Works matching DE "CONDITIONAL expectations"

Results: 955

Expectations as Endowments: Evidence on Reference-Dependent Preferences from Exchange and Valuation Experiments*.

Published in:

Quarterly Journal of Economics, 2011, v. 126, n. 4, p. 1879, doi. 10.1093/qje/qjr034

By:

Marzilli Ericson, Keith M.;
Fuster, Andreas

Publication type:

Article

A MODEL OF REFERENCE-DEPENDENT PREFERENCES.

Published in:

Quarterly Journal of Economics, 2006, v. 121, n. 4, p. 1133, doi. 10.1093/qje/121.4.1133

By:

KÖSzegi, Botond;
Koszegi, Botond;
Rabin, Matthew

Publication type:

Article

Conditional density estimation and simulation through optimal transport.

Published in:

Machine Learning, 2020, v. 109, n. 4, p. 665, doi. 10.1007/s10994-019-05866-3

By:

Tabak, Esteban G.;
Trigila, Giulio;
Zhao, Wenjun

Publication type:

Article

New perturbation analysis for generalized saddle point systems.

Published in:

Calcolo, 2009, v. 46, n. 1, p. 25, doi. 10.1007/s10092-009-0157-8

By:

Xu, Weiwei;
Li, Wen

Publication type:

Article

Distance-Regular Graph with c2 > 1 and a1 = 0 < a2.

Published in:

Graphs & Combinatorics, 2009, v. 25, n. 1, p. 65, doi. 10.1007/s00373-008-0823-7

By:

Hiraki, Akira

Publication type:

Article

Asymptotically Unbiased Estimates of a Distribution Function in Dose Effect Relationships.

Published in:

Journal of Mathematical Sciences, 2015, v. 205, n. 1, p. 113, doi. 10.1007/s10958-015-2236-5

By:

Tikhov, M.;
Dolgih, I.

Publication type:

Article

Asymptotic analysis of mathematical expectation of the total energy of a harmonic oscillator perturbed by the 'shot-noise'-type process.

Published in:

Journal of Mathematical Sciences, 2014, v. 203, n. 3, p. 396, doi. 10.1007/s10958-014-2142-2

By:

Stetsyuk, O.D.

Publication type:

Article

ON THE ESTIMATION OF EULER EQUATIONS IN THE PRESENCE OF A POTENTIAL REGIME SHIFT.

Published in:

Manchester School (1463-6786), 2000, v. 68, p. 92, doi. 10.1111/1467-9957.68.s1.6

By:

Saikkonen, Pentti;
Ripatti, Antti

Publication type:

Article

On Sums of Conditionally Independent Subexponential Random Variables.

Published in:

Mathematics of Operations Research, 2010, v. 35, n. 1, p. 102, doi. 10.1287/moor.1090.0430

By:

Foss, Serguei;
Richards, Andrew

Publication type:

Article

Conditional Risk Mappings.

Published in:

Mathematics of Operations Research, 2006, v. 31, n. 3, p. 544, doi. 10.1287/moor.1060.0204

By:

Ruszczyński, Andrzej;
Shapiro, Alexander

Publication type:

Article

CONVERGENCE OF CONDITIONAL EXPECTATIONS FOR UNBOUNDED RANDOM SETS, INTEGRANDS, AND INTEGRAL FUNCTIONALS.

Published in:

Mathematics of Operations Research, 1991, v. 16, n. 3, p. 627, doi. 10.1287/moor.16.3.627

By:

Hess, Christian

Publication type:

Article

A VARIANT OF THE CONDITIONAL EXPECTATION VARIANCE REDUCTION TECHNIQUE AND ITS APPLICATION TO THE SIMULATION OF THE GI/G/1 QUEUES.

Published in:

Management Science, 1989, v. 35, n. 11, p. 1334, doi. 10.1287/mnsc.35.11.1334

By:

Do Le Minh

Publication type:

Article

DISUTILITY AS A PROBABILITY: AN INTERPRETATION OF WEIGHTED INFORMATIONAL MEASURES.

Published in:

Management Science, 1980, v. 26, n. 12, p. 1281, doi. 10.1287/mnsc.26.12.1281

By:

Theil, Henri

Publication type:

Article

Invariance times transfer properties.

Published in:

Probability, Uncertainty & Quantitative Risk, 2024, v. 9, n. 4, p. 1, doi. 10.3934/puqr.2024019

By:

Crépey, Stéphane

Publication type:

Article

Optimal stopping in predictable setting.

Published in:

Probability, Uncertainty & Quantitative Risk, 2023, v. 8, n. 4, p. 485, doi. 10.3934/puqr.2023022

By:

Bouhadou, Siham;
Hilbert, Astrid;
Ouknine, Youssef

Publication type:

Article

Non-linear affine processes with jumps.

Published in:

Probability, Uncertainty & Quantitative Risk, 2023, v. 8, n. 2, p. 235, doi. 10.3934/puqr.2023010

By:

Biagini, Francesca;
Bollweg, Georg;
Oberpriller, Katharina

Publication type:

Article

Lower and upper pricing of financial assets.

