A Toolkit for Value Function Iteration.
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- Computational Economics, 2017, v. 49, n. 1, p. 1, doi. 10.1007/s10614-015-9544-1
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- Article
Works matching IS 09277099 AND DT 2017 AND VI 49 AND IP 1
Results: 8
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Convergence of Discretized Value Function Iteration.
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- Computational Economics, 2017, v. 49, n. 1, p. 117, doi. 10.1007/s10614-015-9545-0
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- Article
3
Pessimistic Optimal Choice for Risk-Averse Agents: The Continuous-Time Limit.
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- Computational Economics, 2017, v. 49, n. 1, p. 17, doi. 10.1007/s10614-015-9547-y
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4
Forecasting Home Sales in the Four Census Regions and the Aggregate US Economy Using Singular Spectrum Analysis.
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- Computational Economics, 2017, v. 49, n. 1, p. 83, doi. 10.1007/s10614-015-9548-x
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5
Applying the Hybrid Model of EMD, PSR, and ELM to Exchange Rates Forecasting.
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- Computational Economics, 2017, v. 49, n. 1, p. 99, doi. 10.1007/s10614-015-9549-9
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- Article
6
On Asymmetric Market Model with Heteroskedasticity and Quantile Regression.
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- Computational Economics, 2017, v. 49, n. 1, p. 155, doi. 10.1007/s10614-015-9550-3
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- Article
7
A Rejoinder to Notes on a 'Constructive Proof of the Existence of a Collateral Equilibrium'.
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- Computational Economics, 2017, v. 49, n. 1, p. 175, doi. 10.1007/s10614-015-9551-2
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- Article
8
Superstars Power, Mining the Paths to Stars' Persuasion.
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- Computational Economics, 2017, v. 49, n. 1, p. 67, doi. 10.1007/s10614-015-9540-5
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- Article