Browsing Arts (Faculty of) by Subject "Calibration"
Now showing items 1-2 of 2
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Calibration and Model Uncertainty of a Two-Factor Mean-Reverting Diffusion Model for Commodity Prices
(University of Waterloo, 2013-08-28)With the development of various derivative instruments and index products, commodities have become a distinct asset class which can offer enhanced diversification benefits to the traditional asset allocation of stocks and ... -
Dunning-Kruger effects in reasoning: Theoretical implications of the failure to recognize incompetence
(Springer, 2017-12)The Dunning-Kruger effect refers to the observation that the incompetent are often ill-suited to recognize their incompetence. Here we investigate potential Dunning-Kruger effects in high-level reasoning and, in particular, ...