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检索条件"主题词=nonparametric kernel regression"
26 条 记 录,以下是1-10 订阅
排序:
A nonparametric kernel regression approach for pricing options on stock market index
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APPLIED ECONOMICS 2016年 第10期48卷 902-913页
作者: Kung, James J. Ming Chuan Univ Dept Int Business Taipei Taiwan
Previous options studies typically assume that the dynamics of the underlying asset price follow a geometric Brownian motion (GBM) when pricing options on stocks, stock indices, currencies or futures. However, there i... 详细信息
来源: 评论
Pattern Recognition Based on the nonparametric kernel regression Method in A-share Market
Pattern Recognition Based on the Nonparametric Kernel Regres...
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International Conference on Soft Computing Techniques and Engineering Application (ICSCTEA)
作者: Sun, Huaiyu Zhu, Mi He, Feng Wuhan Univ Econ & Management Sch Wuhan 430072 Peoples R China China Investment Secur Co Ltd Res Dept Shenzhen Peoples R China UBS SDIC Fund Management Co Ltd Prod Design Dept Shenzhen Peoples R China
Fourteen kinds of technical pattern in A-share market have been automatically identified in this paper, using nonparametric kernel regression method and quantitative recognition rules that are constrained and improved... 详细信息
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An econometric identification of ineffective common-cold advertising
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INTERNATIONAL JOURNAL OF PHARMACEUTICAL AND HEALTHCARE MARKETING 2023年 第4期17卷 476-494页
作者: Vinod, Hrishikesh Jetta, Kurt Rengifo, Minaya Eric Fordham Univ Dept Econ New York NY 10458 USA TABS Grp Shelton CT USA
PurposeThis study aims to highlight potential savings in advertising budgets. Design/methodology/approachThis study uses modern computer-based tools including stochastic dominance to check if advertising expenses are ... 详细信息
来源: 评论
Sufficient dimension reduction and instrument search for data with nonignorable nonresponse
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BERNOULLI 2021年 第2期27卷 930-945页
作者: Zhao, Puying Wang, Lei Shaw, Jun Yunnan Univ Dept Stat Kunming Yunnan Peoples R China Nankai Univ Sch Stat & Data Sci Tianjin Peoples R China Univ Wisconsin Dept Stat Madison WI 53706 USA
Consider a response variable subject to nonignorable nonresponse and a fully observed covariate vector. The purpose of our study is threefold. First, we study how to extend nonparametric sufficient dimension reduction... 详细信息
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How public and government matter in industrial pollution mitigation performance: Evidence from China
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JOURNAL OF CLEANER PRODUCTION 2021年 306卷 127099-127099页
作者: Dong, Feng Pan, Yuling Li, Yangfan Zhang, Shuaiqing China Univ Min & Technol Sch Econ & Management Xuzhou 221116 Jiangsu Peoples R China
Every country must face the problem of controlling industrial pollution during industrialization. Although low-carbon development has become important to global economic development, industrial pollution remains a pro... 详细信息
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Semiparamertic Dimension Reduction Model and Applications
Semiparamertic Dimension Reduction Model and Applications
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作者: Zhao, Ge The Pennsylvania State University
学位级别:Ph.D., Doctor of Philosophy
In the robust nonparametric kernel regression context, we prescribe a data driven method to select the trimming parameter and the bandwidth robustly. The estimator is obtained through solving estimating equations, and... 详细信息
来源: 评论
A fast and manufacture-friendly optical proximity correction based on machine learning
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MICROELECTRONIC ENGINEERING 2017年 168卷 15-26页
作者: Ma, Xu Jiang, Shangliang Wang, Jie Wu, Bingliang Song, Zhiyang Li, Yanqiu Beijing Inst Technol Key Lab Photoelect Imaging Technol & Syst Minist Educ China Beijing 100081 Peoples R China Univ Calif Berkeley Dept Elect Engn & Comp Sci Berkeley CA 94706 USA
Pixel-based optical proximity correction (PBOPC) is currently a key resolution enhancement technique to push the resolution limit of optical lithography. However, the increasing scale, density and complexity of modern... 详细信息
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nonparametric causal inference from observational time series through marginal integration
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ECONOMETRICS AND STATISTICS 2017年 2卷 81-105页
作者: Li, Shu Ernest, Jan Buehlmann, Peter Swiss Fed Inst Technol Seminar Stat Ramistr 101 CH-8092 Zurich Switzerland
Causal inference from observational data is an ambitious but highly relevant task, with diverse applications ranging from natural to social sciences. Within the scope of non-parametric time series, causal inference de... 详细信息
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Real time air quality forecasting using integrated parametric and non-parametric regression techniques
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ATMOSPHERIC ENVIRONMENT 2015年 103卷 53-65页
作者: Donnelly, Aoife Misstear, Bruce Broderick, Brian Univ Dublin Trinity Coll Coll Green Dept Civil Struct & Environm Engn Dublin 2 Ireland
This paper presents a model for producing real time air quality forecasts with both high accuracy and high computational efficiency. Temporal variations in nitrogen dioxide (NO2) levels and historical correlations bet... 详细信息
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Probability Density Estimation Based on nonparametric Local kernel regression
Probability Density Estimation Based on Nonparametric Local ...
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7th International Symposium on Neural Networks
作者: Han, Min Liang, Zhi-ping Dalian Univ Technol Sch Elect & Informat Engn Dalian 116023 Liaoning Peoples R China
In this research, a local kernel regression method was proposed to improve the computational efficiency after analyzing the kernel weights oh the non-parametric kernel regression. Based on the correlation between the ... 详细信息
来源: 评论