The Latent Factor Freight Rate Model
Deep latent factor model for collaborative filtering
... the latent factor models, one can see that the network weights can be seen as users’ latent factors and the representation as items’ latent ...
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A Latent Factor Model for Board Recommendations in Pinterest
... to model the user using entity-based, hashtag-based, or topic-based strategies to generate personal news recommendations and [6] does a study on how to get your interests follow you on ...
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A discrete latent factor model of smoking, cancer and mortality
... The latent class model appears to separate out some groups of individuals who are highly likely to develop some form of cancer due to unobserved factors, and others of those highly unlikely to do ...
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A latent factor model for highly multi-relational data
... Our model is based on a bilinear structure, which captures var- ious orders of interaction of the data, and also shares sparse latent factors across different ...our model to learn efficient and ...
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Pricing Freight Rate Options
... article, and it is referred to as an Asian option for convenience. While an Asian option with geometric averaging has a closed-form solution in a standard geometric Brownian asset-pricing framework, exact pricing ...
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Latent cure rate model under repair system and threshold effect
... cure rate models for better modelling of data with cure proportions (see, for example [ 1 ...cure rate models and their successful application to problems in such wide areas as engineering, environmetrics, ...
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Latent factor modelling of disability
... two-latent factor structural model to estimate equiva- lence scales for ...a latent construct which is measured imperfectly by a vector of survey indicators and is influenced by ob- served ...
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THE ECO FACTOR IN FREIGHT TRANSPORTATION DEMAND
... of freight customers have shown that delivery time, safety and regularity/frequency guarantees are important considerations (for example TRANSEK, 1990; Westin, ...customers’ rate most ...
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Two-Factor Model for Low Interest Rate Regimes
... two factor model for the term structure of interest rates that segments the yield curve in a natural ...first factor involves modelling a non-negative short rate process that primar- ily ...
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Valuation of Interest Rate Options in a Two-Factor Model of the Term Structure of Interest Rate.
... factor model which can be interpreted as a random volatility specification because the volatility of the instantaneous interest rate is a function of the two ...three-factor model of ...
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Artificial neural networks in freight rate forecasting
... Various recent studies have demonstrated the classification and predictive power of ANNs (e.g. Oancea and Ciucu, 2013). ANNs present a data-driven and self-adaptive method, which can learn from examples, and apprehend ...
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A Freight Analysis and Planning Model
... generate the average based on 365 days. As discussed in Chapter 2, we used a factor from prior literature to estimate the AM peak portion of flows. TransCAD allows for different categories of flows. The identity ...
Nonparametric estimation and specification testing of a two-factor interest rate model
... We propose a simple, flexible approach to nonparametric estimation and specification testing for a two-factor interest rate model. These methods are illustrated with a Monte Carlo experiment and an ...
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Pricing Asian Interest Rate Options with a Three-Factor HJM Model
... Interest rate arbitrage-free models can be divided into two ...HJM model considers the forward-rate as the basic ingredient in modeling the interest rate ...the model and consequently ...
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Drift term and vertex point in single factor interest rate model
... single factor interest rate models of Vasicek and Cox Ingersoll ...single factor interest rate models are useful when it comes to measuring the vertex point and vertex point gap of monetary ...
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The Eye in the Sky - Freight Rate Effects of Tanker Supply
... (1982) model framework, the natural logarithm of the optimal speed is linearly related to the natural logarithm of the ratio between freight rates and bunker ...the freight rate bunker ratio, ...
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A latent model for collaborative filtering
... item-centered factor analysis model, results were best for small number of factors, and with q = 1 marginally better than q = 2 ...proposed model, where | M i| = 2 is ...the latent variables ...
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Offshore freight rate determinants - A study of PSV term charter freight rates from 2004-2015
... the model are found to be significant determinants of the freight rate on a 5% significance ...The freight rates are found to be determined by a combination of vessel-, contract- and macro ...
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Improving Cross-domain Recommendation through Probabilistic Cluster-level Latent Factor Model Extended Version
... Cluster-level Latent Factor (PCLF) model to enhance the cross-domain recommendation, which can learn the com- mon rating pattern shared across domains with the flexibility of controlling the optimal ...
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A Multi-Factor Binomial Interest Rate Model with State Time Dependent Volatilities
... interest rate model should be able to value a broad range of financial instruments in a consistent ...interest rate models for different interest rate contingent ...proposed model can ...
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