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Predicting the subscribers of fixed-line and cellular phone in Japan by a novel prediction model

Li, Guo-dong; Masuda, Shiro; Nagai, Masatake - In: Technological forecasting & social change : an … 81 (2014), pp. 321-330

Persistent link: https://www.econbiz.de/10010403121

The prediction for Japan's domestic and overseas automobile production

Li, Guo-dong; Masuda, Shiro; Nagai, Masatake - In: Technological forecasting & social change : an … 87 (2014), pp. 224-231

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On estimation in conditional heteroskedastic time series models under non-normal distributions

Liu, Shuangzhe; Heyde, Chris C. - In: Statistical papers 49 (2008) 3, pp. 455-469

Persistent link: https://www.econbiz.de/10003715360

Globalizing a nonsmooth Newton method via nonmonotone path search

Bütikofer, Stephan - In: Mathematical methods of operations research 68 (2008) 2, pp. 235-256

Persistent link: https://www.econbiz.de/10003763606

Efficient pricing of high-dimensional American-style derivatives : a robust regression Monte Carlo method

Jonen, Christian - 2011

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Bid and ask spreads for the cap and floor contracts under the Liouville fractional Vasicek model

Najafi, Ali Reza; Mehrdoust, Farshid; Samimi, Hossein - In: Estudios de economía aplicada : revista promovida por … 39 (2021) 2, pp. 467-479

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An analytical-numerical approach in the calculation of photovoltaic module parameters operating under partial shaded conditions

Dadjé, Abdouramani; Djongyang, Noël; Tchinda, Réné - In: African journal of science, technology, innovation & … 10 (2018) 6, pp. 701-707

Persistent link: https://www.econbiz.de/10012259692

On the frequency variation in load-flow calculations for islanded AC microgrid

Molénat, Matthias; Mahseredjian, Jean; Rashidirad, Nasim; … - 2024

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An expectile computation cookbook

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Newton-Raphson emulation network for highly efficient computation of numerous implied volatilities

Lee, Geon; Kim, Tae-Kyoung; Kim, Hyun-Gyoon; Huh, Jeonggyu - In: Journal of risk and financial management : JRFM 15 (2022) 12, pp. 1-8

In finance, implied volatility is an important indicator that reflects the market situation immediately. Many practitioners estimate volatility by using iteration methods, such as the Newton–Raphson (NR) method. However, if numerous implied volatilities must be computed frequently, the...

Persistent link: https://www.econbiz.de/10014284092