Narrow search
Showing 1 - 10 of 632,677
Cover Image
A multivariate 4/2 stochastic covariance model : properties and applications to portfolio decisions
Cheng, Yuyang; Escobar, Marcos - In: Quantitative finance 23 (2023) 3, pp. 497-519
Persistent link: https://www.econbiz.de/10014232681
Cover Image
On stochastic independence under ambiguity
Ceron, Federica; Vergopoulos, Vassilios - In: Economic theory 71 (2021) 3, pp. 925-960
Persistent link: https://www.econbiz.de/10012584388
Cover Image
Subjective expected utility through stochastic independence
Grabisch, Michel; Monet, Benjamin; Vergopoulos, Vassilios - In: Economic theory 76 (2023) 3, pp. 723-757
Persistent link: https://www.econbiz.de/10014426054
Cover Image
Subjective probability and stochastic independence
Monet, Benjamin; Vergopoulos, Vassili - In: Journal of mathematical economics 103 (2022), pp. 1-12
Persistent link: https://www.econbiz.de/10014230192
Cover Image
A proposal to extend expeced utility in a quantum probabilistic framework
Aerts, Diederik; Haven, Emmanuel E.; Sozzo, Sandro - In: Economic theory : official journal of the Society for … 65 (2018) 4, pp. 1079-1109
Persistent link: https://www.econbiz.de/10011949437
Cover Image
Portfolio choice algorithms, including exact stochastic dominance
Vinod, Hrishikesh D. - In: Journal of financial stability 70 (2024), pp. 1-14
Persistent link: https://www.econbiz.de/10014490457
Cover Image
Neural stochastic agent-based limit order book simulation with neural point process and diffusion probabilistic model
Shi, Zijian; Cartlidge, John - In: Intelligent systems in accounting, finance & management 31 (2024) 2, pp. 1-29
Persistent link: https://www.econbiz.de/10014530827
Cover Image
Probabilistic hierarchical forecasting with deep Poisson mixtures
Olivares, Kin G.; Nganba Meetei, O.; Ma, Ruijun; Reddy, … - In: International journal of forecasting 40 (2024) 2, pp. 470-489
Persistent link: https://www.econbiz.de/10014547171
Cover Image
Revisiting the 1/N-strategy : a neural network framework for optimal strategies
Escobar, Marcos; Theilacker, Lorenz; Zagst, Rudi - In: Decisions in economics and finance : a journal of … 46 (2023) 2, pp. 505-542
Persistent link: https://www.econbiz.de/10014443753
Cover Image
Range-dependent utility
Kontek, Krzysztof; Lewandowski, Michał - In: Management science : journal of the Institute for … 64 (2018) 6, pp. 2812-2832
Persistent link: https://www.econbiz.de/10011879030