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nmdangs library [59 articles]

Neue Artikel in nmdangs Bibliothek.
  • Discrete Parameter Martingales
    by J Neveu
    posted to stochastic-calculus discrete-martingale by nmdang on 2008-06-01 09:31:39 as **
  • Numerical Methods for Controlled Stochastic Delay Systems (Systems & Control: Foundations & Applications)
    (18 July 2008)
    by Harold J Kushner
    posted to stochastic-control-with-delay numerical-method by nmdang on 2008-06-01 09:28:31 as **
  • Stochastic Approximation Algorithms and Applications (Applications of Mathematics)
    (15 January 1997)
    by Harold J Kushner, George Yin
    posted to stochastic-algorithm by nmdang on 2008-06-01 09:26:21 as ***
  • Adaptive Arrival Price
    Algorithmic Trading III: Precision, Control, Execution (2007)
    by Robert Almgren, Julian Lorenz
    posted to optimal-trading by nmdang on 2008-05-09 12:06:55 as **
  • Bayesian Adaptive Trading with a Daily Cycle
    Journal of Trading, Vol. Fall (2006)
    by Robert Almgren, Julian Lorenz
    posted to optimal-trading bayesian-adaptive-trading by nmdang on 2008-05-09 12:04:11 as **
  • Optimal Liquidity Trading
    Social Science Research Network Working Paper Series (7 October 2000)
    by GUR Huberman, Werner Stanzl, Efa
    posted to optimal-trading by nmdang on 2008-05-09 11:51:35 as **
  • Optimal control of execution costs
    Journal of Financial Markets, Vol. 1, No. 1. (30 April 1998), pp. 1-50.
    by Dimitris Bertsimas, Andrew W Lo
    posted to optimal-trading by nmdang on 2008-05-09 11:40:29 as **
  • Constrained portfolio liquidation in a limit order book model
    (2007)
    by Aurélien Alfonsi, Alexander Schied, Antje Schulz
    posted to optimal-trading limit-order-book by nmdang on 2008-05-07 16:48:36 as **
  • Optimal execution strategies in limit order books with general shape functions
    (25 Sep 2007)
    by Aurélien Alfonsi, Alexander Schied, Antje Schulz
    posted to optimal-trading limit-order-book by nmdang on 2008-05-07 16:21:54 as **
  • Understanding the Profit and Loss Distribution of Trading Algorithms
    Guide to Algorithmic Trading, Vol. Spring (2005)
    by Robert Kissell, Roberto Malamut
    posted to trading by nmdang on 2008-05-06 11:04:07 as **
  • Viscosity Solutions and Applications: Lectures Given at the 2nd Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) Held in Montecatini Terme, ... 12-20, 1995 (Lecture Notes in Mathematics)
    (09 June 1997)
    by M Bardi, MG Crandall, LC Evans, HM Soner
    posted to stochastic-control viscosity-solution by nmdang on 2008-04-08 18:02:11 as ***
  • Algorithmes stochastiques (Mathématiques et Applications)
    (26 June 1996)
    by Marie Duflo
    posted to stochastic-algorithm by nmdang on 2008-04-08 18:00:38 as ****
  • Stochastic Optimal Control: The Discrete-Time Case (Optimization and Neural Computation Series)
    (01 February 2007)
    by Dimitri P Bertsekas, Steven E Shreve
    posted to stochastic-control optimal-control by nmdang on 2008-04-08 17:59:52 as read
  • Financial Risk Manager Handbook (Wiley Finance)
    (15 June 2007)
    by Philippe Jorion, Garp
    posted to finance-handbook financial-risk by nmdang on 2008-03-26 23:42:48 as *** along with 1 person financekev
  • The Dynamics of the Hedge Fund Industry
    (19 August 2005)
    by Andrew W Lo
    posted to hedge-fund by nmdang on 2008-03-26 13:39:02 as read
  • Functional Analysis for Probability and Stochastic Processes: An Introduction
    (19 September 2005)
    by Adam Bobrowski
    posted to functional-analysis stochastic-process by nmdang on 2008-03-26 13:37:50 as **
  • Theoretical Numerical Analysis: A Functional Analysis Framework (Texts in Applied Mathematics)
    (21 June 2007)
    by Kendall Atkinson, Weimin Han
    posted to finite-difference functional-analysis numerical-method by nmdang on 2008-03-26 13:36:37 as **
