A Study of Parameter Estimation of Stochastic Volatility Model

Makiko Tsukui ,  Katsuhisa Fu ,  uta

대한전자공학회 학술대회

1991 .01

Analyzing escape time of the Korean government bond : the Hull-White model with stochastic volatility approach

Bonggyun Ko ,  Jae Wook Song

대한산업공학회 춘계공동학술대회 논문집

2018 .04

Evolution Strategies Based Particle Filters for Simultaneous State and Parameter Estimation of Nonlinear Stochastic Models

K. Uosaki ,  T. Hatanaka

제어로봇시스템학회 국제학술대회 논문집

2005 .06

Estimation and Prediction under Local Volatility Jump Diffusion Model

김남형 ,  이윤희 ,  이재욱

대한산업공학회 춘계공동학술대회 논문집

2013 .05

Volatility spillover among USA and major East Asian stock indices based on multivariate stochastic volatility with regime-switching model

Jing Zhang ,  Yaming Zhuang

제어로봇시스템학회 국제학술대회 논문집

2017 .10

수산물 거래량의 변동성이 가격변동성에 미치는 영향분석

고봉현

한국산학기술학회 논문지

2014 .10

Use of Stochastic Models in Text Recognition

A. Belaid ,  G. Saon

대한전자공학회 워크샵

1994 .01

Use of Stochastic Models in Text Recognition

A. Belaid ,  G. Saon

대한전자공학회 워크샵

1994 .01

Barrier Option Pricing with Model Averaging Methods under Local Volatility Models

Namhyoung Kim ,  Kyu-Hwan Jung ,  Jaewook Lee 외 1명

Industrial Engineering & Management Systems

2011 .03

Development of a Stochastic Inventory System Model

Chang Sup Sung

대한산업공학회지

1979 .06

Spectral SFEM analysis of structures with stochastic parameters under stochastic excitation

Galal ,  O.H. ,  El-Tahan 외 5명

Structural engineering and mechanics : An international journal

2008 .01

MOTION ESTIMATION METHOD BY EMPLOYING A STOCHASTIC SAMPLING TECHNIQUE

Jinwuk Seok ,  Pyeong-Soo Mah ,  Yongki Son

한국멀티미디어학회 학술발표논문집

2003 .11

변동성이 존재하는 반도체 공급사슬 망을 위한 생산계획

신현준 ,  유재필

반도체디스플레이기술학회지

2011 .01

On Some New Stochastic Orders of Interest in Reliability Theory

M. Kayid ,  A. H. El-Bassiouny ,  I. A. Al-Wasel

International Journal of Reliability and Applications

2007 .06

A Novel Concept on Stochastic Stability

Young Bong Seo ,  Jae Weon Choi

제어로봇시스템학회 국제학술대회 논문집

2001 .10

압출 공정에서의 Stochastic 분석

김진국

폴리머

1993 .03

멀티캐스트 전송을 위한 Stochastic Modeling 및 성능 분석에 관한 연구 ( A Study on the Analysis of Performance and Stochastic Modeling for Multicast Transmission )

정승원 ,  강현국

한국통신학회 학술대회논문집

1995 .11

Modeling of Nonstationary Stochastic Process for Load Traffic Estimation

Hyun Cheol. Cho ,  Sami M. Fadali ,  Kwon Soon Lee

제어로봇시스템학회 국제학술대회 논문집

2006 .10

Experimental Study of Stochastic Estimation of Turbulent Conditional Averages

정명균

한국항공우주학회 학술발표회 초록집

1987 .12

A FILTERING CONDITION AND STOCHASTIC ADAPTIVE CONTROL USING NEURAL NETWORK FOR MINIMUM-PHASE STOCHASTIC NONLINEAR SYSTEM

Jinwuk Seok

대한전기학회 학술대회 논문집

2001 .11