Abstract—In this paper I use Monte Carlo simulated option data to investigate the empirical power of six Risk Neutral Density (RND) estimation techniques. Three alternative appro...
For the study of traffic flow, a number of factors for traffic flow is difficult to accurate description variables with specific parameters, but in similar circumstances, traffic ...
Abstract. Classical formulations of data-assimilation perform poorly when forecast locations of weather systems are displaced from their observations. They compensate position erro...
There is significant experimental evidence that prediction markets are efficient mechanisms for aggregating information and are more accurate in forecasting events than tradition...
Abstract. Fitting parameterized 3D shape and general reflectance models to 2D image data is challenging due to the high dimensionality of the problem. The proposed method combines ...