A Moment Matching Market Implied Calibration

SSRN Electronic Journal ◽

10.2139/ssrn.2021466 ◽

2012 ◽

Author(s):

Florence Guillaume ◽

Wim Schoutens

Keyword(s):

Moment Matching ◽

Matching Market

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A moment matching market implied calibration

Quantitative Finance ◽

10.1080/14697688.2013.794950 ◽

2013 ◽

Vol 13 (9) ◽

pp. 1359-1373 ◽

Cited By ~ 8

Author(s):

Florence Guillaume ◽

Wim Schoutens

Keyword(s):

Moment Matching ◽

Matching Market

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Linear system reduction using approximate moment matching

IEE Proceedings D Control Theory and Applications ◽

10.1049/ip-d.1990.0040 ◽

1990 ◽

Vol 137 (5) ◽

pp. 322

Author(s):

M. Bettayeb ◽

U.M. Al-Saggaf

Keyword(s):

Linear System ◽

Moment Matching ◽

System Reduction

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Marital-property scheme, marriage promotion and matching market equilibrium

10.32469/10355/5856 ◽

2006 ◽

Author(s):

Yau-Jr Liu

Keyword(s):

Market Equilibrium ◽

Matching Market ◽

Marital Property ◽

Marriage Promotion

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Nonlinear Model Reduction by Moment Matching

10.1561/9781680833317 ◽

2017 ◽

Author(s):

Giordano Scarciotti ◽

Alessandro Astolfi

Keyword(s):

Model Reduction ◽

Nonlinear Model ◽

Moment Matching ◽

Nonlinear Model Reduction

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Training Recurrent Neural Network through Moment Matching for NLP Applications

10.21437/interspeech.2018-1369 ◽

2018 ◽

Author(s):

Yue Deng ◽

Yilin Shen ◽

KaWai Chen ◽

Hongxia Jin

Keyword(s):

Neural Network ◽

Recurrent Neural Network ◽

Moment Matching

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Moment Matching: A New Optimization-Based Sampling Scheme for Uncertainty Quantification of Reactor-Physics Analysis

Nuclear Science and Engineering ◽

10.1080/00295639.2021.1923338 ◽

2021 ◽

pp. 1-18

Author(s):

Bingbing Ji ◽

Zhiping Chen ◽

Jia Liu ◽

Liangzhi Cao ◽

Zhuojie Sui ◽

...

Keyword(s):

Uncertainty Quantification ◽

Sampling Scheme ◽

Moment Matching ◽

Reactor Physics

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A moment matching approach to log-normal portfolio optimization

Computational Management Science ◽

10.1007/s10287-016-0255-4 ◽

2016 ◽

Vol 13 (4) ◽

pp. 501-520

Author(s):

Elçin Çetinkaya ◽

Aurélie Thiele

Keyword(s):

Portfolio Optimization ◽

Moment Matching ◽

Log Normal

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Stable stochastic capacity expansion with variable renewables: Comparing moment matching and stratified scenario generation sampling

Applied Energy ◽

10.1016/j.apenergy.2021.117538 ◽

2021 ◽

Vol 302 ◽

pp. 117538

Author(s):

Stian Backe ◽

Mohammadreza Ahang ◽

Asgeir Tomasgard

Keyword(s):

Capacity Expansion ◽

Scenario Generation ◽

Moment Matching ◽

Stochastic Capacity

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A new look at model reduction by moment matching for linear systems

2007 46th IEEE Conference on Decision and Control ◽

10.1109/cdc.2007.4434367 ◽

2007 ◽

Cited By ~ 16

Author(s):

Alessandro Astolfi

Keyword(s):

Model Reduction ◽

Linear Systems ◽

Moment Matching ◽

New Look

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A Framework for Reduced Order Modeling with Mixed Moment Matching and Peak Error Objectives

SIAM Journal on Scientific Computing ◽

10.1137/090761136 ◽

2010 ◽

Vol 32 (2) ◽

pp. 745-773 ◽

Cited By ~ 2

Author(s):

Keith R. Santarelli

Keyword(s):

Reduced Order Modeling ◽

Moment Matching ◽

Reduced Order ◽

Mixed Moment

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