Zobrazeno 1 - 10
of 90
pro vyhledávání: '"Ekkehard W. Sachs"'
Autor:
Andre Loerx, Ekkehard W. Sachs
Publikováno v:
Sultan Qaboos University Journal for Science, Vol 17, Iss 1, Pp 84-102 (2012)
We consider calibration problems for models of pricing derivatives which occur in mathematical finance. We discuss various approaches such as using stochastic differential equations or partial differential equations for the modeling process. We discu
Externí odkaz:
https://doaj.org/article/1f30dba997164317984d7ba96e8de3a4
Publikováno v:
Numerical Algorithms, Vol. 87, no.no number, p. 779-796 (2021)
We study the worst-case complexity of a non-monotone line search framework that covers a wide variety of known techniques published in the literature. In this framework, the non-monotonicity is controlled by a sequence of nonnegative parameters. We o
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::549bd290feb7fe7ae928a28c3a840bb1
https://doi.org/10.1007/s11075-020-00987-6
https://doi.org/10.1007/s11075-020-00987-6
Publikováno v:
Optimization Methods and Software. 37:1203-1204
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7131bbc6049d785d08f8e6934d7e44ed
https://doi.org/10.1080/10556788.2022.2151748
https://doi.org/10.1080/10556788.2022.2151748
Autor:
Noémi Petra, Ekkehard W. Sachs
Publikováno v:
Numerical Analysis and Optimization ISBN: 9783030720391
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5f6f5d6b2814de7478ce31882aa18269
https://doi.org/10.1007/978-3-030-72040-7_10
https://doi.org/10.1007/978-3-030-72040-7_10
Publikováno v:
Computational Optimization and Applications. 68:555-577
A general class of non-monotone line search algorithms has been proposed by Sachs and Sachs (Control Cybern 40:1059–1075, 2011) for smooth unconstrained optimization, generalizing various non-monotone step size rules such as the modified Armijo rul
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::07d493a877d15c8ffb72f74d359b6221
https://doi.org/10.1007/s10589-017-9928-3
https://doi.org/10.1007/s10589-017-9928-3
Publikováno v:
Journal of Climate. 29:963-974
Spectra of wind, kinetic energy, and temperature are investigated for a dataset of 10 years of regional climate simulations for mid-Europe. The nonhydrostatic Consortium for Small-Scale Modeling (COSMO) model in Climate Mode [COSMO-CLM (CCLM)] climat
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::416c14cf4be2775edcd34fff1e638ced
https://doi.org/10.1175/jcli-d-15-0540.1
https://doi.org/10.1175/jcli-d-15-0540.1
Autor:
R. Tichatschke, Ekkehard W. Sachs
Publikováno v:
IFIP Advances in Information and Communication Technology ISBN: 9781475766691
Erratum to: E.W. Sachs and R. Tichatschke (Eds.) System Modeling and Optimization XX DOI: 10.1007/978-0-387-35699-0
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c31a2ce20cc23ad926a6ba2275e5c0c0
https://doi.org/10.1007/978-0-387-35699-0_19
https://doi.org/10.1007/978-0-387-35699-0_19
Autor:
Ekkehard W. Sachs, Matthias Schu
Publikováno v:
ESAIM: Mathematical Modelling and Numerical Analysis. 47:449-469
Mathematical models for option pricing often result in partial differential equations. Recent enhancements are models driven by Levy processes, which lead to a partial differential equation with an additional integral term. In the context of model ca
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1646a5c2c3fa1ee0d7a97e4f266a2163
https://doi.org/10.1051/m2an/2012039
https://doi.org/10.1051/m2an/2012039
Publikováno v:
AStA Advances in Statistical Analysis. 96:435-450
Modern sampling designs in survey statistics, in general, are constructed in order to optimize the accuracy of estimators such as totals, means and proportions. In stratified random sampling a variance minimal solution was introduced by Neyman and Ts
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::55fabab1fcaa3e7ef14a4e8b6e226881
https://doi.org/10.1007/s10182-011-0176-z
https://doi.org/10.1007/s10182-011-0176-z
Publikováno v:
Journal of Global Optimization. 52:471-485
Weighting is a common methodology in survey statistics to increase accuracy of estimates or to compensate for non-response. One standard approach for weighting is calibration estimation which represents a common numerical problem. There are various a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9b5421964074c96eea4b6c25e7a43825
https://doi.org/10.1007/s10898-011-9759-1
https://doi.org/10.1007/s10898-011-9759-1