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Linear reflected backward stochastic differential equations arising from vulnerable claims in markets with random horizon. [PDF]
Adv Contin Discret ModelChoulli T, Alsheyab S.
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A novel intrusion detection framework using hybrid deep learning to detect IIoT cloud environments attacks. [PDF]
Sci RepChen S, Feng X.
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Machine learning-assisted abstract screening on learning analytics: a step-by-step tutorial. [PDF]
Syst RevXu Z +4 more
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Optimal Stopping Made Easy [PDF]
SSRN Electronic Journal, 2004 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Boyarchenko, S, Levendorskiǐ, S
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Journal of Data and Information Quality, 2009
Record-linkage is the process of identifying whether two separate records refer to the same real-world entity when some elements of the record’s identifying information (attributes) agree and others disagree. Existing record-linkage decision methodologies use the outcomes from the comparisons of the whole set of attributes.
George V. Moustakides +1 more
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Record-linkage is the process of identifying whether two separate records refer to the same real-world entity when some elements of the record’s identifying information (attributes) agree and others disagree. Existing record-linkage decision methodologies use the outcomes from the comparisons of the whole set of attributes.
George V. Moustakides +1 more
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Zeitschrift f�r Wahrscheinlichkeitstheorie und Verwandte Gebiete, 1963
Let y 1,y 2, … be a sequence of random variables with a given joint distribution. Assume that we can observe the y’s sequentially but that we must stop some time, and that if we stop with yn we will receive a payoff x n = f n(y 1, …, y n). What stopping rule will maximize the expected value of the payoff?
Chow, Y. S., Robbins, H.
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Let y 1,y 2, … be a sequence of random variables with a given joint distribution. Assume that we can observe the y’s sequentially but that we must stop some time, and that if we stop with yn we will receive a payoff x n = f n(y 1, …, y n). What stopping rule will maximize the expected value of the payoff?
Chow, Y. S., Robbins, H.
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2014
This chapter provides the foundations for the general theory of stochastic processes and optimal stopping problems. In Section 5.1, we elaborate on the concepts of s-algebras and information, probability spaces, uniform integrability, conditional expectations and essential supremum or infimum at an advanced level of probability theory.
Xiaoqiang Cai, Xianyi Wu, Xian Zhou
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This chapter provides the foundations for the general theory of stochastic processes and optimal stopping problems. In Section 5.1, we elaborate on the concepts of s-algebras and information, probability spaces, uniform integrability, conditional expectations and essential supremum or infimum at an advanced level of probability theory.
Xiaoqiang Cai, Xianyi Wu, Xian Zhou
openaire +1 more source