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Auflistung nach Autor "Benko, Michal"
Anzeige der Publikationen 1-6 von 6
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2006-10-06DiskussionspapierColor Harmonization in Car Manufacturing Process Andriyashin, Anton; Benko, Michal; Härdle, Wolfgang Karl; Timofeev, Roman; Ziegenhagen, UweOne of the major cost factors in car manufacturing is the painting of bodyand other parts such as wing or bonnet. Surprisingly, the painting may beeven more expensive than the body itself. From this point of view it is ...
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2005-03-24DiskussionspapierCommon Functional Component Modelling Kneip, Alois; Benko, MichalFunctional data analysis (FDA) has become a popular technique in applied statistics. In particular, this methodology has received considerable attention in recent studies in empirical finance. In this talk we discuss ...
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2005-03-01DiskussionspapierCommon Functional Implied Volatility Analysis Benko, Michal; Härdle, Wolfgang KarlTrading, hedging and risk analysis of complex option portfolios depend on accurate pricing models. The modelling of implied volatilities (IV) plays an important role, since volatility is the crucial parameter in the ...
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2006-01-30DiskussionspapierCommon Functional Principal Components Benko, Michal; Härdle, Wolfgang Karl; Kneip, AloisFunctional principal component analysis (FPCA) based on the Karhunen-Loève decomposition has been successfully applied in many applications, mainly for one sample problems. In this paper we consider common functional ...
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2005-09-29BuchCorrespondence Analysis Benko, Michal; Lejeune, Michel
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2007-01-26DissertationFunctional data analysis with applications in finance Benko, MichalAn vielen verschiedenen Stellen der angewandten Statistik sind die zu untersuchenden Objekte abhängig von stetigen Parametern. Typische Beispiele in Finanzmarktapplikationen sind implizierte Volatilitäten, risikoneutrale ...