. Proceedings. Beograd: Planeta print (ISBN 86-7352-123-8). 29-32 (2004).
MSC:  62P20 62J05 91B28
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The influence of a stochastic interest rate on the \(n\)-fold compound option. (English) Zbl 1171.91344

Hubert, Mia (ed.) et al., Theory and applications of recent robust methods. Selected papers of the international conference on robust statistics 2003, ICORS 2003, Antwerp, Belgium, July 13–18, 2003. Basel: Birkhäuser (ISBN 3-7643-7060-2/hbk). Statistics for Industry and Technology, 343-353 (2004).
MSC:  91B28 60J60 60J70 62F35 62P05
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Robust strategies for quantitative investment management. (English) Zbl 1088.62065

Hubert, Mia (ed.) et al., Theory and applications of recent robust methods. Selected papers of the international conference on robust statistics 2003, ICORS 2003, Antwerp, Belgium, July 13–18, 2003. Basel: Birkhäuser (ISBN 3-7643-7060-2/hbk). Statistics for Industry and Technology, 27-37 (2004).
MSC:  62G35 91B28 62G08 62P05
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D-TAR versus C-TAR models? Modelling the dynamics of inflation. (English) Zbl 1125.91394

Becker, Ralf (ed.) et al., Contemporary issues in economics and econometrics. Theory and applications. Selected papers based on the presentation at the Australasian meeting of the Econometric Society, ESAM 2002, Brisbane, Australia, July 7–10, 2002. Cheltenham: Edward Elgar Publishing (ISBN 1-84376-617-5/hbk). 205-225 (2004).
MSC:  91B64 91B28 91B82
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Missing data and interpolation in dynamic term structure models. (English) Zbl 1124.91036

Becker, Ralf (ed.) et al., Contemporary issues in economics and econometrics. Theory and applications. Selected papers based on the presentation at the Australasian meeting of the Econometric Society, ESAM 2002, Brisbane, Australia, July 7–10, 2002. Cheltenham: Edward Elgar Publishing (ISBN 1-84376-617-5/hbk). 162-175 (2004).
MSC:  91B28
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Industry shunk cost and entry dynamics. (English) Zbl 1126.91385

Becker, Ralf (ed.) et al., Contemporary issues in economics and econometrics. Theory and applications. Selected papers based on the presentation at the Australasian meeting of the Econometric Society, ESAM 2002, Brisbane, Australia, July 7–10, 2002. Cheltenham: Edward Elgar Publishing (ISBN 1-84376-617-5/hbk). 34-49 (2004).
MSC:  91B38 91B28 91A80
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Estimation, adjustment and application of transition matrices in credit risk models. (English) Zbl 1126.91382

Rachev, Svetlozar T. (ed.), Handbook of computational and numerical methods in finance. Boston, MA: Birkhäuser (ISBN 0-8176-3219-0/hbk). 373-402 (2004).
MSC:  91B30 91B28
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Modern heuristics for finance problems: a survey of selected methods and applications. (English) Zbl 1126.91375

Rachev, Svetlozar T. (ed.), Handbook of computational and numerical methods in finance. Boston, MA: Birkhäuser (ISBN 0-8176-3219-0/hbk). 331-359 (2004).
MSC:  91B28 90C59
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Numerical methods for stable modeling in financial risk management. (English) Zbl 1126.91376

Rachev, Svetlozar T. (ed.), Handbook of computational and numerical methods in finance. Boston, MA: Birkhäuser (ISBN 0-8176-3219-0/hbk). 299-329 (2004).
MSC:  91B28 91B30
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Emergence of complexity in financial networks. (English) Zbl 1122.91324

Ben-Naim, Eli (ed.) et al., Complex networks. Papers from the conference ‘complex networks: structure, dynamics, and function’, 23rd annual conference of the Center for Nonlinear Studies, Santa Fe, NM, USA, May 12–16, 2003. Berlin: Springer (ISBN 3-540-22354-1/hbk). Lecture Notes in Physics 650, 399-423 (2004).
MSC:  91B28 90B10 90B15
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Towards understanding the predictability of stock markets from the perspective of computational complexity. (English) Zbl 1127.91331

Wille, Luc T. (ed.), New directions in statistical physics. Econophysics, bioinformatics, and pattern recognition. Berlin: Springer (ISBN 3-540-43182-9/hbk). 129-151 (2004).
MSC:  91B26 91B28
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Toward an understanding of financial markets using multi-agent games. (English) Zbl 1137.91338

Wille, Luc T. (ed.), New directions in statistical physics. Econophysics, bioinformatics, and pattern recognition. Berlin: Springer (ISBN 3-540-43182-9/hbk). 115-127 (2004).
MSC:  91A80 91B28 91B84
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Patterns, trends and predictions in stock market indices and foreign currency exchange rates. (English) Zbl 1137.91397

Wille, Luc T. (ed.), New directions in statistical physics. Econophysics, bioinformatics, and pattern recognition. Berlin: Springer (ISBN 3-540-43182-9/hbk). 93-114 (2004).
MSC:  91B26 91B28 91B82
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