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Levy過程の数理ファイナンス理論への応用

Levy過程の数理ファイナンス理論への応用
Paper図書
宮原孝夫, 名古屋市立大学 [著][宮原孝夫]2001-2003<Y151-H13640131>
National Diet Library
  • Subject Heading...ピー / 確率数値近解析 / Markov chain / Poisson random measure

Structural Performance Evaluation of Actual Bridges by means of Modal Parameter-based FE Model Updating

Structural Performance Evaluation of Actual Bridges by means of Modal Parameter-based FE Model Updating
Digital博士論文障害者向け資料あり
Zhou, Xin2022-03-23
Available onlineNational Diet LibraryOther Libraries in Japan
  • Subject Heading...vibration test Markov chain Monte Carlo Damage detection ...

Exploring stellar magnetic activities with Bayesian inference

Exploring stellar magnetic activities with Bayesian inference
Digital博士論文障害者向け資料あり
Ikuta, Kai2021-03-23
Available onlineNational Diet LibraryOther Libraries in Japan
  • Subject HeadingStellar magnetic activity Starspot M-type star Bayesian inference Markov chain Monte Carlo

非線形確率力学系における保存量・対称性概念とその応用

非線形確率力学系における保存量・対称性概念とその応用
Paper図書
三澤, 哲也, 名古屋市立大学1999-2001<Y151-H11640132>
National Diet Library
  • Subject Heading...vely recurrent Markov chain Stochastic logistic process N...

Adaptive Markov chain Monte Carlo for auxiliary variable method and its applications

Adaptive Markov chain Monte Carlo for auxiliary variable method and its applications
Digital博士論文障害者向け資料あり
Araki, TakamitsuNara Institute of Science and Technology2013-09-25
Available onlineNational Diet LibraryOther Libraries in Japan
  • Subject HeadingMarkov chain Monte Carlo me......ction Adaptive Markov chain Monte Carlo methods

Automated parallelization of discrete state-space generation [microform] / David M. Nicol, Gianfranco Ciardo (ICASE report ; no. 2000-11) ([NASA contractor report] ; NASA/CR-2000-210082)

Automated parallelization of discrete state-space generation [microform] / David M. Nicol, Gianfranco Ciardo (ICASE report ; no. 2000-11) ([NASA contractor report] ; NASA/CR-2000-210082)
Microform図書
2000<YCA-NAS 1.26:210082>
National Diet Library
  • Subject HeadingMarkov chains Random walk Monte Carlo meth...

Reliability modeling of structured systems [microform] : exploring symmetry in state-space generation / Arun K. Somani (ICASE report ; no. 97-2) (NASA contractor report ; 201643)

Reliability modeling of structured systems [microform] : exploring symmetry in state-space generation / Arun K. Somani (ICASE report ; no. 97-2) (NASA contractor report ; 201643)
Microform図書
1997<YCA-NAS 1.26:201643>
National Diet Library
  • Subject HeadingMarkov chains Topology Permutations

Studies on Asymptotic Analysis of GI/G/1-type Markov Chains

Studies on Asymptotic Analysis of GI/G/1-type Markov Chains
Digital博士論文障害者向け資料あり
Kimura, Tatsuaki2017-03-23
Available onlineNational Diet LibraryOther Libraries in Japan
  • Subject HeadingGI/G/1-type Markov chain stationary distribution light...
  • Note (General)...of GI/G/1-type Markov chains, Journal of Industrial and M...

On the multilevel solution algorithm for Markov chains [microform] / Graham Horton (ICASE report ; no. 97-17) (NASA contractor report ; 201671)

On the multilevel solution algorithm for Markov chains [microform] / Graham Horton (ICASE report ; no. 97-17) (NASA contractor report ; 201671)
Microform図書
1997<YCA-NAS 1.26:201671>
National Diet Library
  • Subject HeadingMarkov chains Algorithms Galerkin method M...

Parametric state space structuring [microform] / Gianfranco Ciardo, Marco Tilgner (ICASE report ; no. 97-67) ([NASA contractor report] ; NASA/CR-97-206267)

Parametric state space structuring [microform] / Gianfranco Ciardo, Marco Tilgner (ICASE report ; no. 97-67) ([NASA contractor report] ; NASA/CR-97-206267)
Microform図書
1997<YCA-NAS 1.26:206267>
National Diet Library
  • Subject HeadingMarkov chains Matrices (Mathematics) Opera...