  • Order Statistics (Wiley Series in Probability and Statistics)
    (04 August 2003)
    by Herbert A David, HN Nagaraja
    posted to order-statistic by nmdang on 2008-03-26 13:34:13 as read
  • Continuous Martingales and Brownian Motion (Grundlehren der mathematischen Wissenschaften)
    (22 December 2004)
    by Daniel Revuz, Marc Yor
    posted to stochastic-calculus by nmdang on 2008-03-26 13:33:09 as ** along with 2 people larrard lehalle
  • A Non-Random Walk Down Wall Street
    (26 December 2001)
    by Andrew W Lo, Craig A Mackinlay
    posted to efficient-market-hypothesis by nmdang on 2008-03-26 13:30:57 as ***
  • Optimal Stopping and Free-Boundary Problems (Lectures in Mathematics. ETH Zürich)
    (25 September 2006)
    by Goran Peskir, Albert Shiryaev
    posted to stochastic-control by nmdang on 2008-03-26 13:28:15 as ****
  • Tactical Liquidity Trading and Intraday Volume
    Social Science Research Network Working Paper Series (September 2006)
    by Merrell Hora
    posted to market-impact intraday-volume by nmdang on 2008-03-26 13:26:46 as read
  • Stochastic Portfolio Theory
    (12 April 2002)
    by Robert E Fernholz
    posted to portfolio by nmdang on 2008-03-26 13:24:33 as read
  • On Intelligence
    (01 August 2005)
    by Jeff Hawkins, Sandra Blakeslee
    posted to artificial-intelligence by nmdang on 2008-03-26 13:21:55 as ** along with 1 person turiel
  • Minority Games (Oxford Finance S.)
    (30 November 2004)
    by Damien Challet, Matteo Marsili, Yi-Cheng Zhang
    posted to behavioral-finance econophysicist by nmdang on 2008-03-26 13:20:23 as ** along with 2 people zinp marsili
  • Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Selecting Superior Returns and Controlling Risk
    (26 October 1999)
    by Richard C Grinold, Ronald N Kahn
    posted to portfolio quantitative by nmdang on 2008-03-26 13:14:46 as **** along with 1 person bigbossman
  • Elements of Information Theory 2nd Edition (Wiley Series in Telecommunications and Signal Processing)
    (18 July 2006)
    by Thomas M Cover, Joy A Thomas
    posted to information-theory portfolio by nmdang on 2008-03-26 13:10:34 as *** along with 10 people soramame_0518 quianominorleo MBFalcon ansobol mshafiei sbarthelme bayes alexzeh fjanoos BrianTomasik
  • Trading and Exchanges: Market Microstructure for Practitioners
    (24 October 2002)
    by Larry Harris
    posted to microstructure trading by nmdang on 2008-03-26 13:09:14 as ***
  • The incomplete gamma function since Tricomi
    (1998)
    by W Gautschi
    posted to incomplete-gamma by nmdang on 2008-03-07 14:50:49 as read
  • Numerical Solution of Stochastic Differential Equations (Stochastic Modelling and Applied Probability)
    (28 November 2000)
    by Peter E Kloeden, Eckhard Platen
    posted to numerical-method sde by nmdang on 2008-02-03 23:55:18 as **** along with 3 people ansobol Borelli felixmiguelc
  • Alternatives to Mean Variance for Portfolio Selection
    Handbook of Financial Economics
    by GC Philippatos
    posted to utility-based-framwork by nmdang on 2008-02-03 23:51:32 as read
  • Controlled Markov Processes and Viscosity Solutions (Stochastic Modelling and Applied Probability)
    (17 November 2005)
    by Wendell H Fleming, HM Soner
    posted to markov-process stochastic-control by nmdang on 2007-12-28 17:21:12 as read along with 1 person lehalle
  • Essentials of Stochastic Finance: Facts, Models, Theory
    (15 April 1999)
    by Albert N Shiryaev
    posted to stochastic-finance by nmdang on 2007-12-28 16:23:54 as read along with 1 person lehalle
  • Brownian Motion and Stochastic Calculus (Graduate Texts in Mathematics)
    (25 August 2004)
    by Ioannis Karatzas, Steven E Shreve
    posted to brownian-motion stochastic-calculus by nmdang on 2007-12-28 16:20:57 as read along with 2 people quianominorleo lehalle
  • Applied Stochastic Control of Jump Diffusions (Universitext)
