2030 search results - page 374 / 406 » Estimation of Chaotic Probabilities |
IOR
2008
13 years 8 months ago
2008
We introduce and study a randomized quasi-Monte Carlo method for estimating the state distribution at each step of a Markov chain. The number of steps in the chain can be random an...
ISF
2006
13 years 8 months ago
2006
Abstract Research in information security, risk management and investment has grown in importance over the last few years. However, without reliable estimates on attack probabiliti...
IPM
2007
13 years 8 months ago
2007
In the KL divergence framework, the extended language modeling approach has a critical problem estimating a query model, which is the probabilistic model that encodes user’s inf...
OR
2002
Springer
13 years 8 months ago
2002
Springer
The paper presents an overview of financial applications of copulas. Copulas permit to represent joint distribution functions by splitting the marginal behavior, embedded in the ma...
SAC
2002
ACM
13 years 8 months ago
2002
ACM
The theoretical price of a financial option is given by the expectation of its discounted expiry time payoff. The computation of this expectation depends on the density of the val...