Zobrazeno 1 - 10
of 10
pro vyhledávání: '"Michal Benko"'
Publikováno v:
CBU International Conference Proceedings. 4:888-895
Knowledge growth models, based on primary principles, play a fundamental role in the cognitive sciences. The authors submit an extension of their model (ENKI) from 2005, with the results of the practical testing, which was performed using the method
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d095f059e46a09c0488a54e006a699de
https://doi.org/10.12955/cbup.v4.872
https://doi.org/10.12955/cbup.v4.872
Publikováno v:
Computational Statistics. 22:543-553
Options are financial instruments with a payoff depending on future states of the underlying asset. Therefore option markets contain information about expectations of the market participants about market conditions, e.g. current uncertainty on the ma
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c7063fc191fc75322e3733b69182b24c
https://doi.org/10.1007/s00180-007-0061-0
https://doi.org/10.1007/s00180-007-0061-0
Publikováno v:
Applied Stochastic Models in Business and Industry. 22:519-532
One of the major cost factors in car manufacturing is the painting of the body and other parts such as the wing or bonnet. Surprisingly, the painting may be even more expensive than the body itself. From this point of view it is clear that car manufa
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ac14a533ca85272c7db2b091007ede8b
https://doi.org/10.1002/asmb.652
https://doi.org/10.1002/asmb.652
Publikováno v:
Ann. Statist. 37, no. 1 (2009), 1-34
Functional principal component analysis (FPCA) based on the Karhunen--Lo\`{e}ve decomposition has been successfully applied in many applications, mainly for one sample problems. In this paper we consider common functional principal components for two
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::655ea7c34ec593e2e5d2d0341d7fd69a
https://doi.org/10.1214/07-aos516
https://doi.org/10.1214/07-aos516
Autor:
Michal Benko
Publikováno v:
Statistical Methods for Biostatistics and Related Fields ISBN: 9783540326908
In many different fields of applied statistics the object of interest is depending on some continuous parameter, i.e. continuous time. Typical examples in biostatistics are growth curves or temperature measurements. Although for technical reasons, we
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::71fe5062d808f378bed68f44147b6a12
https://doi.org/10.1007/978-3-540-32691-5_16
https://doi.org/10.1007/978-3-540-32691-5_16
Autor:
Anton Andriyashin, Michal Benko, Wolfgang K. HHrdle, Roman Vladimirovich Timofeev, Uwe Ziegenhagen
One of the major cost factors in car manufacturing is the painting of body and other parts such as wing or bonnet. Surprisingly, the painting may be even more expensive than the body itself. From this point of view it is clear that car manufacturers
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::67893bc6802aa2b27695f79986197853
http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB649DP2006-071.pdf
http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB649DP2006-071.pdf
Autor:
Wolfgang Karl Härdle, Michal Benko
Publikováno v:
Statistical Tools for Finance and Insurance ISBN: 3540221891
Trading, hedging and risk analysis of complex option portfolios depend on accurate pricing models. The modelling of implied volatilities (IV) plays an important role, since volatility is the crucial parameter in the Black-Scholes (BS) pricing formula
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0b770acde076e64ec957c91fccef33a5
https://doi.org/10.1007/3-540-27395-6_5
https://doi.org/10.1007/3-540-27395-6_5
Autor:
Michal Benko, Wolfgang Karl Härdle
Trading, hedging and risk analysis of complex option portfolios depend on accurate pricing models. The modelling of implied volatilities (IV) plays an important role, since volatility is the crucial parameter in the Black-Scholes (BS) pricing formula
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::cb27e02b8014fb63a09dc7e3b1c5ec4b
http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB649DP2005-012.pdf
http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB649DP2005-012.pdf
Autor:
Michal Benko, Alois Kneip
Functional data analysis (FDA) has become a popular technique in applied statistics. In particular, this methodology has received considerable attention in recent studies in empirical finance. In this talk we discuss selected topics of functional pri
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::b41808ee70d7d3c08bd3c68e1a58a73d
http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB649DP2005-016.pdf
http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB649DP2005-016.pdf
Autor:
Michal Benko, Michel Lejeune
Publikováno v:
XploRe®-Application Guide ISBN: 9783540675457
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5c835cc37f27d536a4eeaae2e965376f
https://doi.org/10.1007/978-3-642-57292-0_13
https://doi.org/10.1007/978-3-642-57292-0_13