-Factor GIGARCH Process: A Monte Carlo Study.

Abdou Kâ Diongue Dominique Guégan

Published in: Commun. Stat. Simul. Comput. (2008)

Keyphrases

monte carlo
simulation study
markov chain
monte carlo simulation
monte carlo methods
monte carlo tree search
machine learning
particle filter
evaluation function
temporal difference
importance sampling
markovian decision
state space
stochastic approximation
uct algorithm