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第十一届国际金融网络方法研讨会（Annual Methods in International Finance Network Workshop (MIFN)）
第十一届 国际金融 网络方法 研讨会
2017/5/22
The Methods in International Finance Network (MIFN) aims at promoting research in the field of international finance. It provides a platform for researchers and advanced PhD students to exchange resea...
第十一届国际金融方法国际研讨会年会（Annual Methods in International Finance Network Workshop (MIFN)）
第十一届 国际金融方法 国际研讨会 年会
2017/5/12
The Methods in International Finance Network (MIFN) aims at promoting research in the field of international finance. It provides a platform for researchers and advanced PhD students to exchange resea...
Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain
Inference on a low-dimensional parameter after model selection imperfect model selection instrumental variables Lasso post-Lasso data-driven penalty heteroscedasticity non-Gaussian errors moderate deviations for self-normalized sums
2014/9/10
We develop results for the use of Lasso and post-Lasso methods to form first-stage predictions and estimate optimal instruments in linear instrumental variables (IV) models with many instruments, p. O...
Transformation methods for evaluating approximations to the optimal exercise boundary for linear and nonlinear Black-Scholes equations
Transformation methods evaluating approximations optimal exercise boundary linear nonlinear Black-Scholes equations
2010/12/17
The purpose of this survey chapter is to present a transformation technique that can be used in analysis and numerical computation of the early exercise boundary for an American style of vanilla opti...
Comparison of detrending methods for fluctuation analysis
Comparison detrending methods fluctuation analysis
2010/12/17
We examine several recently suggested methods for the detection of long-range correlations in data series based on similar ideas as the well-established Detrended Fluctuation Analysis (DFA). In partic...