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A generic architecture for hybrid intelligent systems
Jacobsen, Hans-Arno - 1998
The integration of different learning and adaptation techniques in one architecture, to overcome individual limitations and achieve synergetic effects through hybridization or fusion of these techniques, has in recent years contributed to a large number of new intelligent system designs. Most of...
Persistent link: https://www.econbiz.de/10009578554
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Projection pursuit regression and neural networks
Klinke, Sigbert; Grassmann, J. - 1998
Persistent link: https://www.econbiz.de/10009576213
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Compensator-based simulation of correlated defaults
Giesecke, Kay - 2002
performance of the underlying credits. In this paper we discuss the simulation of correlated unpredictable default arrival times … can be estimated from readily available equity and single-name credit derivatives market data. -- simulation ; correlated …
Persistent link: https://www.econbiz.de/10009624843
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Estimating the Kronecker indices of cointegrated echelon form VARMA models
Bartel, Holger; Lütkepohl, Helmut - 1997
selection criteria. The small sample performance of the methods is compared in a simulation study. It is found that the …
Persistent link: https://www.econbiz.de/10009630541
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Simulation based methods of moments in empirical finance
Liesenfeld, Roman; Breitung, Jörg - 1998
Persistent link: https://www.econbiz.de/10009578008
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Simulation based option pricing
Lüssem, Jens; Schumacher, Jürgen - 2002
Persistent link: https://www.econbiz.de/10009624847
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An exponential model for dependent defaults
Giesecke, Kay - 2002
efficient simulation of dependent default times for pricing and risk management purposes is straightforward as well. Parameter … management solutions. -- simulation ; correlated defaults ; multivariate exponential model …
Persistent link: https://www.econbiz.de/10009625801
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The empirical determinants of the Euro : short and long run perspectives
Chinn, Menzie David - 2000
is provided by a productivity-based model of the real value of the euro. Some panel regression estimates of the … relationship between intercountry relative productivity differentials and real exchange rates is presented. Using these estimates … to conduct some calculations, one comes to the conclusion that unless drastic changes to productivity trends occur, there …
Persistent link: https://www.econbiz.de/10009583879
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Quantile hedging
Föllmer, Hans; Leukert, Peter - 1998
In a complete financial market every contingent claim can be hedged perfectly. In an incomplete market it is possible to stay on the safe side by superhedging. But such strategies may require a large amount of initial capital. Here we study the question what an investor can do who is unwilling...
Persistent link: https://www.econbiz.de/10009574876
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On model based seasonal adjustment procedures
Breitung, Jörg - 1998
In this note the unobserved component approach underlying the software package SEATS is compared with the Beveridge-Nelson type of decomposition for seasonal time series. The main strength of the SEATS approach lies in the appealing model formulation and the careful specification and adjustment...
Persistent link: https://www.econbiz.de/10009574877