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Specification of the Conditional Expectation by Simple Linear Regression Model For Binomial Distribution Conditioned with Varying Sample Size. [PDF]
المجلة العراقية للعلوم الاحصائية, 2009 In this research, we consider the study of conditional expectation and it's relationship with regression model. The conditional expectation has a linear form which is specified as a simple linear regression model. The power transformation was used on the
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Modelling multiple quantiles together with the mean based on SA‐ConvLSTM for taxi pick‐up prediction
IET Intelligent Transport Systems, 2022 A more complete taxi pick‐ups prediction going beyond the conditional expectation would be more beneficial to allocate taxis effectively. Prior works have predicted the conditional expectation of taxi demand and improved the prediction accuracy.
Qixiang Chen +5 more
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On the continuity of the vector valued and set valued conditional expectations
International Journal of Mathematics and Mathematical Sciences, 1989 In this paper we study the dependence of the vector valued conditional expectation (for both single valued and set valued random variables), on the σ–field and random variable that determine it. So we prove that it is continuous for the L1(X) convergence
Nikolaos S. Papageorgiou
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Copula conditional tail expectation for multivariate financial risks
Arab Journal of Mathematical Sciences, 2018 Our goal in this paper is to propose an alternative risk measure which takes into account the fluctuations of losses and possible correlations between random variables.
Brahimi Brahim +2 more
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A Hoeffding-Azuma Type Inequality for Random Processes
International Journal of Analysis and Applications, 2023 The subject of this paper is a Hoeffding-Azuma type estimation for the difference between an adapted random process and its conditional expectation given a related filtration.
Mahir Hasanov
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Dynamic shortfall constraints for optimal portfolios [PDF]
Surveys in Mathematics and its Applications, 2010 We consider a portfolio problem when a Tail Conditional Expectation constraint is imposed. The financial market is composed of n risky assets driven by geometric Brownian motion and one risk-free asset.
Bernd Luderer +2 more
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Gauss process state-space model optimization algorithm with expectation maximization
International Journal of Distributed Sensor Networks, 2019 A Gauss process state-space model trained in a laboratory cannot accurately simulate a nonlinear system in a non-laboratory environment. To solve this problem, a novel Gauss process state-space model optimization algorithm is proposed by combining the ...
Hongqiang Liu +3 more
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Fractal and Fractional, 2022 This paper presents an explicit formula of conditional expectation for a product of polynomial functions and the discounted characteristic function based on the Cox–Ingersoll–Ross (CIR) process.
Ratinan Boonklurb +3 more
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On Upper k-Record Values from the Generalized Linear Exponential Distribution
Journal of Statistical Theory and Applications (JSTA), 2021 In this paper, we derive the exact expressions as well as recurrence relations for single and product moment of generalized upper record values from the four-parameter generalized linear exponential distribution.
M. Alam, M. A. Khan, R. U. Khan
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A closed-form formula for the conditional expectation of the extended CIR process [PDF]
Songklanakarin Journal of Science and Technology (SJST), 2020 This paper is an extension to a recent paper by Rujivan (2016), in which we derive a closed-form formula for the conditional expectation of the valuation process, defined by , : T s t t r s ds r u du T t T T s t
Nopporn Thamrongrat, Sanae Rujivan
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