    (28 June 2007)
    by Bernt Øksendal, Agnès Sulem
    posted to stochastic-control by nmdang on 2007-12-28 16:20:07 as read
  • Stochastic Differential Equations: An Introduction with Applications (Universitext)
    (22 December 2005)
    by Bernt Oksendal
    posted to sde stochastic-control by nmdang on 2007-12-28 16:19:34 as read along with 4 people ansobol Borelli alexv felixmiguelc
  • Stochastic Integration and Differential Equations
    (24 May 2005)
    by Philip E Protter
    posted to sde stochastic-integration by nmdang on 2007-12-28 16:18:57 as read
  • Probability
    (01 January 1996)
    by AN Shiryaev
    posted to probability by nmdang on 2007-12-28 16:18:18 as read along with 1 person toomash
  • Limit Theorems for Stochastic Processes
    (16 December 2002)
    by Jean Jacod, Albert N Shiryaev
    posted to limit-theorem stochastic-process by nmdang on 2007-12-28 16:17:46 as read along with 1 person lehalle
  • Numerical Methods for Stochastic Control Problems in Continuous Time (Stochastic Modelling and Applied Probability)
    (15 December 2000)
    by Harold J Kushner, Paul G Dupuis
    posted to continuous-time stochastic-control by nmdang on 2007-12-28 16:16:36 as *****
  • Time and the Price Impact of a Trade
    The Journal of Finance, Vol. 55, No. 6. (2000), pp. 2467-2498.
    by Alfonso Dufour, Robert F Engle
    posted to market-impact by nmdang on 2007-12-28 16:09:54 as **
  • Quantitative Model of Price Diffusion and Market Friction Based on Trading as a Mechanistic Random Process
    Physical Review Letters, Vol. 90, No. 10. (13 March 2003), 108102.
    by Marcus G Daniels, Doyne J Farmer, László Gillemot, Giulia Iori, Eric Smith
    posted to diffusion friction price trading by nmdang on 2007-12-28 16:08:51 as ** along with 2 people lehalle gi0rgi0ne
  • Optimal Control of Execution Costs for Portfolios
    Computing in Science and Engg., Vol. 1, No. 6. (November 1999), pp. 40-53.
    by Dimitris Bertsimas, Andrew W Lo, Paul Hummel
    posted to optimal-control by nmdang on 2007-12-28 16:06:37 as read along with 1 person Scis0000002
  • An Introduction to High-Frequency Finance
    (29 May 2001)
    by Ramazan Gençay, Michel Dacorogna, Ulrich A Muller, Olivier Pictet, Richard Olsen
    posted to high-frequency trading by nmdang on 2007-09-17 12:29:18 as read along with 2 people and 1 group alexr agupta0318 Autoregulation
  • Stochastic gradient boosting
    Comput. Stat. Data Anal., Vol. 38, No. 4. (February 2002), pp. 367-378.
    by Jerome H Friedman
    posted to boosting by nmdang on 2007-09-16 08:42:36 as read
  • Special Invited Paper. Additive Logistic Regression: A Statistical View of Boosting
    The Annals of Statistics, Vol. 28, No. 2. (2000), pp. 337-374.
    by Jerome Friedman, Trevor Hastie, Robert Tibshirani
    posted to boosting by nmdang on 2007-09-16 08:41:58 as read along with 1 person lisper
  • Greedy Function Approximation: A Gradient Boosting Machine
    The Annals of Statistics, Vol. 29, No. 5. (2001), pp. 1189-1232.
    by Jerome H Friedman
    posted to boosting by nmdang on 2007-09-16 08:40:17 as read along with 1 person bbabenko
  • Arcing Classifiers
    The Annals of Statistics, Vol. 26, No. 3. (1998), pp. 801-824.
    by Leo Breiman
    posted to boosting by nmdang on 2007-09-16 08:10:34 as **
  • A decision-theoretic generalization of on-line learning and an application to boosting
    (1995), pp. 23-37.
    by Yoav Freund, Robert E Schapire
    posted to boosting by nmdang on 2007-09-14 18:59:37 as read along with 9 people jiaojialin matjes assad79 mukundn syoyo Kazuki sugarexpletive zk00006 matumio
  • Classification and Regression Trees
    (01 January 1984)
    by Leo Breiman, Jerome Friedman, Charles J Stone, RA Olshen
    posted to cart by nmdang on 2007-09-14 16:07:54 as read along with 4 people yaroslavvb mthomure rabio rogerblake
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