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Lecture Notes
561views
17 years 1 months ago
Financial Econometrics
These notes cover several topics such as Review of Statistics, Least Squares and Maximum Likelihood Estimation, Index Models, Testing CAPM and Multifactor Models Event Studies, Ti...
Paul Söderlind

Lecture Notes
351views
17 years 1 months ago
Financial Theory 1
These notes cover several topics such as Mean-Variance Frontier, Index Models, Risk Measures, CAPM, Utility-Based Portfolio Choice, CAPM Extensions Investment for the Long Run, Te...
Paul Söderlind
94
Voted
WSC
2007
15 years 4 months ago
Monte Carlo simulation in financial engineering
This paper reviews the use of Monte Carlo simulation in the field of financial engineering. It focuses on several interesting topics and introduces their recent development, inc...
Nan Chen, L. Jeff Hong
111
Voted
NIPS
2008
15 years 4 months ago
Simple Local Models for Complex Dynamical Systems
We present a novel mathematical formalism for the idea of a "local model" of an uncontrolled dynamical system, a model that makes only certain predictions in only certai...
Erik Talvitie, Satinder Singh
CVPR
2009
IEEE
16 years 9 months ago
Variational Layered Dynamic Textures
A dynamic texture is a generative model for video that treats the video as a sample from spatio-temporal stochastic process. One problem associated with the dynamic texture is t...
Antoni B. Chan, Nuno Vasconcelos