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	Euro Money Market Study 2008 [My Copy] (2009) posted to file-import-09-06-24 by 1stl on 2009-06-24 01:14:13 as
	Hidden Markov Models in Finance (International Series in Operations Research & Management Science) [My Copy] (April 2007) edited by Rogemar S. Mamon, Robert J. Elliott posted to file-import-09-06-24 by 1stl on 2009-06-24 01:14:13 as
	Sequential Monte Carlo Methods in Practice [My Copy] (June 2001) edited by Arnaud Doucet, Nando de Freitas, Neil Gordon, A. Smith posted to file-import-09-06-24 by 1stl on 2009-06-24 01:14:13 as
	Bayesian Forecasting and Dynamic Models (Springer Series in Statistics) [My Copy] (March 1999) by Mike West, Jeff Harrison posted to file-import-09-06-24 by 1stl on 2009-06-24 01:14:13 as
	Efficient Bayesian estimation of multivariate state space models [My Copy] Computational Statistics & Data Analysis, Vol. In Press, Accepted Manuscript (2009) by Chris M. Strickland, Ian, Robert Denham, Kerrie L. Mengersen posted to cycle file-import-09-06-24 stochastic by 1stl on 2009-06-24 01:14:12 as
	Monte Carlo Statistical Methods [My Copy] (July 2005) by Christian P. Robert, George Casella posted to file-import-09-06-24 by 1stl on 2009-06-24 01:14:12 as
	The Euro Interest Rate Swap Market [My Copy] (2003) by Eli M. Remolona, Philip D. Wooldridge posted to file-import-09-06-24 by 1stl on 2009-06-24 01:14:12 as
	Filtering via Simulation: Auxiliary Particle Filters [My Copy] Journal of the American Statistical Association, Vol. 94, No. 446. (1999), pp. 590-599. by Michael K. Pitt, Neil Shephard posted to file-import-09-06-24 by 1stl on 2009-06-24 01:14:12 as
	Time-varying yield curve dynamics and monetary policy [My Copy] Journal of Applied Econometrics (2009) by Haroon Mumtaz, Paolo Surico posted to file-import-09-06-24 by 1stl on 2009-06-24 01:14:12 as
	The Unscented Particle Filter [My Copy] Advances in Neural Information Processing Systems (NIPS13) (2001) by R. Merwe, A. Doucet, N. Freitas, E. Wan posted to file-import-09-06-24 by 1stl on 2009-06-24 01:14:12 as
	Monte Carlo and Quasi-Monte Carlo Sampling (Springer Series in Statistics) [My Copy] (February 2009) by Christiane Lemieux posted to file-import-09-06-24 by 1stl on 2009-06-24 01:14:12 as
	Testing the assumptions behind importance sampling [My Copy] (2009) by Siem J. Koopman, Neil Shepard, Drew Grewal posted to file-import-09-06-24 by 1stl on 2009-06-24 01:14:12 as
	SMCTC: Sequential Monte Carlo in C++ [My Copy] Journal of Statistical Software, Vol. 30, No. 6. (2009), pp. 1-41. by Adam M. Johansen posted to file-import-09-06-24 by 1stl on 2009-06-24 01:14:12 as
	Optimal Filtering of Jump Diffusions: Extracting Latent States from Asset Prices [My Copy] Rev. Financ. Stud., Vol. 22, No. 7. (2009), pp. 2559-2599. by Michael S. Johannes, Nicholas G. Polson, Jonathan R. Stroud posted to file-import-09-06-24 by 1stl on 2009-06-24 01:14:12 as
	Optimal Filtering of Jump Diffusions: Extracting Latent States from Assest Prices [My Copy] Review of Financial Studies, Vol. forthcoming (2009) by Michael S. Johannes, Nicholas G. Polson, Jonathan R. Stroud posted to file-import-09-06-24 by 1stl on 2009-06-24 01:14:12 as
	Novel Approach to Nonlinear/Non-Gaussian Bayesian State Estimation [My Copy] Radar and Signal Processing, IEEE Proceedings F In Radar and Signal Processing, IEEE Proceedings F, Vol. 140, No. 2. (1993), pp. 107-113. by N. J. Gordon, D. J. Salmond, A. F. M. Smith posted to bayesian estimation file-import-09-06-24 by 1stl on 2009-06-24 01:14:12 as
	Bayesian Inference for Nonlinear Multivariate Diffusion Models Observed with Error [My Copy] Computational Statistics & Data Analysis, Vol. 52 (2008), pp. 1674-1693. by A. Golightly, D. J. Wilkinson posted to file-import-09-06-24 by 1stl on 2009-06-24 01:14:12 as
	Bayesian Methods for Neural Networks. [My Copy] (1999) by Joao F. G. de Freitas posted to file-import-09-06-24 by 1stl on 2009-06-24 01:14:12 as
