Density Function Estimation Based on SVM: An Application in Estimating Liquidity Risk in Stock Market

2009 ◽  
Author(s):  
Yiwen Yang ◽  
Chenxi Zhang
Keyword(s):  
Stock Market ◽  
Density Function ◽  
Liquidity Risk ◽  
Function Estimation ◽  
Density Function Estimation

Maximum-likelihood maximum-entropy constrained probability density function estimation for prediction of rare events

AIChE Journal ◽  
2014 ◽  
Vol 60 (3) ◽  
pp. 1013-1026 ◽  
Author(s):  
Taha Mohseni Ahooyi ◽  
Masoud Soroush ◽  
Jeffrey E. Arbogast ◽  
Warren D. Seider ◽  
Ulku G. Oktem
Keyword(s):  
Maximum Likelihood ◽  
Probability Density Function ◽  
Probability Density ◽  
Maximum Entropy ◽  
Density Function ◽  
Rare Events ◽  
Function Estimation ◽  
Density Function Estimation

scholarly journals On the Method of Logarithmic Cumulants for Parametric Probability Density Function Estimation

2013 ◽  
Vol 22 (10) ◽  
pp. 3791-3806 ◽  
Author(s):  
Vladimir A. Krylov ◽  
Gabriele Moser ◽  
Sebastiano B. Serpico ◽  
Josiane Zerubia
Keyword(s):  
Probability Density Function ◽  
Probability Density ◽  
Density Function ◽  
Function Estimation ◽  
Density Function Estimation

Sparse probability density function estimation using the minimum integrated square error

2013 ◽  
Vol 115 ◽  
pp. 122-129 ◽  
Author(s):  
Xia Hong ◽  
Sheng Chen ◽  
Abdulrohman Qatawneh ◽  
Khaled Daqrouq ◽  
Muntasir Sheikh ◽  
...  
Keyword(s):  
Probability Density Function ◽  
Probability Density ◽  
Density Function ◽  
Function Estimation ◽  
Density Function Estimation
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