Search for tag: "stochastic processes"

ORIE Colloquium, 2014-04-16 - Nur Sunar (North Carolina): Investment Timing with Incomplete Information and Multiple Means of Learning

Wednesday, April 16, 2014 at 3:00pm Frank H. T. Rhodes Hall, 253 ORIE Colloquium: Nur Sunar (North Carolina) - Investment Timing with Incomplete Information and Multiple Means of Learning Motivated…

From  E. Cornelius on May 14th, 2018 7 plays

ORIE Colloquium, 2014-11-18 - Patrick Cheridito: Equilibrium Pricing under Translation Invariant Preferences

Abstract: A general discrete-time framework for deriving equilibrium prices of financial assets is proposed. It allows for heterogenous agents, unspanned random endowments and convex trading…

political science termstheory of probability distributionsmetalswelfare economicsdifferential calculustime capitalmediasitestatistical mechanicssociological theoriesdifferentialprospect theorymodelprobabilitysocial psychologyrepresentativedecision theorylogicsociology of culturemoralityfunctions and mappingswritingclassical mechanicsstatistical randomnessmathematical objectsindustrycognitive scienceprintingrepresentationdata collectionpolitical culturecharacterizationpreferencefall 2014estimation theorycolloidal chemistrystatistical theoryinsurancepublic economicsfunctionfinancebusiness lawsocial conceptsproject managementconditionintroducecommunitybankingproductengpolitical sciencefunctional analysisdata analysisrandom payoffinterpersonal relationshipsfourier analysismillion dollarsactuarial sciencetime series analysismeasurementemotionpsychological attitudestatistical terminologysignal processingmarket structure and pricingplanningcreativitybusinesslinguisticsbasic financial conceptsderivativefamily lawindividualismaccountancyapplied mathematicsfree rateautonomypolitical ideologiesmeasureon premisewealthbinary operationsgenerally accepted accounting principleshippie movementmeanscaption completesupply chain management termssociology indexalgebraactioncountry subdivisionssocial institutionsmarketconvex analysislegal entitieserrorrentingmilitary tacticscommerceproduction and manufacturingcommunicationadministrative divisionsrandomnesslinear operators in calculusconsumer theorysocial theoriessemanticspricingdemographypapermakingtheorieselectionsmathematical financeprobability theorymathematical analysiselementary algebrainterestinvestmentmarketingmarginal conceptsscientific methodpolitical philosophyontologyfinancial riskfinancial marketstranslationpolitical economyeconomic theoriesmacroeconomicsinstitutesinformation retrievaleconomics of uncertaintyexpectationpoint problemderivatives (finance)commercial item transport and distributionsocial sciencesstochastic processestypes of organizationpricerisksecuritystatistical modelsutilityfinancial institutionscryptographypropositional attitudesmicroeconomicsrandomphilosophical movementsvariants of random walksforcefinancial economicsoccupational safety and healthproof theoryoperations researchdemocracyfamilyconcepts in physicsfinancial servicesconstitutional lawconstraint
From  E. Cornelius on May 4th, 2018 14 plays

ORIE Colloquium, 2013-02-20 - Sahand Negahban: Structured Estimation in High-Dimensions

ORIE/Statistics Colloquium: Sahand Negahban (MIT) - Structured Estimation in High-Dimensions Wednesday, February 20, 2013 at 4:15pm Frank H. T. Rhodes Hall, 253 Modern techniques in data accumulation…

philosophical logichigh dimensionalmodelstochastic processesestimation theorypsychologyoperator theorystructuralismcommunicationcryptographyspring 2013noise levellogical consequencehuman behaviorlogicrandom walklinear regressioncontrol theorytrue losslinear algebraengineeringfailurealgebraabstractionhigher educationmatricesdistributionstatistical terminologycomputational complexity theorygood questionregularformal sciencesand uncertaintycomparisonmotionsystems engineeringon premisen.p.timescomposite materialsdesign of experimentssurfacesaestheticsgroup theorymathematical logicscientific methodsemanticsstatistical inferencequantum mechanicstheoretical computer sciencesystems theoryresearch methodspsychoanalysisinformation theoryorder theorynumerical analysisfields of application of statisticsbranches of philosophycognitive scienceoperations researchstatistical modelsdemographymathematical optimizationresearchsignal processinglower rankvowel letterseducational psychologyeconometricsproblemdifferential geometryneurosciencechristian termsdimensionalenggeneticssimple livingvelocityupper limb anatomysystems scienceevaluation methodsdataconcepts in physicsgood measuregraph theoryknowledgeparametermathematical analysisdifferential topologystatisticsregularizationevaluationelementary mathematicsfactorial and binomial topicsmetatheoryrank aggregationmachine learningdata managementbehaviordispositional beliefsdevelopmental psychologyset theorygreat questionnumerical linear algebramolecular biologybuilding materialstime series analysisforcelatin alphabetreasoningdecision theorytensorsnuclear technologydata analysisreal questionstatistical theoryinformation sciencex.i.i.statisticalelementary geometrylearningwritingkinematicssociology of culturedefinitionarithmeticregression analysissafety engineeringmediasitestatistical deviation and dispersionsquare rootmeasurementpedagogyphilosophymodel complexityfamilymineralstheory of probability distributionsmathematical disambiguationqualityconstructionproblem solvingcaption completecovariance and correlationprobability distributionsinformationerrorpropertyenvironmental sciencemeaning (philosophy of language)greek alphabettrianglescyberneticssummary statisticsbasic concepts in set theorycomputer programmingfunctions and mappingsfunctional analysis
From  E. Cornelius on April 30th, 2018 43 plays

CAM Colloquium, 2015-09-11 - Siddhartha Banerjee: Bidirectional Transition-Probability Estimation in Markov Chains

From  E. Cornelius on June 28th, 2017 7 plays