lehalle's probability [17 articles] Export

Recent papers added to lehalle's library classified by the tag probability. You can also see everyone's probability.

	Markov Random Field Modeling in Image Analysis (Advances in Pattern Recognition) [My Copy] (10 March 2009) by Stan Z. Li posted to statistics statistical-learning probability bayesian-statistics by lehalle on 2009-11-21 08:21:28 as along with 1 person cpsaltis
	Financial Modelling with Jump Processes (Chapman & Hall/Crc Financial Mathematics Series) [My Copy] (30 December 2003) by Rama Cont, Peter Tankov posted to stochastic-calculus probability jump by lehalle on 2009-11-01 10:21:32 as
	A Note on Reflecting Brownian Motions [My Copy] Electronic Communications in Probability, Vol. 7 (2002), pp. 117-122. by Florin Soucaliuc, Wendelin Werner posted to stochastic-calculus probability by lehalle on 2009-10-29 12:54:41 as
	Differential equation approximations for Markov chains [My Copy] Probablility Survey, Vol. 8 (2005) by Richard W. R. Darling, James R. Norris posted to stochastic-algorithm statistics probability markov_chain by lehalle on 2009-10-29 12:28:03 as
	Base-Invariance Implies Benford's Law [My Copy] Proceedings of the American Mathematical Society, Vol. 123, No. 3. (1995), pp. 887-895. by Theodore P. Hill posted to statistics probability by lehalle on 2009-10-28 19:49:32 as along with 1 person dir289
	Inequalities for the occurrence times of rare events in mixing processes. The state of the art. [My Copy] In in Mixing Processes. The State of the Art,” Markov Proc. Relat. Fields, Vol. 7 (2000) by Miguel Abadi, Antonio Galves, Dedicated To Joel Lebowitz posted to statistics probability by lehalle on 2009-09-09 20:09:49 as
	Modèles Markoviens [My Copy] (2009) by Philippe Bougerol posted to control probability by lehalle on 2009-07-21 19:10:25 as
	Point Processes and Queues, Martingale Dynamics [My Copy] (12 October 1981) by Pierre Bremaud, P. Bremaud posted to mathematics probability by lehalle on 2009-05-03 10:56:49 as
	Large deviations for singular and degenerate diffusion models in adaptive evolution [My Copy] (13 Mar 2009) by Nicolas Champagnat posted to evolution genetical-algorithm probability statistics by lehalle on 2009-03-16 20:39:00 as
	A Dynamic Algorithm for Smart Order Routing [My Copy] (2008) by Robert Almgren, Bill Harts posted to microstructure probability statistical-learning statistics trading by lehalle on 2008-12-31 13:38:51 as
	Relative Volume as a Doubly Stochastic Binomial Point Process [My Copy] (2004) by James Mcculloch posted to finance probability trading by lehalle on 2008-07-24 18:22:36 as
	Optimal VWAP trading strategy and relative volume [My Copy] (2007) by James Mcculloch, Vladimir Kazakov posted to finance probability statistics trading by lehalle on 2008-07-24 18:20:58 as
	Continuous Martingales and Brownian Motion (Grundlehren der mathematischen Wissenschaften) [My Copy] (22 December 2004) by Daniel Revuz, Marc Yor posted to probability stochastic-calculus by lehalle on 2008-06-18 13:54:34 as along with 2 people nmdang larrard
	Théorie de la spéculation [My Copy] Annales scientifiques de l'École Normale Supérieure, Ser 3, Vol. 17 (1900), pp. 12-86. by Louis Bachelier posted to finance probability stochastic-calculus by lehalle on 2007-12-28 13:10:20 as along with 1 person quianominorleo
	Review of 'Estimating probable maximum loss with order statistics' [My Copy] Vol. LXX, No. 133-134. (1983) by Margaret E. Wilkinson, Albert Beer posted to distribution probability ref statistics by lehalle on 2007-05-31 10:30:36 as
	Estimating probable maximum loss with order statistics [My Copy] Vol. LXX, No. 133-134. (1983) by Margaret E. Wilkinson posted to distribution probability ref statistics by lehalle on 2007-05-31 10:30:36 as
	Probability Theory [My Copy] (1998) by A. A. Borovkov posted to probability by lehalle on 2007-05-30 16:35:47 as

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finance	161
statistics	138
stochastic-calculus	58
microstructure	35
trading	34
ref	29
control	27
optimization	22
statistical-learning	20
marketing	19
concurrence	19
probability	17
market-impact	15
portfolio	15
volatility	14
high-frequency	13
ny-quant-finance-seminar	13
stochastic-algorithm	13
optimal-trading	10
mathematics	9
em-algorithm	8
stochastic-control	8
algo-trading	7
hedge	6
arbitrage	6
econometry	6
mathematical-statistics	5
quantitative-trading	5
ann	5
estimation	5
volumes	4
monitoring	4
correlations	4
programming	4
funds	4
ratio	4
market-model	4
omega	4
kernel	4
order-book	4
dimension-reduction	3
tca	3
market-making	3
credit	3
science	3
algorithm	3
cds	3
computer-science	3
bayesian-statistics	3
dynamical-systems	2
problem-solving	2
legal	2
censored-statistics	2
fractal	2
compression	2
large-deviations	2
pricing	2
pde	2
economy	2
distribution	2
valuation	2
innovation	2
jump	2
diagnosis	2
cours	2
random-matrix	2
hypothesis-testing	2
risk	2
ensae	2
rules	2
copula	2
semidefinite-programming	1
complexity	1
multiscale-analysis	1
timeseries	1
matlab	1
logic	1
game-theory	1
akaike	1
brownian-motion	1
tex	1
variance	1
fun	1
spectral-decomposition	1
functional-programming	1
dynamic-programming	1
vibrations	1
benford	1
capm	1
data-visualization	1
density	1
at	1
portfolio_optimization	1
risk-neutral	1
publications	1
simulation	1
credit_default_swap	1
threshold-crossing	1
performance	1
markov_chain	1
smart-order-routing	1
derivatives	1
simple	1
covariance	1
interest-rate	1
combinatorial-geometry	1
signale-processing	1
yield	1
wavelets	1
evolution	1
estimator	1
student	1
automotive	1
noise	1
aerospace	1
value	1
options_pricing	1
detection	1
basket	1
genetical-algorithm	1
measure	1
robbins-monro	1
numerical-computations	1

lehalle's probability [17 articles] Export

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