	Risk Matters: The Real Effects of Volatility Shocks [My Copy] SSRN eLibrary (2009) by Jess F. Villaverde, Pablo G. Quintana, Juan, Martin Uribe posted to dsge economy file-import-09-06-24 models open small stochastic volatility by 1stl on 2009-06-24 01:14:12 as
	The Oxford Handbook of Nonlinear Filtering [My Copy] (2009) by Arnaud Doucet, Adam M. Johansen edited by D. Crisan, B. Rozovsky posted to file-import-09-06-24 by 1stl on 2009-06-24 01:14:12 as
	Sequential Monte Carlo Methods in Practice [My Copy] (2001) by Arnaud Doucet, Nando de Freitas, Neil Gordon edited by Arnaud Doucet, Nando de Freitas, Neil Gordon, A. Smith posted to file-import-09-06-24 by 1stl on 2009-06-24 01:14:12 as
	Effcient Likelihood Evaluation of State-Space Representations [My Copy] (2009) by David N. Dejong, Hariharan Dharmarajan, Roman Liesenfeld, Guilherme V. Moura, Jean F. Richard posted to file-import-09-06-24 by 1stl on 2009-06-24 01:14:12 as
	Sequential Monte Carlo Methods to Train Neural Network Models [My Copy] Neural Computation, Vol. 12, No. 4. (2000), pp. 955-993. by J. F. G. De Freitas, M. A. Niranjan, A. H. Gee, A. Doucet posted to file-import-09-06-24 by 1stl on 2009-06-24 01:14:11 as
	Forecasting of High Frequency Financial Time Series [My Copy] (2008) by Simon Dablemont posted to file-import-09-06-24 by 1stl on 2009-06-24 01:14:11 as
	Analysis of Filtering and Smoothing algorithms for Lévy-driven Stochastic Volatility Models [My Copy] Computational Statistics & Data Analysis, Vol. 52 (2008), pp. 2863-2876. by Drew D. Creal posted to file-import-09-06-24 by 1stl on 2009-06-24 01:14:11 as
	On the Term Structure of Default Premia in the Swap and LIBOR Markets [My Copy] The Journal of Finance, Vol. 56 (2001), pp. 1095-1115. by Pierre C. Dufresne, Bruno Solnik posted to file-import-09-06-24 by 1stl on 2009-06-24 01:14:11 as
	Bayesian Inference and State Number Determination for Hidden Markov Models: an Application to the Information Content of the Yield Curve about Inflation [My Copy] Journal of Econometrics, Vol. 123 (2004), pp. 327-344. by Nicolas Chopin, Florian Pelgrin posted to file-import-09-06-24 by 1stl on 2009-06-24 01:14:11 as
	PFLib: an object oriented MATLAB toolbox for particle filtering [My Copy] Proceedings of SPIE Signal Processing, Sensor Fusion and Target Recognition XVI, Vol. 6567 (2007) by L. Chen, C. Lee, A. Budhiraja, R. K. Mehra posted to file-import-09-06-24 by 1stl on 2009-06-24 01:14:11 as
	An improved particle filter for non-linear problems [My Copy] IEE Proceedings Ñ Radar, Sonar and Navigation,, Vol. 46, No. 1. (1999), pp. 2-7. by J. Carpenter, P. Clifford, P. Fearnhead posted to file-import-09-06-24 by 1stl on 2009-06-24 01:14:11 as
	An Overview of Existing Methods and Recent Advances in Sequential Monte Carlo [My Copy] Proceedings of the IEEE, Vol. 95, No. 5. (2007) by Olivier Cappé, Simon Godsill, Eric Moulines posted to file-import-09-06-24 by 1stl on 2009-06-24 01:14:11 as
	Predictability of Interest Rates and Interest-Rate Portfolios [My Copy] Journal of Business and Economic Statistics, forthcoming (2006) by Turan G. Bali, Massoud Heidari, Liuren Wu posted to errors expectation factors file-import-09-06-24 hypotheses interest predictability pricing rates structure term by 1stl on 2009-06-24 01:14:11 as
	Analysis of Commodity Prices with the Particle Filter [My Copy] Energy Economics, Vol. 30 (2008), pp. 597-605. by Fernando, Tara, Edison posted to file-import-09-06-24 by 1stl on 2009-06-24 01:14:10 as
	The Craft of Research, Third Edition (Chicago Guides to Writing, Editing, and Publishing) [My Copy] (15 April 2008) by Wayne C. Booth, Gregory G. Colomb, Joseph M. Williams posted to no-tag by 1stl on 2008-11-13 09:37:27 as along with 6 people and 1 group fheintz lucybuykx lauragon oglassey choonpeng derchao LInS
	Energy and Power Risk Management: New Developments in Modeling, Pricing and Hedging [My Copy] (20 December 2002) by Alexander Eydeland, Krzysztof Wolyniec posted to energy by 1stl on 2007-05-07 08:19:58 as along with 2 groups Statistics_and_Social_Science OR
