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State price densities implied from weather derivatives

Härdle, Wolfgang; López Cabrera, Brenda; Teng, Huei-Wen - In: Insurance / Mathematics & economics 64 (2015), pp. 106-125

Persistent link: https://www.econbiz.de/10011397955

Do maternal health problems influence child's worrying status? : evidence from British cohort study

Dai, Xianhua; Härdle, Wolfgang; Yu, Keming - 2014

data model without heterogeneity from a Bayesian point of view, and examines the influence of maternal health problems on …

Persistent link: https://www.econbiz.de/10010253468

The bayesian additive classification tree applied to credit risk modelling

Zhang, Junni L. (contributor); Härdle, Wolfgang (contributor) - 2008

We propose a new nonlinear classification method based on a Bayesian "sum-of-trees" model, the Bayesian Additive … Classification Tree (BACT), which extends the Bayesian Additive Regression Tree (BART) method into the classification context. Like … BART, the BACT is a Bayesian nonparametric additive model specified by a prior and a likelihood in which the additive …

Persistent link: https://www.econbiz.de/10003635971

Recursive portfolio selection with decision trees

Andriyashin, Anton (contributor); … - 2008

A great proportion of stock dynamics can be explained using publicly available information. The relationship between dynamics and public information may be of nonlinear character. In this paper we offer an approach to stock picking by employing so-called decision trees and applying them to XETRA...

Persistent link: https://www.econbiz.de/10003636039

Academic ranking scales in economics : prediction and imputation

Zharova, Alona; Mihoci, Andrija; Härdle, Wolfgang - 2016

Publications are a vital element of any scientist’s career. It is not only the number of media outlets but aslo the quality of published research that enters decisions on jobs, salary, tenure, etc. Academic ranking scales in economics and other disciplines are, therefore, widely used in...

Persistent link: https://www.econbiz.de/10011459002

Bayesian Networks and sex-related homicides

Stahlschmidt, Stephan; Tausendteufel, Helmut; Härdle, … - 2011

psychological theory on this specific type of crime is incomplete or even lacking, a data-driven approach is implemented. In detail … a skeleton corresponding to distinct Bayesian Networks. This graph is subsequently analysed and presents a distinction … between an offender and a situation driven crime. -- Bayesian Networks ; structure learning ; offender profiling …