UB Paderborn / Katalog / Suche / in CDI

1 – 25 von 34

Sortiert nach

Machine learning methods for predicting failures of US commercial bank

Applied economics letters, 2024-09, Vol.31 (15), p.1353-1359

2024

Volltextzugriff (PDF)

Simulating false alarm probability in K-distributed sea clutter

Communications in statistics. Simulation and computation, 2022-09, Vol.51 (9), p.5081-5098

2022

Volltextzugriff (PDF)

Estimation Procedures of Using Five Alternative Machine Learning Methods for Predicting Credit Card Default

Review of Pacific basin financial markets and policies, 2019-09, Vol.22 (3), p.1950021

2019

Volltextzugriff (PDF)

Importance Sampling for Calculating the Value-at-Risk and Expected Shortfall of the Quadratic Portfolio with t-Distributed Risk Factors

Computational economics, 2023-10, Vol.62 (3), p.1125-1154

Teng, Huei-Wen

2023

Volltextzugriff (PDF)

A spherical Monte Carlo approach for calculating value-at-risk and expected shortfall in financial risk management

2017 Winter Simulation Conference (WSC), 2017, p.469-480

Huei-Wen Teng

2017

Volltextzugriff (PDF)

A systematic and efficient simulation scheme for the Greeks of financial derivatives

Quantitative finance, 2019-07, Vol.19 (7), p.1199-1219

2019

Volltextzugriff (PDF)

Efficient Simulation of Value-at-Risk Under a Jump Diffusion Model: A New Method for Moderate Deviation Events

Computational economics, 2018-04, Vol.51 (4), p.973-990

2018

Volltextzugriff (PDF)

Bridging accuracy and interpretability: A rescaled cluster-then-predict approach for enhanced credit scoring

International review of financial analysis, 2024-01, Vol.91, p.103005, Article 103005

2024

Volltextzugriff (PDF)

On Accelerating Monte Carlo Integration Using Orthogonal Projections

Methodology and computing in applied probability, 2022-06, Vol.24 (2), p.1143-1168

2022

Volltextzugriff (PDF)

The Impacts of Social Capital on Infant Mortality in the U.S.: A Spatial Investigation

Applied spatial analysis and policy, 2009-10, Vol.2 (3), p.211-227

2009

Volltextzugriff (PDF)

On an automatic and optimal importance sampling approach with applications in finance

Quantitative finance, 2016-08, Vol.16 (8), p.1259-1271

2016

Volltextzugriff (PDF)

On spherical Monte Carlo simulations for multivariate normal probabilities

Advances in applied probability, 2015-09, Vol.47 (3), p.817-836

2015

Volltextzugriff (PDF)

Bayesian Markov chain Monte Carlo imputation for the transiting exoplanets with an application in clustering analysis

Journal of applied statistics, 2015-05, Vol.42 (5), p.1120-1132

2015

Volltextzugriff (PDF)

State price densities implied from weather derivatives

Insurance, mathematics & economics, 2015-09, Vol.64, p.106-125

2015

Volltextzugriff (PDF)

Unbiased and efficient Greeks of financial options

Finance and stochastics, 2011, Vol.15 (1), p.141-181

2011

Volltextzugriff (PDF)

On-line VWAP Trading Strategies

Sequential analysis, 2010-07, Vol.29 (3), p.292-310

2010

Volltextzugriff (PDF)

Can deep neural networks outperform Fama-MacBeth regression and other supervised learning approaches in stock returns prediction with asset-pricing factors?

Digital finance, 2023, Vol.5 (1), p.149-182

2023

Volltextzugriff (PDF)

On spherical Monte Carlo simulations for multivariate normal probabilities

Advances in applied probability, 2015-09, Vol.47 (3), p.817-836

2015

Volltextzugriff (PDF)

Forecasting Mortality using Imputed Data: The Case of Taiwan

Asia-Pacific journal of risk and insurance, 2016-01, Vol.10 (1), p.1-20

2016

Volltextzugriff (PDF)

A spherical Monte Carlo approach for calculating value-at-risk and expected shortfall in financial risk management

Proceedings of the 2017 Winter Simulation Conference, 2017, p.1-12

Teng, Huei-Wen

2017

Volltextzugriff (PDF)

