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CSDA
2006
66views more  CSDA 2006»
15 years 4 months ago
A dynamic model of expected bond returns: A functional gradient descent approach
We propose a multivariate methodology based on Functional Gradient Descent to estimate and forecast time-varying expected bond returns. Backtesting our procedure on US monthly dat...
Francesco Audrino, Giovanni Barone-Adesi
IJCM
2008
62views more  IJCM 2008»
15 years 4 months ago
Stochastic simulation of HIV population dynamics through complex network modelling
Peter M. A. Sloot, Sergey V. Ivanov, Alexander Bou...
EOR
2006
51views more  EOR 2006»
15 years 4 months ago
A demand model with departure time choice for within-day dynamic traffic assignment
Giuseppe Bellei, Guido Gentile, Lorenzo Meschini, ...
IJBC
2006
44views more  IJBC 2006»
15 years 4 months ago
General Consideration for Modeling and bifurcation Analysis of Switched Dynamical Systems
Yue Ma, Hiroshi Kawakami, Chi Kong Tse, Takuji Kou...