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Publication search results
found 50 matches
- 2023
- Henning Schlüter, Frank Allgöwer:
Stochastic Model Predictive Control Using Initial State and Variance Interpolation. CDC 2023: 6700-6706 - Henning Schlüter, Frank Allgöwer:
Stochastic Model Predictive Control using Initial State and Variance Interpolation. CoRR abs/2304.07122 (2023) - Leonardo Felipe Toso, Han Wang, James Anderson:
Oracle Complexity Reduction for Model-free LQR: A Stochastic Variance-Reduced Policy Gradient Approach. CoRR abs/2309.10679 (2023) - 2022
- Youngin Yoon, Jun-Ho Seo, Jeong-Hoon Kim:
Closed-form pricing formulas for variance swaps in the Heston model with stochastic long-run mean of variance. Comput. Appl. Math. 41(6) (2022) - Mike G. Tsionas, Subal C. Kumbhakar:
Corrigendum to "Stochastic frontier models with time-varying conditional variances" [European Journal of Operational Research 292 (2021) 1115-1132]. Eur. J. Oper. Res. 299(1): 395 (2022) - Xin-Jiang He, Song-Ping Zhu:
Analytical pricing formulae for variance and volatility swaps with a new stochastic volatility and interest rate model. Expert Syst. Appl. 206: 117880 (2022) - Xin-Jiang He, Sha Lin:
A closed-form pricing formula for variance swaps under a stochastic volatility model with a stochastic mean-reversion level. Soft Comput. 26(8): 3939-3946 (2022) - Federico Bizzarri, Davide del Giudice, Muhammad Adeen, Samuele Grillo, Daniele Linaro, Angelo Brambilla, Federico Milano:
On the Calculation of the Variance of Algebraic Variables in Power System Dynamic Models with Stochastic Processes. CoRR abs/2206.13839 (2022) - 2021
- Takumi Aotani, Taisuke Kobayashi, Kenji Sugimoto:
Meta-Optimization of Bias-Variance Trade-Off in Stochastic Model Learning. IEEE Access 9: 148783-148799 (2021) - Mike G. Tsionas, Subal C. Kumbhakar:
Stochastic frontier models with time-varying conditional variances. Eur. J. Oper. Res. 292(3): 1115-1132 (2021) - Krzysztof Wójcik, Tomasz Kulpa, Krzysztof Trojanowski:
Upper Bounds for Particle Location Variance Convergence Measures in the Stochastic Model of Particle Swarm. CEC 2021: 1341-1348 - 2020
- Zhongyang Sun, Kam Chuen Yuen, Junyi Guo:
A BSDE approach to a class of dependent risk model of mean-variance insurers with stochastic volatility and no-short selling. J. Comput. Appl. Math. 366 (2020) - See-Woo Kim, Jeong-Hoon Kim:
Pricing generalized variance swaps under the Heston model with stochastic interest rates. Math. Comput. Simul. 168: 1-27 (2020) - Krzysztof Wójcik, Tomasz Kulpa, Krzysztof Trojanowski:
Variance of particle location in the stochastic model of PSO with inertia weight. CEC 2020: 1-8 - 2019
- Unai Aldasoro, María Merino, Gloria Pérez:
Time consistent expected mean-variance in multistage stochastic quadratic optimization: a model and a matheuristic. Ann. Oper. Res. 280(1-2): 151-187 (2019) - Richard Border, Stephen Becker:
Stochastic Lanczos estimation of genomic variance components for linear mixed-effects models. BMC Bioinform. 20(1): 411:1-411:16 (2019) - Paolo Di Tella, Martin Haubold, Martin Keller-Ressel:
Semi-static variance-optimal hedging in stochastic volatility models with Fourier representation. J. Appl. Probab. 56(3): 787-809 (2019) - Akira Furui, Hideaki Hayashi, Toshio Tsuji:
A Scale Mixture-Based Stochastic Model of Surface EMG Signals With Variable Variances. IEEE Trans. Biomed. Eng. 66(10): 2780-2788 (2019) - Ahmed Radi, Gaetan Bakalli, Stéphane Guerrier, Naser El-Sheimy, Abu B. Sesay, Roberto Molinari:
A Multisignal Wavelet Variance-Based Framework for Inertial Sensor Stochastic Error Modeling. IEEE Trans. Instrum. Meas. 68(12): 4924-4936 (2019) - Wen-Jer Chang, Chih-Ming Chang, Yann-Horng Lin, Che-Lun Su:
Multi-variance Performance Constrained Robust Fuzzy Control for Fuzzy Model-Based Discrete-time Stochastic Systems. CoDIT 2019: 121-126 - 2018
- Min Xiao, Sheng Cui, Ruixing Ming, Tao Jiang:
Large deviations for the stochastic present value of aggregate net claims with infinite variance in the renewal risk model and its application in risk management. Clust. Comput. 21(1): 997-1007 (2018) - 2017
- Jiajia Chen, Qinghua Wu, Luliang Zhang, Peterzhe Wu:
Multi-objective mean-variance-skewness model for nonconvex and stochastic optimal power flow considering wind power and load uncertainties. Eur. J. Oper. Res. 263(2): 719-732 (2017) - Zhenyu Cui, Justin Lars Kirkby, Duy Nguyen:
A general framework for discretely sampled realized variance derivatives in stochastic volatility models with jumps. Eur. J. Oper. Res. 262(1): 381-400 (2017) - 2016
- Ferran Vidal-Codina, Ngoc Cuong Nguyen, Michael B. Giles, Jaime Peraire:
An Empirical Interpolation and Model-Variance Reduction Method for Computing Statistical Outputs of Parametrized Stochastic Partial Differential Equations. SIAM/ASA J. Uncertain. Quantification 4(1): 244-265 (2016) - Jack P. C. Kleijnen, Ehsan Mehdad:
Estimating the variance of the predictor in stochastic Kriging. Simul. Model. Pract. Theory 66: 166-173 (2016) - 2015
- M. Poongodi, Sundan Bose:
Stochastic model: reCAPTCHA controller based co-variance matrix analysis on frequency distribution using trust evaluation and re-eval by Aumann agreement theorem against DDoS attack in MANET. Clust. Comput. 18(4): 1549-1559 (2015) - Ferran Vidal-Codina, Ngoc Cuong Nguyen, Michael B. Giles, Jaime Peraire:
A model and variance reduction method for computing statistical outputs of stochastic elliptic partial differential equations. J. Comput. Phys. 297: 700-720 (2015) - Frédéric Legoll, William Minvielle:
A Control Variate Approach Based on a Defect-Type Theory for Variance Reduction in Stochastic Homogenization. Multiscale Model. Simul. 13(2): 519-550 (2015) - 2014
- Hadiseh Karimi, Kimberley B. McAuley:
A maximum-likelihood method for estimating parameters, stochastic disturbance intensities and measurement noise variances in nonlinear dynamic models with process disturbances. Comput. Chem. Eng. 67: 178-198 (2014) - Charles S. Bos, Siem Jan Koopman, Marius Ooms:
Long memory with stochastic variance model: A recursive analysis for US inflation. Comput. Stat. Data Anal. 76: 144-157 (2014)
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