Results 101 to 110 of about 8,249,197 (148)

Stochastic optimization of heuristic method rule to determine asset allocation to retirement portfolio

Business: Theory and Practice, 2011
The article examines the problem of determining asset allocation to sustainable retirement portfolio. The article attempts to apply heuristic method – 100 minus age in stocks rule – to determine asset allocation to sustainable retirement portfolio. Using
Aušra Klimavičienė
doaj  

Finite dimensional Markovian realizations for stochastic volatility forward rate models [PDF]

We consider forward rate rate models of HJM type, as well as more general infinite dimensional SDEs, where the volatility/diffusion term is stochastic in the sense of being driven by a separate hidden Markov process.
Björk, Tomas, Svensson, Lars, Landén, Camilla   +2 more
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Forecasting Mortality Rate Using a Neural Network with Fuzzy Inference System [PDF]

Various methods have been developed to improve mortality forecasts. The authors proposed a neuro-fuzzy model to forecast the mortality. The forecasting of mortality is curried out by an ANFIS model which uses a first order Sugeno-type FIS.
Camelia Ioana Ucenic, Dimitrios Nezis, George Atsalakis, Christos Skiadas, George Matalliotakis   +4 more
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The Usefulness of Stochastic Mortality Modelling [PDF]

Annals of Actuarial Science, 2011
openaire   +2 more sources

Asymptotic analysis of stochastic models of hierarchic structure and applications in queueing models

, 1998
A class of switching stochastic systems with hierarchic state space working in different scales of time ( slow and fast) that are adequate mathematical models at the analysis and modelling of various classes of computing systems and networks of a ...
Anisimov, Vladimir V.
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Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison [PDF]

In this paper we show that fully likelihood-based estimation and comparison of multivariate stochastic volatility (SV) models can be easily performed via a freely available Bayesian software called WinBUGS.
Jun Yu, Renate Meyer
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Development and evaluation of a machine learning prediction model for short-term mortality in patients with diabetes or hyperglycemia at emergency department admission

Cardiovascular Diabetology
Background Patients with diabetes admitted to emergency care face a higher risk of complications, including prolonged hospital stays, admissions to the intensive care unit and mortality.
Per Wändell, Marcelina Wierzbicka, Karolina Sigurdsson, Anna Olofsson, Caroline Wachtler, Torgny Wessman, Olle Melander, Ulf Ekelund, Anders Björkelund, Axel C. Carlsson, Toralph Ruge   +10 more
doaj   +1 more source

Stochastic volatility [PDF]

Given the importance of return volatility on a number of practical financial management decisions, the efforts to provide good real- time estimates and forecasts of current and future volatility have been extensive.
Torben G. Andersen, Luca Benzoni
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Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models. [PDF]

Continuous-time stochastic volatility models are becoming increasingly popular in finance because of their flexibility in accommodating most stylized facts of financial time series.
Emanuele Taufer, Nikolai Leonenko, Marco Bee   +2 more
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Using dynamic stochastic simulation to determine asset allocation of sustainable retirement portfelio for a stochastic lifetime

Business: Theory and Practice, 2010
The article examines the problem of determining asset allocation of sustainable retirement portfolio. Former researches used to analyse the fixed retirement planning horizon.
Aušra Klimavičienė
doaj