Analyzing the Stability of Price Response Functions: Measuring the Influence of Different Parameters in a Monte Carlo Comparison.
Michael BruschDaniel BaierPublished in: GfKl (2008)
Keyphrases
- monte carlo
- monte carlo methods
- markov chain
- monte carlo tree search
- monte carlo simulation
- markovian decision
- variance reduction
- adaptive sampling
- importance sampling
- maximum likelihood
- matrix inversion
- temporal difference
- quasi monte carlo
- optimal strategy
- simulation study
- parameter estimation
- active learning
- stochastic approximation
- machine learning
- particle filter