A Stochastic Approximation Approach for Trend-Following Trading

Hidden Markov Models in Finance - International Series in Operations Research & Management Science ◽

10.1007/978-1-4899-7442-6_7 ◽

2014 ◽

pp. 167-184 ◽

Author(s):

Duy Nguyen ◽

George Yin ◽

Qing Zhang

Keyword(s):

Stochastic Approximation ◽

Approximation Approach

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A stochastic approximation approach to active queue management

Telecommunication Systems ◽

10.1007/s11235-017-0377-1 ◽

2017 ◽

Vol 68 (1) ◽

pp. 89-104 ◽

Author(s):

Shalabh Bhatnagar ◽

Sanjeev Patel ◽

Karmeshu

Keyword(s):

Stochastic Approximation ◽

Active Queue Management ◽

Queue Management ◽

Approximation Approach

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Distributed Zeroth Order Optimization Over Random Networks: A Kiefer-Wolfowitz Stochastic Approximation Approach

2018 IEEE Conference on Decision and Control (CDC) ◽

10.1109/cdc.2018.8619044 ◽

2018 ◽

Author(s):

Anit Kumar Sahu ◽

Dusan Jakovetic ◽

Dragana Bajovic ◽

Soummya Kar

Keyword(s):

Stochastic Approximation ◽

Random Networks ◽

Zeroth Order ◽

Approximation Approach

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Recursive Algorithms for Trailing Stop: Stochastic Approximation Approach

Journal of Optimization Theory and Applications ◽

10.1007/s10957-010-9662-9 ◽

2010 ◽

Vol 146 (1) ◽

pp. 209-231 ◽

Author(s):

G. Yin ◽

Q. Zhang ◽

C. Zhuang

Keyword(s):

Stochastic Approximation ◽

Recursive Algorithms ◽

Approximation Approach

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A stochastic approximation approach to quasi-stationary distributions on finite spaces

Electronic Communications in Probability ◽

10.1214/ecp.v20-3956 ◽

2015 ◽

Vol 20 (0) ◽

Author(s):

Michel Benaïm ◽

Bertrand Cloez

Keyword(s):

Stochastic Approximation ◽

Stationary Distributions ◽

Approximation Approach ◽

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Attaining specified reliability in component design: a stochastic approximation approach

Communication in Statistics- Theory and Methods ◽

10.1080/03610928208828401 ◽

1982 ◽

Vol 11 (21) ◽

pp. 2475-2483

Author(s):

Thomas E Ob reins ki

Keyword(s):

Stochastic Approximation ◽

Approximation Approach ◽

Component Design

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A stochastic approximation approach to load shedding inpower networks

2014 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP) ◽

10.1109/icassp.2014.6854849 ◽

2014 ◽

Author(s):

Nikolaos Gatsis ◽

Antonio G. Marques

Keyword(s):

Stochastic Approximation ◽

Load Shedding ◽

Approximation Approach

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New Calibration Methodology for Microscopic Traffic Simulation Using Enhanced Simultaneous Perturbation Stochastic Approximation Approach

Transportation Research Record Journal of the Transportation Research Board ◽

10.3141/2124-23 ◽

2009 ◽

Vol 2124 (1) ◽

pp. 233-240 ◽

Author(s):

Jung-Beom Lee ◽

Kaan Ozbay

Keyword(s):

Stochastic Approximation ◽

Traffic Simulation ◽

Simultaneous Perturbation Stochastic Approximation ◽

Microscopic Traffic Simulation ◽

Approximation Approach

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Stochastic approximation approach to predictive encoding for bandwidth saving in situation awareness

10.1117/12.317671 ◽

1998 ◽

Author(s):

Rajat K. Saha ◽

Kuo-Chu Chang ◽

K. Lee

Keyword(s):

Stochastic Approximation ◽

Situation Awareness ◽

Approximation Approach

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A stochastic approximation approach to improve the convergence behavior of hierarchical atomistic-to-continuum multiscale models

Journal of the Mechanics and Physics of Solids ◽

10.1016/j.jmps.2016.05.024 ◽

2016 ◽

Vol 95 ◽

pp. 480-500 ◽

Author(s):

Patrick Wurm ◽

Manfred H. Ulz

Keyword(s):

Stochastic Approximation ◽

Multiscale Models ◽

Approximation Approach ◽

Convergence Behavior

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Power allocation in cooperative sensor networks: a stochastic approximation approach

The Journal of Engineering ◽

10.1049/joe.2014.0184 ◽

2015 ◽

Vol 2015 (1) ◽

pp. 48-53

Author(s):

Mohammad Abdul Azim ◽

Zeyar Aung

Keyword(s):

Sensor Networks ◽

Power Allocation ◽

Stochastic Approximation ◽

Approximation Approach

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