Re-Examining the Convergence of the World Economy: Markov Chain Model with Population Weighting

Re-Examining the Convergence of the World Economy: Markov Chain Model with Population Weighting
Digital文書・図像類
ドミンゲス, アルバロ, 坂本, 博2022-02AGI Working Paper Series2022-02p.1-23
Other Libraries in Japan
  • Subject HeadingJEL classification: C49, D39, O50, R11 Convergence World Economy Markov Chain

High-frequency realized stochastic volatility model

High-frequency realized stochastic volatility model
Digital文書・図像類
Watanabe, Toshiaki, Nakajima, JouchiHitotsubashi Institute for Advanced Study, Hitotsubashi University2023-01
Available onlineOther Libraries in Japan
  • Summary, etc....ian method via Markov chain Monte Carlo is developed for ...
  • Subject Heading...frequency data Markov chain Monte Carlo Realized volatili...

Irregular Economic Growth in the World Economy: Fluctuations of Ergodic Distributions through a Markov Chain Model

Irregular Economic Growth in the World Economy: Fluctuations of Ergodic Distributions through a Markov Chain Model
Digital文書・図像類
ドミンゲス, アルバロ, 坂本, 博2022-02AGI Working Paper Series2022-03p.1-18
Other Libraries in Japan
  • Summary, etc.... thus employ a Markov chain stochastic model that divides...
  • Subject HeadingJEL classification: C49, D39, O50, R11 Convergence World Economy Markov Chain

個人の異質性を入れた順序選択モデルのベイズ推定 [全文の要約]

個人の異質性を入れた順序選択モデルのベイズ推定 [全文の要約]
Digital博士論文
史, 磊Hokkaido University2020-03-25
Available onlineOther Libraries in Japan
  • Subject HeadingBayesian analysis Markov chain Monte Carlo (MCMC) Individual...

Hamiltonian Monte Carloを用いた地盤力学問題における逆解析

Hamiltonian Monte Carloを用いた地盤力学問題における逆解析
Digital博士論文
コック, マイケル コンラッドKyoto University2020-03-23
Available onlineOther Libraries in Japan
  • Subject HeadingInverse problems Parameter estimation Markov Chain Monte Carlo Hamiltonian Monte...

M/G/1型マルコフ連鎖のレベル増分切断近似に対する収束公式

M/G/1型マルコフ連鎖のレベル増分切断近似に対する収束公式
Digital博士論文
大内, 克久Kyoto University2023-11-24
Available onlineOther Libraries in Japan
  • Subject HeadingMarkov process M/G/1-type Markov chain Stationary distribution vecto...
  • Alternative TitleConvergence Formulas for the Level-increment Truncation Approximation of M/G/1-type Markov Chains
  • Alternative TitleConvergence Formulas for the Level-increment Truncation Approximation of M/G/1-type Markov Chains

マルコフ連鎖モンテカルロ法の配位空間の幾何と焼き戻しレフシェッツ・シンブル法における世界体積の方法

マルコフ連鎖モンテカルロ法の配位空間の幾何と焼き戻しレフシェッツ・シンブル法における世界体積の方法
Digital博士論文
松本, 信行Kyoto University2021-03-23
Available onlineOther Libraries in Japan
  • Subject HeadingMarkov chain Monte Carlo distance between ...
  • Alternative Title...ation space in Markov chain Monte Carlo methods and the w...
  • Alternative Title...ation space in Markov chain Monte Carlo methods and the w...

Efficient Bayesian Inference in Generalized Inverse Gamma Processes for Stochastic Volatility

Efficient Bayesian Inference in Generalized Inverse Gamma Processes for Stochastic Volatility
Digital文書・図像類
LEON-GONZALEZ, RobertoGRIPS Policy Research Center2018-03-15GRIPS Discussion PapersDP17-16
Other Libraries in Japan
  • Subject HeadingMarkov Chain Monte Carlo Gibbs Sampling Fl...

空間計量経済モデルのベイズ分析 [全文の要約]

空間計量経済モデルのベイズ分析 [全文の要約]
Digital博士論文
高, 平Hokkaido University2020-03-25
Available onlineOther Libraries in Japan
  • Subject HeadingBayesian inference dynamic Markov chain Monte Carlo (MCMC) multivaria...

Forecasting Daily Volatility of Stock Price Index Using Daily Returns and Realized Volatility

Forecasting Daily Volatility of Stock Price Index Using Daily Returns and Realized Volatility
Digital文書・図像類
Takahashi, Makoto, Watanabe, Toshiaki, Omori, YasuhiroHitotsubashi Institute for Advanced Study, Hitotsubashi University2021-01
Available onlineOther Libraries in Japan
  • Summary, etc....estimation via Markov chain Monte Carlo (MCMC) to them. B...
  • Subject Heading...ve (HAR) model Markov chain Monte Carlo (MCMC) Realized v...
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