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Treaty verification with an uncertain partner

Weissenberger, S. - 2008

A simple model is used to analyze the performance of a system for verifying compliance with an arms control treaty. Blue and Red are partners in to a treaty. Blue prefers to comply, but is uncertain whether Red similarly prefers compliance (in the absence of threatened violation detection)....

Persistent link: https://www.econbiz.de/10009436809

Determining rejection regions and power that optimize the inspector's chances of detecting diversion and/or falsification

Goldman, A.S.; Whitty, W.J.; Hafer, J.F.; Markin, J.T.; … - 2009

Three specific models are investigated: (1) diversion and k distinct falsifications (k + 1 degrees of freedom); (2) diversion and the accumulation of all the falsifications (2 degrees of freedom); (3) diversion only (1 degree of freedom). A test statistic has been derived for models (1) and (2)...

Persistent link: https://www.econbiz.de/10009436922

The International Coal Statistics Data Base program maintenance guide

2008

The International Coal Statistics Data Base (ICSD) is a microcomputer-based system which contains information related to international coal trade. This includes coal production, consumption, imports and exports information. The ICSD is a secondary data base, meaning that information contained...

Persistent link: https://www.econbiz.de/10009437030

Confidence bands in nonparametric regression

Fu, Xin - 2009

In non-parametric function estimation, providing a confidence band with the right coverage is a challenging problem … two methods of constructing an average coverage confidence band built from block shrinkage estimation methods. One is …

Persistent link: https://www.econbiz.de/10009438722

Learning from collective preferences, behavior, and beliefs

Vaughan, Jennifer Wortman - 2009

Machine learning has become one of the most active and exciting areas of computer science research, in large part because of its wide-spread applicability to problems as diverse as natural language processing, speech recognition, spam detection, search, computer vision, gene discovery, medical...

Persistent link: https://www.econbiz.de/10009439011

Index Future Pricing under Imperfect Market and Stochastic Volatility

Li, Wei-Hsien - 2006

Financial markets in emerging countries are volatile and imperfect, so pricing model under traditional perfect-market frameset may not give reliable price of financial derivatives. The most famous pricing model for stock index future is the cost of carry model. The mis-pricing of cost of carry...

Persistent link: https://www.econbiz.de/10009439323

Stability of Stochastic Pricing Models under Volatility Fluctuations

Nikolov, Krassimir Zhivkov - 2005

The standard theory of the stochastic models used to value financial derivatives contracts involves models whose input parameters are deterministic functions and often constants. Because of the random nature of the changes in the market prices of the financial instruments, the coefficients of...

Persistent link: https://www.econbiz.de/10009439337

A Bayesian approach to financial model calibration, uncertainty measures and optimal hedging

Gupta, Alok; Reisinger, Christoph - 2010

In this thesis we address problems associated with financial modelling from a Bayesian point of view. Specifically, we look at the problem of calibrating financial models, measuring the model uncertainty of a claim and choosing an optimal hedging strategy. Throughout the study, the local...

Persistent link: https://www.econbiz.de/10009441418

Teaching the Logistic Growth Difference Equation Using Spreadsheets

Rispoli, Fred J; Feuer, Jeffrey; Wilkens, Richard - 2010

about useful computational and modeling tools, while also learning about a new area of mathematics that has fascinated many … applications in biology. Unfortunately, many mathematics and computer science students do not see the logistic growth model because …

Persistent link: https://www.econbiz.de/10009441625

An Introduction to Shrinkage Estimation of the Covariance Matrix: A Pedagogic Illustration

Kwan, Clarence C. Y. - 2011

Shrinkage estimation of the covariance matrix of asset returns was introduced to the finance profession several years … measure for covariance matrix estimation with insufficient observations of the underlying variables. The approach is about … paper presents, from a pedagogic perspective, an introduction to shrinkage estimation and uses Microsoft ExcelTM for its …

Persistent link: https://www.econbiz.de/10009441688