Estimation of Local Volatility Surfaces via Bayesian Approach

Date

2016-06-06

Author

Yolcu Okur, Yeliz
Animoku, Abdulwahab
Uğur, Ömür

Metadata

Show full item record

Item Usage Stats

94
views

0
downloads

URI

https://hdl.handle.net/11511/78532

Collections

Unverified, Conference / Seminar

Suggestions

OpenMETU
Core

Estimation of Locally Stationary Graph Processes from Incomplete Realizations Canbolat, Abdullah; Vural, Elif (2022-01-01) Stationarity is a well-studied concept in signal processing and the concept of stationary random processes has been extended to graph domains in several recent works. Meanwhile, in many scenarios a globally stationary process model may fail to accurately represent the correlation patterns of the data on the whole graph, e.g. when data is acquired on big graphs or when the behavior of the process varies significantly throughout the graph. In this work, we first propose a locally stationary graph process mode...
Estimation of earthquake hazard based on extremes of local integral random functions Akkaya, Ayşen; Yücemen, Mehmet Semih (2000-09-01) A random field model is developed for the occurrence of earthquakes in the space-time domain based on the theory of random functions. The seismic hazard posed by earthquakes is estimated by applying the level crossing theory to local integral random functions. Analysis of the correlation structure of the strain energy random field associated with the proposed model is described by utilizing the concepts of variance function and scale of fluctuation. The earthquake occurrence rates obtained in the study diff...
Estimation of partially occluded 2D human joints with a Bayesian approach Dursun, Ahmet Anıl; Tuncer, Temel Engin (2021-07-01) Human pose estimation is an important problem which has found applications in different fields. One problem in this context is to estimate the human joints or keypoints under occlusion. Most of the methods in the literature use CNN structures to estimate keypoint positions. In this paper, a Bayesian Approach for occluded Keypoint Estimation, BAKE, is presented to complete the missing human pose elements. A state-of-the-art CNN-based pose estimation algorithm Openpose [1] is used for detecting the visible jo...
Estimation of nonlinear neural source interactions via sliced bicoherence Özkurt, Tolga Esat (2016-09-01) Neural oscillations and their spatiotemporal interactions are of interest for the description of brain mechanisms. This study offers a novel third order spectral coupling measure named "sliced bicoherence". It is the diagonal slice of cross-bicoherence allowing an efficient quantification of the nonlinear interactions between neural sources. Our methodology comprises an indirect estimation method, a parametric confidence level formula and a subtracted version for robustness to volume conduction. The methodo...
Estimation Of Claim Amounts Using Bivariate Hidden Markov Models Oflaz, Zarina; Yozgatlıgil, Ceylan; Kestel, Sevtap Ayşe (2018-06-04)

Citation Formats

Y. Yolcu Okur, A. Animoku, and Ö. Uğur, “Estimation of Local Volatility Surfaces via Bayesian Approach,” 2016, Accessed: 00, 2021. [Online]. Available: https://hdl.handle.net/11511/78532.