The following pages link to (Q4011461):
Displaying 11 items.
- A convergent algorithm for quantile regression with smoothing splines (Q672955) (← links)
- Robust neural modeling for the cross-sectional analysis of accounting information (Q856316) (← links)
- An extension of the Gauss-Newton algorithm for estimation under asymmetric loss (Q959167) (← links)
- Conditional mean estimation under asymmetric and heteroscedastic error by linear combination of quantile regressions (Q959439) (← links)
- Estimation of the continuous ranked probability score with limited information and applications to ensemble weather forecasts (Q1719868) (← links)
- Nonparametric risk management and implied risk aversion (Q1969813) (← links)
- Quantile forecasting and data-driven inventory management under nonstationary demand (Q2294360) (← links)
- Conditional quantile processes based on series or many regressors (Q2330744) (← links)
- Deep backward schemes for high-dimensional nonlinear PDEs (Q4960067) (← links)
- A Proof that Artificial Neural Networks Overcome the Curse of Dimensionality in the Numerical Approximation of Black–Scholes Partial Differential Equations (Q5889064) (← links)
- Addressing the economic and demographic complexity via a neural network approach: risk measures for reverse mortgages (Q6149578) (← links)
