Ditemukan 156 dokumen yang sesuai dengan query
This monograph focuses on the construction of regression models with linear and non-linear constrain inequalities from the theoretical point of view. This volume analyses the properties of regression with inequality constrains, investigating the flexibility of inequality constrains and their ability to adapt in the presence of additional a priori information...
New York: [Springer, ], 2012
e20419174
eBooks Universitas Indonesia Library
Schuss, Zeev, author
This book offers an analytical rather than measure-theoretical approach to the derivation of the partial differential equations of nonlinear filtering theory. The basis for this approach is the discrete numerical scheme used in Monte-Carlo simulations of stochastic differential equations and Wiener's associated path integral representation of the transition probability density....
New York: [Springer, ], 2012
e20419201
eBooks Universitas Indonesia Library
Paulo Eduardo, Oliveira, author
The book concerns the notion of association in probability and statistics. Association and some other positive dependence notions were introduced in 1966 and 1967 but received little attention from the probabilistic and statistics community. The interest in these dependence notions increased in the last 15 to 20 years, and many...
Berlin: [Springer-Verlag, ], 2012
e20419281
eBooks Universitas Indonesia Library
Carmona, Rene A., editor
Based on presentations given at the workshop Numerical methods in finance held at the INRIA Bordeaux (France) on June 1-2, 2010, this book provides an overview of the major new advances in the numerical treatment of instruments with American exercises. Naturally it covers the most recent research on the mathematical...
Berlin: [Springer, ], 2012
e20419967
eBooks Universitas Indonesia Library
Khasminskii, Rafail, author
The stochastic stability of differential equations has become a very popular subject of research in mathematics and engineering. In this updated volume readers will find important new results on the moment Lyapunov exponent, stability index and some other fields, and a significantly expanded bibliography.
This volume provides a solid foundation for...
Berlin: Springer, 2012
e20420567
eBooks Universitas Indonesia Library
Henkel, Malte, editor
This volume sharpens our picture of the applications of conformal invariance, introducing non-local observables such as loops and interfaces before explaining how they arise in specific physical contexts. It then shows how to use conformal invariance to determine their properties. Moving on to cover key conceptual developments in conformal invariance,...
Berlin: Springer, 2012
e20425391
eBooks Universitas Indonesia Library
Jinqiao, Duan, author
Effective dynamics of stochastic partial differential equations focuses on stochastic partial differential equations with slow and fast time scales, or large and small spatial scales. The authors have developed basic techniques, such as averaging, slow manifolds, and homogenization, to extract effective dynamics from these stochastic partial differential equations.
The authors’ experience...
London: Elsevier, 2014
e20426970
eBooks Universitas Indonesia Library
Dhanu Sukma Utomo, author
ABSTRAK
Penelitian ini mengukur tingkat efisiensi perbankan Indonesia baik dari segi biaya maupun profit serta melihat pengaruh rasio modal terhadap inefisiensi biaya dan profit dengan menggunakan Stochastic Frontier Analysis (SFA) one-step regression. Data dalam penelitian ini terdiri dari 102 bank umum konvensional Indonesia selama periode 2000-2014. Hasilnya adalah efisiensi biaya perbankan...
2016
S64553
UI - Skripsi (Membership) Universitas Indonesia Library
Latifah Ayunin, author
ABSTRAK
Keuntungan merupakan indikator penting dari kondisi finansial perusahaan dan
akan digunakan untuk pembiayaan segala aktivitas dalam perusahaan. Salah satu
sumber keuntungan perusahaan adalah dari hasil underwriting, dimana hasil
underwriting atas suatu produk asuransi jiwa harus menghasilkan surplus. Secara
umum, perhitungan surplus produk asuransi jiwa menggunakan pendekatan
deterministik yang mengasumsikan nilai suatu variabel adalah konstan. Seperti
diketahui...
2016
T-Pdf
UI - Tesis (Membership) Universitas Indonesia Library
Endri, author
Using the non-parametric method of Data Envelopment Analysis (DEA) and the parametric method of Stochastic Frontier Approach (SPA), this study investigates the efficiency of the Islamic Banking recent operations in Indonesia over the period 2005 to 2007. In specifying input-output variables of Islamic banks, the intermediation approach is selected as...
2010
PDF
Artikel Jurnal Universitas Indonesia Library
