856 resultados para Welfare State Models
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Mode of access: Internet.
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Mode of access: Internet.
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Double table numbered as on page (p.90)
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WI docs no.: Chi 2.1:1957-1967
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"April 25, 1946."
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Contains bibliographies.
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Mimeographed.
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Mode of access: Internet.
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Mode of access: Internet.
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Pt. 4, Appendix; pt. 5, Index--1965.
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Compiled and edited by Paul L. Stanchfield.
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Thesis (Ph.D.)--University of Washington, 2016-06
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The deficiencies of stationary models applied to financial time series are well documented. A special form of non-stationarity, where the underlying generator switches between (approximately) stationary regimes, seems particularly appropriate for financial markets. We use a dynamic switching (modelled by a hidden Markov model) combined with a linear dynamical system in a hybrid switching state space model (SSSM) and discuss the practical details of training such models with a variational EM algorithm due to [Ghahramani and Hilton,1998]. The performance of the SSSM is evaluated on several financial data sets and it is shown to improve on a number of existing benchmark methods.