Published in:

Probability, Uncertainty & Quantitative Risk, 2022, v. 7, n. 1, p. 45, doi. 10.3934/puqr.2022004

By:

Elliott, Robert;
Madan, Dilip B.;
Tak Kuen Siu

Publication type:

Article

Existence, uniqueness and strict comparison theorems for BSDEs driven by RCLL martingales.

Published in:

Probability, Uncertainty & Quantitative Risk, 2021, v. 6, n. 4, p. 319, doi. 10.3934/puqr.2021016

By:

Tianyang Nie;
Rutkowski, Marek

Publication type:

Article

Conditional coherent risk measures and regime-switching conic pricing.

Published in:

Probability, Uncertainty & Quantitative Risk, 2021, v. 6, n. 4, p. 267, doi. 10.3934/puqr.2021014

By:

Dela Vega, Engel John C.;
Elliott, Robert J.

Publication type:

Article

General time interval multidimensional BSDEs with generators satisfying a weak stochastic-monotonicity condition.

Published in:

Probability, Uncertainty & Quantitative Risk, 2021, v. 6, n. 4, p. 301, doi. 10.3934/puqr.2021015

By:

Tingting Li;
Ziheng Xu;
Shengjun Fan

Publication type:

Article

An FBSDE approach to market impact games with stochastic parameters.

Published in:

Probability, Uncertainty & Quantitative Risk, 2021, v. 6, n. 3, p. 237, doi. 10.3934/puqr.2021012

By:

Drapeau, Samuel;
Peng Luo;
Schied, Alexander;
Dewen Xiong

Publication type:

Article

Reduced-form setting under model uncertainty with non-linear affine intensities.

Published in:

Probability, Uncertainty & Quantitative Risk, 2021, v. 6, n. 3, p. 159, doi. 10.3934/puqr.2021008

By:

Biagini, Francesca;
Oberpriller, Katharina

Publication type:

Article

Dual representation of expectile-based expected shortfall and its properties.

Published in:

Probability, Uncertainty & Quantitative Risk, 2021, v. 6, n. 2, p. 99, doi. 10.3934/puqr.2021005

By:

Tadese, Mekonnen;
Drapeau, Samuel

Publication type:

Article

G-Lévy processes under sublinear expectations.

Published in:

Probability, Uncertainty & Quantitative Risk, 2021, v. 6, n. 1, p. 1, doi. 10.3934/puqr.2021001

By:

Mingshang Hu;
Shige Peng

Publication type:

Article

Predicting Physical and Chemical Water Properties from Relationships with Watershed Soil Characteristics.

Published in:

Journal of Environmental Quality, 2001, v. 30, n. 1, p. 112, doi. 10.2134/jeq2001.301112x

By:

Shirazi, Mostafa A.;
Boersma, Larry;
Johnson, Colleen Burch;
Haggerty, Patricia K.

Publication type:

Article

Continuation value computation using Malliavin calculus under general volatility stochastic process for American option pricing.

Published in:

Turkish Journal of Mathematics, 2022, v. 46, n. 1, p. 71, doi. 10.3906/mat-2105-6

By:

KHARRAT, Mohamed;
BASTIN, Fabian

Publication type:

Article

Conditional expectation type operators and modular inequalities.

Published in:

Turkish Journal of Mathematics, 2018, v. 42, n. 6, p. 3117, doi. 10.3906/mat-1610-85

By:

LUOR, Dah-Chin

Publication type:

Article

Lp solutions of infinite time interval BSDEs and the corresponding g-expectations and g-martingales.

Published in:

Turkish Journal of Mathematics, 2013, v. 37, n. 3, p. 704, doi. 10.3906/mat-1109-6

By:

Zhaojun ZONG

Publication type:

Article

Some Remarks on the Lp - Lq Boundedness of uCρ.

Published in:

Turkish Journal of Mathematics, 2007, v. 31, n. 3, p. 257

By:

Jabbarzadeh, M. R.

Publication type:

Article

Appendix.

Published in:: Princeton Annals of Mathematics Studies, 2019, n. 201, p. 175
Publication type:: Article

Chapter Six: Convergence of the Nash System.

Published in:

Princeton Annals of Mathematics Studies, 2019, n. 201, p. 159

By:

Cardaliaguet, Pierre;
Delarue, François;
Lasry, Jean-Michel;
Lions, Pierre-Louis

Publication type:

Article

Chapter Four: Mean Field Game System with a Common Noise.

Published in:

Princeton Annals of Mathematics Studies, 2019, n. 201, p. 85

By:

Cardaliaguet, Pierre;
Delarue, François;
Lasry, Jean-Michel;
Lions, Pierre-Louis

Publication type:

Article

EXPONENTIATED BURR XII DISTRIBUTION BASED ON DUAL GENERALIZED ORDER STATISTICS.

Published in:

International Journal of Agricultural & Statistical Sciences, 2021, v. 17, p. 2175

By:

Pushkarna, Narinder;
Jain, Neetu

Publication type:

Article

Evidence of substantial heterogeneity in the preventive effect of stricter alcohol policy environments in young Swiss men.

