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Taking Perturbation to the Accuracy Frontier: A Hybrid of Local and Global Solutions
Dynare Perturbation Hybrid Accuracy Numerical methods Approximation
2015/7/21
Local (perturbation) methods compute solutions in one point and tend to deliver far lower accuracy levels than global solution methods. We develop a hybrid
method that solves for some policy function...
How the Zebra Got Its Stripes:Imprinting of Individuals and Hybrid Social Ventures
Hybrid Organizations Imprinting Institutional Theory Social Entrepreneurship Organizations
2015/4/28
Hybrid organizations that combine multiple, existing organizational forms are frequently proposed as a source of organizational innovation, yet little is known about the origins of such organizations....
CPC/CPA Hybrid Bidding in a Second Price Auction
Online Advertising Auctions Bids and Bidding Measurement and Metrics Quality Mathematical Methods Web Sites
2015/4/21
We develop a model of online advertising in which each advertiser chooses from multiple advertising measurement metrics—paying either for each click on its ads (CPC), or for each purchase that follows...
Role of Knowledge Engineering in the Development of a Hybrid Knowledge Based Medical Information System for Atrial Fibrillation
Artificial Intelligence (AI) Decision Making Knowledge Engineering Knowledge Base Mortality Morbidity Knowledge Management (KM)
2013/2/19
In this paper, we are describing role of knowledge engineering in the development of a hybrid knowledge based medical information system. Knowledge engineering plays important role in development of v...
Feasibility Study of 1 MW Standalone Hybrid Energy System: For Technical Institutes
Hybrid Energy Systems Technical Institute PV-Solar Optimization DG Set
2013/2/23
Hybrid energy system (HES) is a combination of different renewable resources such as wind, solar, biomass, small/micro hydro, with fossil fuel powered diesel generator to provide electric power. This ...
Hybrid property, path dependence, market segmentation and financial exclusion: the case of the banking industry in China
banking industry financial exclusion financial geographies hybrid property
2011/9/24
This paper investigates the role of the state in the liberalisation of the banking industry in China and the implications for the conventional convergence thesis of market segmentation and financial e...
A dynamic hybrid model based on wavelets and fuzzy regression for time series estimation
Financial time series Wavelet decomposition Fuzzy regression SP500 index
2011/3/23
In the present paper, a fuzzy logic based method is combined with wavelet decomposition to develop a step-by-step dynamic hybrid model for the estimation of financial time series. Empirical tests on f...
Bayesian Inference of Stochastic Volatility Model by Hybrid Monte Carlo
Hybrid Monte Carlo Algorithm Stochastic Volatility Model
2010/10/18
The hybrid Monte Carlo (HMC) algorithm is applied for the Bayesian inference of the stochastic volatility (SV) model. We use the HMC algorithm for the Markov chain Monte Carlo updates of volatility va...
An application to credit risk of a hybrid Monte Carlo-Optimal quantization method
credit risk structural approach survival probability partial informainformation filtering optimal quantization Monte Carlo method
2010/11/1
In this paper we use a hybrid Monte Carlo-Optimal quantization method to approximate the conditional survival probabilities of a firm, given a structural model for its credit default, under partial in...
Hybrid Atlas Models
financial markets portfolios order statistics reflected Brow-nian motions stochastic stability
2010/11/2
We study Atlas-type models of equity markets with local characteristics that depend on both name and rank, and in ways that induce a stability of the capital distribution. Ergodic properties and ranki...
主讲人
Zhao Jingang 教授
加拿大University of Saskatchewan
题目
Equivalence between the Existence Theorems on Nash Equilibrium, Core and Hybrid Equilibrium
时间
2005年5月18日（星期三）下午2:00-3:30
地点
北京大学中国经济研究中心万众楼小教室
工作语...
The objective of this paper is to analyse national system for the regulation of the financial reporting of companies in the Czech Republic. The emphasis is on the process for setting rules, especially...