A multivariate threshold stochastic volatility model.
Mike K. P. SoC. Y. ChoiPublished in: Math. Comput. Simul. (2008)
Keyphrases
- probabilistic model
- mathematical model
- prior knowledge
- computational model
- statistical model
- stochastic model
- theoretical framework
- objective function
- formal model
- empirically derived
- neural network
- stochastic process
- hybrid model
- simulation model
- theoretical analysis
- management system
- long term
- multi agent systems
- genetic algorithm