Published in:

European Psychiatry, 2021, v. 64, p. S711, doi. 10.1192/j.eurpsy.2021.1885

By:

Foster, S.;
Mohler-Kuo, M.

Publication type:

Article

A conditional distribution free runs test for symmetry.

Published in:

Journal of Nonparametric Statistics, 2003, v. 15, n. 6, p. 713, doi. 10.1080/10485250310001634737

By:

Baklizi, Ayman

Publication type:

Article

Development of small vessel advisory and forecast services system for safe navigation and operations at sea by N.D. Aditya, K.G. Sandhya, R. Harikumar and T.M. Balakrishnan.

Published in:

Journal of Operational Oceanography, 2023, v. 16, n. 3, p. 252, doi. 10.1080/1755876X.2022.2094633

By:

Myrhaug, Dag;
Lader, Pål F.

Publication type:

Article

Financial Markets with Memory I: Dynamic Models.

Published in:

Stochastic Analysis & Applications, 2005, v. 23, n. 2, p. 275, doi. 10.1081/SAP-200050096

By:

Anh, V.;
Inoue, A.

Publication type:

Article

Discussion on “Optimal Sequential Surveillance for Finance Public Health, and Other Areas” by Marianne Frisen.

Published in:

Sequential Analysis, 2009, v. 28, n. 3, p. 372, doi. 10.1080/07474940903041720

By:

Zacks, S.

Publication type:

Article

Discussion on “Is Average Run Length to False Alarm Always an Informative Criterion?” by Yajun Mei.

Published in:

Sequential Analysis, 2008, v. 27, n. 4, p. 411, doi. 10.1080/07474940802446137

By:

Zacks, Shelemyahu

Publication type:

Article

CONDITIONAL PROBABILITY OF SIGNIFICANCE FOR EARLY STOPPING IN FAVOR OF H0.

Published in:

Sequential Analysis, 2002, v. 21, n. 3, p. 145, doi. 10.1081/SQA-120014361

By:

Wang, You-Gan;
Heng-Yan Leung, Denis

Publication type:

Article

Mean and variance of Brownian motion with given final value, maximum and argmax.

Published in:

Stochastic Models, 2021, v. 37, n. 4, p. 679, doi. 10.1080/15326349.2021.1962724

By:

Riedel, Kurt

Publication type:

Article

IV Workshop on Branching Processes and their Applications (WBPA 2018) – Part I.

Published in:

2019

By:

González, M.;
Molina, M.;
del Puerto, I.

Publication type:

Editorial

Populations with interaction and environmental dependence: From few, (almost) independent, members into deterministic evolution of high densities.

Published in:

Stochastic Models, 2019, v. 35, n. 2, p. 108, doi. 10.1080/15326349.2019.1575755

By:

Chigansky, Pavel;
Jagers, Peter;
Klebaner, Fima C.

Publication type:

Article

On a First-Passage-Time Problem for the Compound Power-Law Process.

Published in:

Stochastic Models, 2009, v. 25, n. 3, p. 420, doi. 10.1080/15326340903088768

By:

Crescenzo, AntonioDi;
Martinucci, Barbara

Publication type:

Article

The Mori–Zwanzig formulation of deep learning.

Published in:

Research in the Mathematical Sciences, 2023, v. 10, n. 2, p. 1, doi. 10.1007/s40687-023-00390-2

By:

Venturi, Daniele;
Li, Xiantao

Publication type:

Article

Analytical formula for conditional expectations of path-dependent product of polynomial and exponential functions of extended Cox–Ingersoll–Ross process.

Published in:

Research in the Mathematical Sciences, 2022, v. 9, n. 1, p. 1, doi. 10.1007/s40687-021-00309-9

By:

Sutthimat, Phiraphat;
Rujivan, Sanae;
Mekchay, Khamron;
Rakwongwan, Udomsak

Publication type:

Article

Analytical formula for conditional expectations of path-dependent product of polynomial and exponential functions of extended Cox–Ingersoll–Ross process.

Published in:

Research in the Mathematical Sciences, 2022, v. 9, n. 1, p. 1, doi. 10.1007/s40687-021-00309-9

By:

Sutthimat, Phiraphat;
Rujivan, Sanae;
Mekchay, Khamron;
Rakwongwan, Udomsak

Publication type:

Article

Modelling and Diagnostics of Spatially Autocorrelated Counts.

Published in:

Econometrics (2225-1146), 2022, v. 10, n. 3, p. 31, doi. 10.3390/econometrics10030031

By:

Jung, Robert C.;
Glaser, Stephanie

Publication type:

Article

Looking Backward and Looking Forward.

Published in:

Econometrics (2225-1146), 2019, v. 7, n. 2, p. 27, doi. 10.3390/econometrics7020027

By:

Gao, Zhengyuan;
Hafner, Christian M.

Publication type:

Article

Foreign Workers and the Wage Distribution: What Does the Influence Function Reveal?.

Published in:

Econometrics (2225-1146), 2018, v. 6, n. 3, p. 41, doi. 10.3390/econometrics6030041

By:

Choe, Chung;
Van Kerm, Philippe

Publication type:

Article