Results 271 to 280 of about 587,913 (313)
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Calibration of the default probability model
European Journal of Operational Research, 2008Abstract In this paper, we study the calibration problem for the Merton–Vasicek default probability model [Robert Merton, On the pricing of corporate debt: the risk structure of interest rate, Journal of Finance 29 (1974) 449–470]. We derive conditions that guarantee existence and uniqueness of the solution.
Alexander Y. Kreinin, Ahmed Nagi
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Calibrating exotic models to vanilla models
Wilmott Journal, 2010AbstractA method is presented through which certain exotic derivatives models can be adjusted to agree with more specialized models. Copyright © 2010 Wilmott Magazine Ltd.
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A Calibration Framework for Capturing and Calibrating Software Performance Models
2008Software performance engineering could benefit from combining modeling and testing techniques, if performance models could be derived more cheaply and more easily. This work investigates how known testing and estimation methodologies can be combined in a calibration framework, to provide and maintain performance models in sync with a developing product
Xiuping Wu, C. Murray Woodside
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1981
Estimating the values of the parameters in (39) is a non-trivial task. One might argue that extensive amounts of data and sophisticated statistical procedures should be employed. However, since the mathematical model is at best approximate, rough estimates are apt to be adequate. The results should permit authorities to decide whether the model implies
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Estimating the values of the parameters in (39) is a non-trivial task. One might argue that extensive amounts of data and sophisticated statistical procedures should be employed. However, since the mathematical model is at best approximate, rough estimates are apt to be adequate. The results should permit authorities to decide whether the model implies
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A Calibrated Model of Intraday Settlement
2018Cette étude vise à estimer les expositions potentielles, les avantages sur le plan de la compensation et les gains en matière de règlements d’un modèle hypothétique de « système calibré de paiements » unique permettant de regrouper par lots des paiements de détail et de gros et de procéder à de multiples règlements intrajournaliers.
Perez-Saiz, Hector +2 more
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CALIBRATION: DEVELOPING THE CALIBRATION MODEL
1991HOWARD MARK, JERRY WORKMAN
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Automatic calibration of depositional models
2012A novel concept for calibrating depositional models is presented. In this approach, transport coefficients are determined from well output measurements. Finite element implementation of the multi-lithology models and their duals is automated by the DOLFIN Python interface.
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A sequential calibration and validation framework for model uncertainty quantification and reduction
Computer Methods in Applied Mechanics and Engineering, 2020Chen Jiang, Zhen Hu, Jie Liu
exaly
Statistical model calibration and design optimization under aleatory and epistemic uncertainty
Reliability Engineering and System Safety, 2022Yongsu Jung, Ikjin Lee
exaly