Analyzing the Stability of Price Response Functions: Measuring the Influence of Different Parameters in a Monte Carlo Comparison.

Michael Brusch Daniel Baier

Published 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