Bayesian Networks and Stochastic Factor Models

SSRN Electronic Journal ◽

10.2139/ssrn.2688324 ◽

2015 ◽

Cited By ~ 1

Author(s):

Vladimir Chorniy ◽

Andrei Greenberg

Keyword(s):

Bayesian Networks ◽

Factor Models ◽

Stochastic Factor

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Representation of Homothetic Forward Performance Processes in Stochastic Factor Models Via Ergodic and Infinite Horizon BSDE

SSRN Electronic Journal ◽

10.2139/ssrn.2870445 ◽

2016 ◽

Cited By ~ 2

Author(s):

Gechun Liang ◽

Thaleia Zariphopoulou

Keyword(s):

Infinite Horizon ◽

Factor Models ◽

Stochastic Factor ◽

Forward Performance

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Optimal proportional reinsurance and investment for stochastic factor models

Insurance Mathematics and Economics ◽

10.1016/j.insmatheco.2019.03.006 ◽

2019 ◽

Vol 87 ◽

pp. 15-33 ◽

Cited By ~ 2

Author(s):

M. Brachetta ◽

C. Ceci

Keyword(s):

Factor Models ◽

Proportional Reinsurance ◽

Stochastic Factor

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Numerical pricing of American options under two stochastic factor models with jumps using a meshless local Petrov–Galerkin method

Applied Numerical Mathematics ◽

10.1016/j.apnum.2017.01.015 ◽

2017 ◽

Vol 115 ◽

pp. 252-274 ◽

Cited By ~ 11

Author(s):

Jamal Amani Rad ◽

Kourosh Parand

Keyword(s):

Galerkin Method ◽

American Options ◽

Factor Models ◽

Stochastic Factor

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A Game Theoretical Approach to Homothetic Robust Forward Investment Performance Processes in Stochastic Factor Models

SIAM Journal on Financial Mathematics ◽

10.1137/20m1334280 ◽

2021 ◽

Vol 12 (3) ◽

pp. 867-897

Author(s):

Juan Li ◽

Wenqiang Li ◽

Gechun Liang

Keyword(s):

Theoretical Approach ◽

Factor Models ◽

Investment Performance ◽

Game Theoretical Approach ◽

Stochastic Factor

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A Game Theoretical Approach to Homothetic Robust Forward Investment Performance Processes in Stochastic Factor Models

SSRN Electronic Journal ◽

10.2139/ssrn.3601075 ◽

2020 ◽

Author(s):

Juan Li ◽

Wenqiang Li ◽

Gechun Liang

Keyword(s):

Theoretical Approach ◽

Factor Models ◽

Investment Performance ◽

Game Theoretical Approach ◽

Stochastic Factor

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Representation of Homothetic Forward Performance Processes in Stochastic Factor Models via Ergodic and Infinite Horizon BSDE

SIAM Journal on Financial Mathematics ◽

10.1137/15m1048847 ◽

2017 ◽

Vol 8 (1) ◽

pp. 344-372 ◽

Cited By ~ 12

Author(s):

Gechun Liang ◽

Thaleia Zariphopoulou

Keyword(s):

Infinite Horizon ◽

Factor Models ◽

Stochastic Factor ◽

Forward Performance

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Construction of a class of forward performance processes in stochastic factor models, and an extension of Widder’s theorem

Finance and Stochastics ◽

10.1007/s00780-020-00436-1 ◽

2020 ◽

Vol 24 (4) ◽

pp. 981-1011 ◽

Cited By ~ 1

Author(s):

Levon Avanesyan ◽

Mykhaylo Shkolnikov ◽

Ronnie Sircar

Keyword(s):

Factor Models ◽

Stochastic Factor ◽

Forward Performance

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Alternative Factor Models and Factorial Invariance of the GHQ-12: A Large Sample Analysis Using Confirmatory Factor Analysis.

Psychological Assessment ◽

10.1037/1040-3590.17.2.231 ◽

2005 ◽

Vol 17 (2) ◽

pp. 231-236 ◽

Cited By ~ 75

Author(s):

Mark Shevlin ◽

Gary Adamson

Keyword(s):

Factor Analysis ◽

Confirmatory Factor Analysis ◽

Factor Models ◽

Factorial Invariance ◽

Sample Analysis ◽

Large Sample ◽

Confirmatory Factor ◽

Large Sample Analysis

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Investigating Nonlinearities With Bayesian Networks

PsycEXTRA Dataset ◽

10.1037/e340982004-001 ◽

2003 ◽

Author(s):

Petri Nokelainen

Keyword(s):

Bayesian Networks

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ON THE UNIVERSALITY OF BAYESIAN NETWORKS IN THE CONTEXT OF DATA INDEPENDENCE

Философия науки ◽

10.15372/ps20170404 ◽

2017 ◽

Keyword(s):

Bayesian Networks ◽

Data Independence

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