4 papers
Estimation of Conditional Random Coefficient Models using Machine Learning Techniques
Stephan Martin
Nonparametric random coefficient (RC)-density estimation has mostly been considered in the marginal density case under strict independence of RCs and covariates. This paper deals w…
Nonclassical Measurement Error in the Outcome Variable
Christoph Breunig, Stephan Martin
We study a semi-/nonparametric regression model with a general form of nonclassical measurement error in the outcome variable. We show equivalence of this model to a generalized re…
Mean Field Limit of a Behavioral Financial Market Model
Torsten Trimborn, Martin Frank, Stephan Martin
In the past decade there has been a growing interest in agent-based econophysical financial market models. The goal of these models is to gain further insights into stylized facts…
A consensus-based model for global optimization and its mean-field limit
René Pinnau, Claudia Totzeck, Oliver Tse +1
We introduce a novel first-order stochastic swarm intelligence (SI) model in the spirit of consensus formation models, namely a consensus-based optimization (CBO) algorithm, which…