1 resultado para Multimedia Learning Simulation
em Repositório Científico do Instituto Politécnico de Lisboa - Portugal
Filtro por publicador
- Abertay Research Collections - Abertay University’s repository (1)
- Aberystwyth University Repository - Reino Unido (1)
- Academic Archive On-line (Karlstad University; Sweden) (1)
- Acceda, el repositorio institucional de la Universidad de Las Palmas de Gran Canaria. España (1)
- AMS Tesi di Dottorato - Alm@DL - Università di Bologna (1)
- ArchiMeD - Elektronische Publikationen der Universität Mainz - Alemanha (1)
- Archive of European Integration (1)
- Archivo Digital para la Docencia y la Investigación - Repositorio Institucional de la Universidad del País Vasco (2)
- Aston University Research Archive (12)
- Biblioteca Digital da Produção Intelectual da Universidade de São Paulo (2)
- BORIS: Bern Open Repository and Information System - Berna - Suiça (19)
- Boston University Digital Common (6)
- Bulgarian Digital Mathematics Library at IMI-BAS (11)
- CaltechTHESIS (2)
- Cambridge University Engineering Department Publications Database (12)
- CamPuce - an association for the promotion of science and humanities in African Countries (1)
- CentAUR: Central Archive University of Reading - UK (17)
- Chinese Academy of Sciences Institutional Repositories Grid Portal (1)
- Cochin University of Science & Technology (CUSAT), India (2)
- CUNY Academic Works (1)
- Dalarna University College Electronic Archive (3)
- Deakin Research Online - Australia (84)
- Digital Commons - Michigan Tech (1)
- Digital Commons at Florida International University (7)
- Digital Peer Publishing (64)
- DigitalCommons@The Texas Medical Center (4)
- Fachlicher Dokumentenserver Paedagogik/Erziehungswissenschaften (11)
- FUNDAJ - Fundação Joaquim Nabuco (1)
- Glasgow Theses Service (1)
- Greenwich Academic Literature Archive - UK (7)
- Helda - Digital Repository of University of Helsinki (2)
- Illinois Digital Environment for Access to Learning and Scholarship Repository (1)
- Indian Institute of Science - Bangalore - Índia (14)
- Instituto Politécnico de Santarém (2)
- Instituto Politécnico do Porto, Portugal (10)
- Lume - Repositório Digital da Universidade Federal do Rio Grande do Sul (1)
- Memorial University Research Repository (1)
- Ministerio de Cultura, Spain (13)
- National Center for Biotechnology Information - NCBI (1)
- Portal de Revistas Científicas Complutenses - Espanha (5)
- Publishing Network for Geoscientific & Environmental Data (2)
- QUB Research Portal - Research Directory and Institutional Repository for Queen's University Belfast (38)
- Queensland University of Technology - ePrints Archive (494)
- ReCiL - Repositório Científico Lusófona - Grupo Lusófona, Portugal (1)
- Repositorio Académico de la Universidad Nacional de Costa Rica (1)
- Repositório Científico da Escola Superior de Enfermagem de Coimbra (1)
- Repositório Científico da Universidade de Évora - Portugal (1)
- Repositório Científico do Instituto Politécnico de Lisboa - Portugal (1)
- Repositório Científico do Instituto Politécnico de Santarém - Portugal (2)
- Repositório Institucional da Universidade de Aveiro - Portugal (2)
- Repositório Institucional da Universidade Estadual de São Paulo - UNESP (1)
- Repositório Institucional UNESP - Universidade Estadual Paulista "Julio de Mesquita Filho" (17)
- RUN (Repositório da Universidade Nova de Lisboa) - FCT (Faculdade de Cienecias e Technologia), Universidade Nova de Lisboa (UNL), Portugal (3)
- Savoirs UdeS : plateforme de diffusion de la production intellectuelle de l’Université de Sherbrooke - Canada (1)
- Scielo Uruguai (1)
- Universidad de Alicante (3)
- Universidad del Rosario, Colombia (2)
- Universidad Politécnica de Madrid (19)
- Universidade de Lisboa - Repositório Aberto (2)
- Universidade Federal de Uberlândia (1)
- Universitat de Girona, Spain (2)
- Universitätsbibliothek Kassel, Universität Kassel, Germany (3)
- Université de Montréal (1)
- Université de Montréal, Canada (3)
- University of Queensland eSpace - Australia (10)
- University of Southampton, United Kingdom (1)
- University of Washington (2)
- WestminsterResearch - UK (3)
- Worcester Research and Publications - Worcester Research and Publications - UK (7)
Resumo:
In this article, we calibrate the Vasicek interest rate model under the risk neutral measure by learning the model parameters using Gaussian processes for machine learning regression. The calibration is done by maximizing the likelihood of zero coupon bond log prices, using mean and covariance functions computed analytically, as well as likelihood derivatives with respect to the parameters. The maximization method used is the conjugate gradients. The only prices needed for calibration are zero coupon bond prices and the parameters are directly obtained in the arbitrage free risk neutral measure.