This course consists of two sections: Section 1 demonstrates linear regression to model the linear relationship between a response and predictor(s) when both the response and predictors are continuous ...

This is a preview. Log in through your library . Abstract There has been increasing concern recently over the use of the simple first order Markov form to model error ...

We design a numerical scheme for solving a Dynamic Programming equation with Malliavin weights arising from the time-discretization of backward stochastic differential equations with the integration ...