534 search results - page 8 / 107 » Sensitivity Analysis of Markovian Models |
CSDA
2007
13 years 7 months ago
2007
The knowledge of the state sequences that explain a given observed sequence for a known hidden Markovian model is the basis of various methods that may be divided into three categ...
ORL
2010
13 years 6 months ago
2010
We use linear programming to provide a sensitivity analysis of Eisenberg and Noe’s one-period model of contagion via direct bilateral links. We provide a formula for the sensiti...
ENVSOFT
2008
13 years 7 months ago
2008
The decoupled direct method in three dimensions (DDM-3D) provides an efficient and accurate approach for probing the sensitivity of atmospheric pollutant concentrations to various...
ISIPTA
2003
IEEE
14 years 29 days ago
2003
IEEE
The European call option prices have well-known formulae in the Cox-RossRubinstein model [2], depending on the volatility of the underlying asset. Nevertheless it is hard to give ...
WSC
2007
13 years 10 months ago
2007
Models of real world systems are being increasingly generated from data that describes the behaviour of systems. Data mining techniques, such as Artificial Neural Networks (ANN),...