Machine Learning in Empirical Asset Pricing Models

2020 International Conference on Pervasive Artificial Intelligence (ICPAI), 2020, p.123-129

2020

Volltextzugriff (PDF)

Bayesian nonparametric approaches for financial option pricing

Teng, Huei-Wen

2010

Volltextzugriff (PDF)

A cross-sectional study of SARS-CoV-2 antibodies among healthcare workers in a tertiary care hospital in Taiwan: implications for protection against the Omicron variants

BMC infectious diseases, 2024-05, Vol.24 (1), p.529-529, Article 529

2024

Volltextzugriff (PDF)

Parameter-Adaptive Dynamic and Adjustable DRX Schemes for LTE/LTE-A

IEEE transactions on green communications and networking, 2019-12, Vol.3 (4), p.1035-1043

2019

Volltextzugriff (PDF)

Analysis of marker-defined HNSCC subpopulations reveals a dynamic regulation of tumor initiating properties

PloS one, 2012-01, Vol.7 (1), p.e29974-e29974

2012

Volltextzugriff (PDF)

1 – 25 von 34

Suche als RSS-Feed

Suchergebnisse filtern

Filter anzeigen

Nur zeigen

Geprüft (Peer-Review)
(26)
Mit Volltextzugriff
(31)

Publikationsform

Sprache

Englisch
(34)
Japanisch
(1)

Erscheinungsjahr

n.n

Thema

Science & Technology
(18)
Social Sciences
(11)
Mathematics
(10)
Physical Sciences
(10)
Business & Economics
(9)
Economics
(9)
Monte Carlo Simulation
(8)
Mathematics, Interdisciplinary Applications
(6)
Statistics & Probability
(6)
Business, Finance
(5)
Finance
(5)
Humans
(5)
Importance Sampling
(5)
Simulation
(5)
Studies
(5)
Computer Science
(4)
Contingent Pricing, Futures Pricing, Option Pricing
(4)
Derivatives
(4)
Financial Econometrics
(4)
Life Sciences & Biomedicine
(4)

15 weitere anzeigen...

Weniger anzeigen...

Menü

Weitere Dienste

Einstellungen

Machine learning methods for predicting failures of US commercial bank

Simulating false alarm probability in K-distributed sea clutter

Estimation Procedures of Using Five Alternative Machine Learning Methods for Predicting Credit Card Default

Importance Sampling for Calculating the Value-at-Risk and Expected Shortfall of the Quadratic Portfolio with t-Distributed Risk Factors

A spherical Monte Carlo approach for calculating value-at-risk and expected shortfall in financial risk management

A systematic and efficient simulation scheme for the Greeks of financial derivatives

Efficient Simulation of Value-at-Risk Under a Jump Diffusion Model: A New Method for Moderate Deviation Events

Bridging accuracy and interpretability: A rescaled cluster-then-predict approach for enhanced credit scoring

On Accelerating Monte Carlo Integration Using Orthogonal Projections

The Impacts of Social Capital on Infant Mortality in the U.S.: A Spatial Investigation

On an automatic and optimal importance sampling approach with applications in finance

On spherical Monte Carlo simulations for multivariate normal probabilities

Bayesian Markov chain Monte Carlo imputation for the transiting exoplanets with an application in clustering analysis

State price densities implied from weather derivatives

Unbiased and efficient Greeks of financial options

On-line VWAP Trading Strategies

Can deep neural networks outperform Fama-MacBeth regression and other supervised learning approaches in stock returns prediction with asset-pricing factors?

On spherical Monte Carlo simulations for multivariate normal probabilities

Forecasting Mortality using Imputed Data: The Case of Taiwan

A spherical Monte Carlo approach for calculating value-at-risk and expected shortfall in financial risk management

Machine Learning in Empirical Asset Pricing Models

Bayesian nonparametric approaches for financial option pricing

A cross-sectional study of SARS-CoV-2 antibodies among healthcare workers in a tertiary care hospital in Taiwan: implications for protection against the Omicron variants

Parameter-Adaptive Dynamic and Adjustable DRX Schemes for LTE/LTE-A

Analysis of marker-defined HNSCC subpopulations reveals a dynamic regulation of tumor initiating properties

Suchergebnisse filtern