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  • Search: subject:"model reduction"
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Year of publication
Subject
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Model reduction 18 model reduction 12 BMI and income 3 Bias-precision trade-off 3 Entropy 3 Imputations 3 Kinetics 3 Missing covariates 3 Model averaging 3 Optimal control 3 Option pricing theory 3 Optionspreistheorie 3 Stochastic process 3 Stochastischer Prozess 3 heterogeneous agents 3 A-posteriori error estimates 2 Agentenbasierte Modellierung 2 Boltzmann equation 2 Financial optimization 2 Fokker–Planck equation 2 Functional differentiability 2 Hankel Operator 2 Heston model 2 Linear system 2 Markov decision model 2 Mathematical programming 2 Mathematische Optimierung 2 Modellierung 2 Monte Carlo 2 Optimal value 2 Option trading 2 Optionsgeschäft 2 Proper orthogonal decomposition 2 Scientific modelling 2 Tests of Rank 2 Theorie 2 Transition probability function 2 aggregation 2 behaviour 2 perturbation methods 2
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Online availability
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Undetermined 18 Free 17 CC license 1
Type of publication
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Article 20 Book / Working Paper 17
Type of publication (narrower categories)
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Working Paper 5 Article in journal 4 Aufsatz in Zeitschrift 4 Graue Literatur 2 Non-commercial literature 2 Arbeitspapier 1 Article 1 Hochschulschrift 1
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Language
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Undetermined 20 English 17
Author
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Dardanoni, Valentino 4 Modica, Salvatore 4 Peracchi, Franco 4 Reiter, Michael 4 Gorban, Alexander N. 3 Karlin, Iliya V. 3 Burkovska, Olena 2 Cagas, Marie Anne 2 Camba-Méndez, Gonzalo 2 Ducanes, Geoffrey 2 Glau, Kathrin 2 Kapetanios, George 2 Kern, Patrick 2 Magtibay-Ramos, Nedelyn 2 Qin, Duo 2 Scherrer, W. 2 Simroth, Axel 2 Wohlmuth, Barbara 2 Zähle, Henryk 2 Ackermann, J. 1 Antil, Harbir 1 Bernier, Michel 1 Birgersson, E. 1 Buchholz, Rico 1 Burkovska, O. 1 Cauret, Odile 1 Chinesta, F. 1 Chinesta, Francisco 1 Cueto, E. 1 Engel, Harald 1 Falcó, Antonio 1 Gass, M. 1 González, D. 1 González, Mariano 1 Gubisch, Martin 1 GÖRNERUP, OLOF 1 He, Zhongjie 1 Heij, C. 1 Heij, Heij, C. 1 Heinkenschloss, Matthias 1
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Institution
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HAL 2 Centro di Studi Internazionali Sull'Economia e la Sviluppo (CEIS), Facoltà di Economia 1 Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) 1 Erasmus University Rotterdam, Econometric Institute 1 European Central Bank 1 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 1 Instituto Valenciano de Investigaciones Económicas (IVIE) 1 International Conferences on Panel Data 1 School of Economics and Finance, Queen Mary 1 Tilburg University, Center for Economic Research 1
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Published in...
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Mathematics and Computers in Simulation (MATCOM) 4 Computational Optimization and Applications 3 Physica A: Statistical Mechanics and its Applications 3 Energy 2 Post-Print / HAL 2 10th International Conference on Panel Data, Berlin, July 5-6, 2002 1 Advances in Complex Systems (ACS) 1 CEIS Research Paper 1 Discussion Paper / Tilburg University, Center for Economic Research 1 ECB Working Paper 1 Econometric Institute Report 1 Econometric Institute Research Papers 1 Economics Series / Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) 1 European Journal of Operational Research 1 IHS Working Paper 1 IHS working paper 1 Journal of monetary economics 1 Mathematical Methods of Operations Research 1 Mathematical methods of operations research : ZOR 1 Quantitative finance 1 Reihe Ökonomie / Economics Series 1 Stata Journal 1 The journal of computational finance 1 Working Paper 1 Working Paper Series / European Central Bank 1 Working Papers / School of Economics and Finance, Queen Mary 1 Working Papers. Serie AD 1
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Source
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RePEc 26 ECONIS (ZBW) 6 EconStor 5
Showing 31 - 37 of 37
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Estimation of factor models by realization-based and approximation methods
Scherrer, W.; Heij, C. - Erasmus University Rotterdam, Econometric Institute - 1998
In this paper we discuss two methods for the estimation of linear dynamic factor models. The first method is behavioural in nature and consists of the least squares approximation of the observed data by means of a linear system. The second method is based on the statistical concept of principal...
Persistent link: https://www.econbiz.de/10008584793
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Forecasting Inflation and GDP growth: Comparison of Automatic Leading Indicator (ALI) Method with Macro Econometric Structural Models (MESMs)
Qin, Duo; Cagas, Marie Anne; Ducanes, Geoffrey; … - School of Economics and Finance, Queen Mary - 2006
shocks in the indicator sets; and (ii) reduce the VARs by means of the general→specific model reduction procedure. …
Persistent link: https://www.econbiz.de/10005106401
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Quasi-equilibrium closure hierarchies for the Boltzmann equation
Gorban, Alexander N.; Karlin, Iliya V. - In: Physica A: Statistical Mechanics and its Applications 360 (2006) 2, pp. 325-364
In this paper, explicit method of constructing approximations (the triangle entropy method) is developed for nonequilibrium problems. This method enables one to treat any complicated nonlinear functionals that fit best the physics of a problem (such as, for example, rates of processes) as new...
Persistent link: https://www.econbiz.de/10010591361
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Uniqueness of thermodynamic projector and kinetic basis of molecular individualism
Gorban, Alexander N.; Karlin, Iliya V. - In: Physica A: Statistical Mechanics and its Applications 336 (2004) 3, pp. 391-432
Three results are presented: First, we solve the problem of persistence of dissipation for reduction of kinetic models. Kinetic equations with thermodynamic Lyapunov functions are studied. Uniqueness of the thermodynamic projector is proven: There exists only one projector which transforms any...
Persistent link: https://www.econbiz.de/10010874458
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Invariant grids for reaction kinetics
Gorban, Alexander N.; Karlin, Iliya V.; Zinovyev, Andrei Yu. - In: Physica A: Statistical Mechanics and its Applications 333 (2004) C, pp. 106-154
In this paper, we construct low-dimensional manifolds of reduced description for equations of chemical kinetics from the standpoint of the method of invariant manifold (MIM). MIM is based on a formulation of the condition of invariance as an equation, and its solution by Newton iterations. A...
Persistent link: https://www.econbiz.de/10010874765
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Nonlinear model reduction — method and CAE-tool development
Kordt, M.; Ackermann, J. - In: Mathematics and Computers in Simulation (MATCOM) 53 (2000) 4, pp. 309-321
New methods for nonlinear model reduction of dynamic models, described by nonlinear differential equations have been …
Persistent link: https://www.econbiz.de/10011050678
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Estimation of factor models by realization-based and approximation methods
Scherrer, W.; Heij, Heij, C. - Faculteit der Economische Wetenschappen, Erasmus … - 1998
In this paper we discuss two methods for the estimation of linear dynamic factor models. The first method is behavioural in nature and consists of the least squares approximation of the observed data by means of a linear system. The second method is based on the statistical concept of principal...
Persistent link: https://www.econbiz.de/10010731587
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