1 resultado para b-learning
em Repositório Científico do Instituto Politécnico de Lisboa - Portugal
Filtro por publicador
- ABACUS. Repositorio de Producción Científica - Universidad Europea (1)
- Aberystwyth University Repository - Reino Unido (4)
- Acceda, el repositorio institucional de la Universidad de Las Palmas de Gran Canaria. España (2)
- Adam Mickiewicz University Repository (2)
- AMS Tesi di Laurea - Alm@DL - Università di Bologna (1)
- Aquatic Commons (2)
- Archive of European Integration (2)
- Archivo Digital para la Docencia y la Investigación - Repositorio Institucional de la Universidad del País Vasco (3)
- Aston University Research Archive (14)
- Biblioteca Digital da Produção Intelectual da Universidade de São Paulo (3)
- BORIS: Bern Open Repository and Information System - Berna - Suiça (16)
- Boston University Digital Common (2)
- Brock University, Canada (17)
- Bucknell University Digital Commons - Pensilvania - USA (1)
- Cámara de Comercio de Bogotá, Colombia (9)
- Cambridge University Engineering Department Publications Database (22)
- CentAUR: Central Archive University of Reading - UK (34)
- Chinese Academy of Sciences Institutional Repositories Grid Portal (6)
- Clark Digital Commons--knowledge; creativity; research; and innovation of Clark University (1)
- Cochin University of Science & Technology (CUSAT), India (1)
- Coffee Science - Universidade Federal de Lavras (1)
- CORA - Cork Open Research Archive - University College Cork - Ireland (2)
- Dalarna University College Electronic Archive (2)
- Deakin Research Online - Australia (115)
- Digital Commons - Michigan Tech (1)
- Digital Commons at Florida International University (20)
- Digital Peer Publishing (4)
- DigitalCommons@The Texas Medical Center (2)
- Duke University (3)
- eResearch Archive - Queensland Department of Agriculture; Fisheries and Forestry (1)
- Escola Superior de Educação de Paula Frassinetti (1)
- Fachlicher Dokumentenserver Paedagogik/Erziehungswissenschaften (3)
- Greenwich Academic Literature Archive - UK (1)
- Harvard University (1)
- Helda - Digital Repository of University of Helsinki (1)
- Illinois Digital Environment for Access to Learning and Scholarship Repository (1)
- Indian Institute of Science - Bangalore - Índia (11)
- Instituto Politécnico de Santarém (2)
- Instituto Politécnico do Porto, Portugal (7)
- Instituto Superior de Psicologia Aplicada - Lisboa (1)
- Memorial University Research Repository (1)
- Ministerio de Cultura, Spain (42)
- National Center for Biotechnology Information - NCBI (9)
- Open University Netherlands (4)
- Portal de Revistas Científicas Complutenses - Espanha (9)
- QUB Research Portal - Research Directory and Institutional Repository for Queen's University Belfast (51)
- Queensland University of Technology - ePrints Archive (361)
- ReCiL - Repositório Científico Lusófona - Grupo Lusófona, Portugal (1)
- Repositório Aberto da Universidade Aberta de Portugal (1)
- Repositorio Académico de la Universidad Nacional de Costa Rica (4)
- Repositório Científico do Instituto Politécnico de Lisboa - Portugal (1)
- Repositório Científico do Instituto Politécnico de Santarém - Portugal (2)
- Repositorio de la Universidad de Cuenca (1)
- Repositório digital da Fundação Getúlio Vargas - FGV (2)
- Repositório Institucional da Universidade de Aveiro - Portugal (13)
- Repositorio Institucional de la Universidad Pública de Navarra - Espanha (1)
- Repositório Institucional UNESP - Universidade Estadual Paulista "Julio de Mesquita Filho" (16)
- Repositorio Institucional Universidad de Medellín (1)
- RUN (Repositório da Universidade Nova de Lisboa) - FCT (Faculdade de Cienecias e Technologia), Universidade Nova de Lisboa (UNL), Portugal (2)
- SAPIENTIA - Universidade do Algarve - Portugal (2)
- Scielo España (1)
- Universidad Autónoma de Nuevo León, Mexico (1)
- Universidad de Alicante (15)
- Universidad del Rosario, Colombia (1)
- Universidad Politécnica de Madrid (8)
- Universidade Complutense de Madrid (2)
- Universidade de Lisboa - Repositório Aberto (4)
- Universitat de Girona, Spain (3)
- University of Michigan (8)
- University of Queensland eSpace - Australia (31)
- University of Washington (1)
- WestminsterResearch - UK (6)
- 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.