	Understanding Today's Electricity Business [My Copy] by Bob Shively, John Ferrare posted to electricity by 1stl on 2007-05-07 08:16:13 as along with 2 groups Statistics_and_Social_Science OR
	Fundamentals of Power System Economics [My Copy] (28 May 2004) by Daniel S. Kirschen, Goran Strbac posted to electricity by 1stl on 2007-05-07 08:15:00 as along with 2 groups Statistics_and_Social_Science OR
	Market Operations in Electric Power Systems: Forecasting, Scheduling, and Risk Management [My Copy] (28 March 2002) by M. Shahidehpour, H. Yamin, Zuyi Li posted to electricity by 1stl on 2007-05-07 08:11:00 as along with 2 groups Statistics_and_Social_Science OR
	Modelling Prices in Competitive Electricity Markets (The Wiley Finance Series) [My Copy] (23 April 2004) by D. W. Bunn posted to electricity by 1stl on 2007-05-07 08:09:08 as along with 1 person and 2 groups christianwinzer Statistics_and_Social_Science OR
	Modeling and Forecasting Electricity Loads and Prices: A Statistical Approach (The Wiley Finance Series) [My Copy] (18 December 2006) by Rafal Weron posted to electricity by 1stl on 2007-05-07 08:08:37 as along with 1 person and 2 groups christianwinzer Statistics_and_Social_Science OR
	Amazon.com: Interest Rate Risk Modeling : The Fixed Income Valuation Course: Books: Sanjay K. Nawalkha,Gloria M. Soto,Natalia K. Beliaeva [My Copy] posted to fixed income by 1stl on 2007-03-19 23:01:19 as along with 2 groups Statistics_and_Social_Science OR
	Modeling Derivatives Applications in Matlab, C++, and Excel [My Copy] (18 December 2006) by Justin London posted to derivatives excel matlab by 1stl on 2006-12-29 18:34:45 as along with 2 groups Statistics_and_Social_Science OR
	Amazon.com: The LIBOR Market Model in Practice (The Wiley Finance Series): Books: Dariusz Gatarek,Przemyslaw Bachert,Robert Maksymiuk [My Copy] posted to interestrate by 1stl on 2006-12-10 15:03:58 as along with 2 groups Statistics_and_Social_Science OR
	Asset Pricing [My Copy] (01 January 2001) by John H. Cochrane posted to finance by 1stl on 2006-12-05 22:15:45 as along with 1 person and 2 groups rivadeneyra Statistics_and_Social_Science OR
	Tools for Computational Finance (Universitext) [My Copy] (11 May 2006) by Rüdiger U. Seydel posted to finance by 1stl on 2006-11-29 22:15:05 as along with 1 person and 2 groups bridgestone Statistics_and_Social_Science OR
	Measure, Integral and Probability [My Copy] (30 August 2004) by Marek Capinski, Peter E. Kopp, M. Capinski posted to probability by 1stl on 2006-11-29 21:56:23 as along with 1 person and 2 groups toomash Statistics_and_Social_Science OR
	Measures, Integrals and Martingales [My Copy] (16 January 2006) by René L. Schilling posted to probability by 1stl on 2006-11-29 21:47:23 as along with 2 groups Statistics_and_Social_Science OR
	Amazon.com: Introduction to C for Financial Engineers with CD: An Object-Oriented Approach (The Wiley Finance Series): Books: Daniel J. Duffy [My Copy] posted to c by 1stl on 2006-11-20 23:15:20 as along with 2 groups Statistics_and_Social_Science OR
	On the expected optimal value and the optimal expected value [My Copy] Applied Mathematics and Computation, Vol. 180, No. 1. (1 September 2006), pp. 330-341. by Ana-Maria Croicu, Yousuff M. Hussaini posted to slp by 1stl on 2006-09-12 13:32:51 as along with 2 groups Statistics_and_Social_Science OR
	Robust portfolio planning in the presence of market anomalies [My Copy] Omega, Vol. 35, No. 1. (February 2007), pp. 1-6. by Cemal B. Og[caron]uzsoy, Sibel Guven posted to slp by 1stl on 2006-09-12 13:32:22 as along with 2 groups Statistics_and_Social_Science OR
	Modeling Derivatives in C++ (Wiley Finance) [My Copy] (17 September 2004) by Justin London posted to c by 1stl on 2006-08-07 20:09:19 as along with 1 person and 2 groups Fin Statistics_and_Social_Science OR

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1stl's library 100 articles Export

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