Zobrazeno 1 - 4
of 4
pro vyhledávání: '"Robin Rühlicke"'
Publikováno v:
Risks, Vol 4, Iss 3, p 32 (2016)
In the aftermath of the financial crisis, it was realized that the mathematical models used for the valuation of financial instruments and the quantification of risk inherent in portfolios consisting of these financial instruments exhibit a substanti
Externí odkaz:
https://doaj.org/article/aeadf0cecf144629a0028292f8ddb97c
Publikováno v:
Risks; Volume 4; Issue 3; Pages: 32
Risks, Vol 4, Iss 3, p 32 (2016)
Risks, Vol 4, Iss 3, p 32 (2016)
OA gold In the aftermath of the financial crisis, it was realized that the mathematical models used for the valuation of financial instruments and the quantification of risk inherent in portfolios consisting of these financial instruments exhibit a s
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f75ff483b530cedf4ea5315ecb67742a
Autor:
Daniel Gervini, Robin Rühlicke
Publikováno v:
Communications in Statistics - Simulation and Computation. 37:1825-1838
This article introduces a regularized logistic discrimination method that is especially suited for discretized stochastic processes (such as periodograms, spectrograms, EEG curves, etc.). The proposed method penalizes the total variation of the discr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::54b5b2cfb95b7c49ebbc7258506dc9a4
https://doi.org/10.1080/03610910802178398
https://doi.org/10.1080/03610910802178398
Publikováno v:
SSRN Electronic Journal.
Two main areas of application of mathematics in finance are the valuation of financial instruments and the quantification of risk inherent in portfolios consisting of financial instruments. The mathematical models used in both areas were criticized i
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::52a45aecf277033a30c4cf66de23cb61
https://doi.org/10.2139/ssrn.2065723
https://doi.org/10.2139/ssrn.2065723