Model Uncertainty in Commodity Markets.
Álvaro CarteaSebastian JaimungalZhen QinPublished in: SIAM J. Financial Math. (2016)
Keyphrases
- high level
- computational model
- statistical model
- search engine
- objective function
- mathematical model
- multiscale
- management system
- probabilistic model
- stochastic nature
- prediction model
- process model
- em algorithm
- input data
- probability distribution
- real time
- knowledge base
- genetic algorithm
- information retrieval
- neural network
- data sets