How can model complexity be balanced with interpretability?

Mar 22, 2011 ... ... stochastic process is present in commodity prices. In addition, we build a dynamic stochastic general equilibrium model with informational ... Wu is with School of Mathematics and Informational Science,. Yantai ... Proposition 2: If a stochastic process is locally strongly uni- formly ... Dec 28, 2020 ... Even if the price arguably does, the volume certainly does not. There are however a set of stochastic processes that deal with these jumps. Jump ... stochastic volatility process (Andersen (1992b)). We now turn to the issue of nonstationarity. So far, we have assumed that volume is stationary. This ignores ... May 9, 2024 ... From a quantum information perspective, whenever a stochastic process can be exactly expressed as an ε-machine with a finite amount of ... ... Informational Risks, Peking Univ. Ser. Math. 5 ... Jeanblanc, No-arbitrage under additional information for thin semimartingale models, Stochastic Process. Probability in the Engineering and Informational Sciences, vol. 12, 1998 ... BOOK: Stochastic-Process Limits, published by Springer in 2002 (602 pages). Nov 30, 2020 ... It is initially unknown what the parameter process corresponds to biologically, hence the moniker 'hidden' state. Nevertheless, the information ... ... Stochastic Processes and their Ap- plications, 74 (2) 195-201, 1998. 21 ... gineering and Informational Science, 18 (4) 493-502, 2004. 26. Zazanis ... ... stochastic process, whether the original process is Markovian or not. ... information sharing called "informational coherence". Informational coherence, in ...