CU Boulder News & Events

A Nonlinear Dynamical Systems-Based Modeling Approach for Stochastic Simulation of Streamflow and Understanding Predictability

1 Civil, Environmental and Architectural Engineering, University of Colorado Boulder, Boulder, CO, USA, 2 Cooperative Institute for Research in Environmental Sciences (CIRES), University of Colorado ...
mccormick.northwestern.edu

Stochastic Analysis & Simulation

Simulation research derives new methods for the design, analysis, and optimization of simulation experiments. Research on stochastic models develops and analyzes models of systems with random behavior ...
Risk

Risk analysis probability of default: a stochastic simulation model

We present a stochastic simulation model for estimating forward-looking corporate probability of default and loss given default. We formulate the model in a discrete time frame, apply ...
JSTOR Daily

Simulation and Inference for Stochastic Volatility Models Driven by Lévy Processes

We study Ornstein-Uhlenbeck stochastic processes driven by Lévy processes, and extend them to more general non-Ornstein-Uhlenbeck models. In particular, we investigate the means of making the ...
JSTOR Daily

Alternative Specifications of the Error Process in the Stochastic Simulation of Econometric Models

This is a preview. Log in through your library . Abstract This paper analyses the stochastic simulation of econometric models using three different methods for ...
lse

Stochastic Simulation, Training, and Calibration

This course is compulsory on the MSc in Quantitative Methods for Risk Management. This course is available on the MSc in Econometrics and Mathematical Economics, MSc in Financial Mathematics, MSc in ...