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pro vyhledávání: '"Wilson Ye Chen"'
Publikováno v:
Risks, Vol 4, Iss 2, p 14 (2016)
This paper discusses different classes of loss models in non-life insurance settings. It then overviews the class of Tukey transform loss models that have not yet been widely considered in non-life insurance modelling, but offer opportunities to prod
Externí odkaz:
https://doaj.org/article/774a46c90e9448d88942e4d3eb77fb78
Publikováno v:
Quantitative Finance. 22:1665-1691
Motivated by the need for effectively summarising, modelling, and forecasting the distributional characteristics of intra-daily returns, as well as the recent work on forecasting histogram-valued time-series in the area of symbolic data analysis, we
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::73bf643b80454ffe437b7dcb82085cd7
https://doi.org/10.1080/14697688.2022.2053193
https://doi.org/10.1080/14697688.2022.2053193
Autor:
Richard Gerlach, Wilson Ye Chen
Publikováno v:
Journal of Business & Economic Statistics. 39:437-452
As the dynamic structure of financial markets is subject to dramatic change, a model capable of providing consistently accurate volatility estimates should not make rigid assumptions on how prices ...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::cc5429cfd2976633c6dfc0b18fa9a25f
https://doi.org/10.1080/07350015.2019.1668796
https://doi.org/10.1080/07350015.2019.1668796
Autor:
Marina Riabiz, Wilson Ye Chen, Jon Cockayne, Pawel Swietach, Steven A. Niederer, Lester Mackey, Chris. J. Oates
Publikováno v:
Riabiz, M, Chen, W Y, Cockayne, J, Swietach, P, Niederer, S, Mackey, L & Oates, C 2021, ' Optimal thinning of MCMC output ', Journal of the Royal Statistical Society. Series B: Statistical Methodology .
The use of heuristics to assess the convergence and compress the output of Markov chain Monte Carlo can be sub-optimal in terms of the empirical approximations that are produced. Typically a number of the initial states are attributed to "burn in" an
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ad8de3ac4e55c0ab97de8786427f1c6d
Autor:
Wilson Ye Chen, Matt P. Wand
Expectation propagation is a general approach to fast approximate inference for graphical models. The existing literature treats models separately when it comes to deriving and coding expectation propagation inference algorithms. This comes at the co
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::29bcf3732bdca8f0237ea298a0f80096
https://hdl.handle.net/10453/146925
https://hdl.handle.net/10453/146925
Publikováno v:
Risks; Volume 4; Issue 2; Pages: 14
Risks, Vol 4, Iss 2, p 14 (2016)
Risks, Vol 4, Iss 2, p 14 (2016)
This paper discusses different classes of loss models in non-life insurance settings. It then overviews the class Tukey transform loss models that have not yet been widely considered in non-life insurance modelling, but offer opportunities to produce
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2e1824533a56452772a39a00f58d75ea