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Valuing portfolios of interdependent real options under exogenous and endogenous uncertainties. 智库出版物
2019
作者:  Maier S;  Polak JW
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Stochastic optimisation  Stochastic processes  Real options  portfolio  Endogenous uncertainty  Decision/state-dependent uncertainty  
Understanding Zipf's law of word frequencies through sample-space collapse in sentence formation. 智库出版物
2015
作者:  Thurner S;  Hanel R;  Liu B;  Corominas-Murtra B
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language formation  random walks on networks  scaling in stochastic processes  word-transition networs  
Population-level consequences of heterospecific density-dependent movements in predator-prey systems. 智库出版物
2014
作者:  Sjödin H;  Brännström Å;  Söderquist M;  Englund G
收藏  |  浏览/下载：1/0  |  提交时间：2019/06/18
Moment closure  Population dynamics  Spatial structure  Species coexistence  Stochastic processes  
DP8971 The Sovereign Default Puzzle: Modelling Issues and Lessons for Europe 智库出版物
2012
作者:  Daniel Cohen;  Sébastien Villemot
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Levy stochastic processes  Sovereign debt  
Towards Detection of Early Warning Signals on Financial Crises. 智库出版物
2012
作者:  Puchkova A;  Kryazhimskiy AV
Adobe PDF(676Kb)  |  收藏  |  浏览/下载：1/0  |  提交时间：2019/06/18
Collapse analysis  Early warning signals  Financial crisis  Data processing  Binary model  Encoding rules  Stochastic processes  
A multiscale maximum entropy moment closure for locally regulated space-time point process models of population dynamics. 智库出版物
2011
作者:  Raghib M;  Hill NA;  Dieckmann U
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Birth-dispersal-death stochastic processes  Hiearchies of moment equations  Spatially structured plant population dynamics  Biologically driven spatial pattern formation  Model reduction  
Optimal Abandonment of Coal-Fired Stations in the EU 智库出版物
2010
作者:  Luis M. Abadie;  Mikel González-Eguino and José M. Chamorro
Adobe PDF(332Kb)  |  收藏  |  浏览/下载：2/0  |  提交时间：2019/07/05
power plants  coal  natural gas  emission allowances  futures markets  stochastic processes  abandonment  real options  
Version-independence and nested distributions in multistage stochastic optimization. 智库出版物
2009
作者:  Pflug GC
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Multistage stochastic optimization  In-distribution setting  Tree processes  Distances for stochastic processes  
A dynamical system for neighborhoods in plant communities. 智库出版物
2000
作者:  Law R;  Dieckmann U
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Community dynamics  Competition  Competitive exclusion  Dispersal  Dynamical systems  Individual-based models  Moment dynamics  Plant's-eye view  Reproduction  Seed dispersal  Spatial ecology  Stochastic processes.  
The dynamical theory of coevolution: A derivation from stochastic ecological processes. 智库出版物
1996
作者:  Dieckmann U;  Law R
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Coevolution  Stochastic processes  Mutation-selection systems  Individual-based models  Population dynamics  Adaptive dynamics