stochastic approach
101Damiano Brigo — (Venice Italy 1966) is an applied mathematician, and current Gilbart Chair of Financial Mathematics at King s College, London, known for a number of results in systems theory, probability and mathematical finance. Contents 1 Main results 2… …
102Markov switching multifractal — In financial econometrics, the Markov switching multifractal (MSM) is a model of asset returns that incorporates stochastic volatility components of heterogeneous durations.[1][2] MSM captures the outliers, log memory like volatility persistence… …
103Panos G. Georgopoulos — Panos G. Georgopoulos, Ph.D. is a scientist working in the field of Environmental Health and specializing in Mathematical Modeling of Environmental and Biological Systems. He is the architect or the MOdeling ENvironment for Total Risk studies… …
104Perron–Frobenius theorem — In linear algebra, the Perron–Frobenius theorem, proved by Oskar Perron (1907) and Georg Frobenius (1912), asserts that a real square matrix with positive entries has a unique largest real eigenvalue and that the corresponding… …
105Mathematical model — Not to be confused with the same term that is used in model theory, a branch of mathematical logic. An artifact that is used to illustrate a mathematical idea may also be called a mathematical model, the usage of which is the reverse of the sense …
106Reinforcement learning — Inspired by related psychological theory, in computer science, reinforcement learning is a sub area of machine learning concerned with how an agent ought to take actions in an environment so as to maximize some notion of long term reward .… …
107Fokker–Planck equation — [ thumb|A solution to the one dimensional Fokker–Planck equation, with both the drift and the diffusion term. The initial condition is a Dirac delta function in x = 1, and the distribution drifts towards x = 0.] The Fokker–Planck equation… …
108Martingale (probability theory) — For the martingale betting strategy , see martingale (betting system). Stopped Brownian motion is an example of a martingale. It can be used to model an even coin toss betting game with the possibility of bankruptcy. In probability theory, a… …
109Path integral formulation — This article is about a formulation of quantum mechanics. For integrals along a path, also known as line or contour integrals, see line integral. The path integral formulation of quantum mechanics is a description of quantum theory which… …
110List of numerical analysis topics — This is a list of numerical analysis topics, by Wikipedia page. Contents 1 General 2 Error 3 Elementary and special functions 4 Numerical linear algebra …
