1511 search results - page 9 / 303 » Active Risk Estimation |
WSC
2004
13 years 9 months ago
2004
In this paper, we consider the relationship between risksensitivity and information. Product estimators are introduced as a generalization of Maximum A Posteriori Probability (MAP...
ICPP
2006
IEEE
14 years 1 months ago
2006
IEEE
The advent of service-oriented Grid computing has resulted in the need for Grid resources such as clusters to enforce user-specific service needs and expectations. Service Level ...
MSR
2006
ACM
14 years 1 months ago
2006
ACM
An evolutionary development approach is increasingly commonplace in industry but presents increased difficulties in risk management, for both technical and organizational reasons...
ICANN
2007
Springer
13 years 9 months ago
2007
Springer
Abstract. A procedure to estimate the parameters of GARCH processes with non-parametric innovations is proposed. We also design an improved technique to estimate the density of hea...
WCE
2007
13 years 9 months ago
2007
Abstract—In this paper I use Monte Carlo simulated option data to investigate the empirical power of six Risk Neutral Density (RND) estimation techniques. Three alternative appro...