Modeling the Effect of Interest Rate Uncertainty on Residents' Consumption - Based on a DSGE Model Embedded Stochastic Volatility.
Xiaowen HuChengchen HuYiyu YaoPublished in: J. Adv. Comput. Intell. Intell. Informatics (2018)
Keyphrases
- formal model
- high level
- modeling method
- probabilistic model
- computational model
- stochastic nature
- stochastic models
- mathematical model
- embedded systems
- modeling framework
- stochastic model
- stochastic programming
- non stationary
- theoretical analysis
- markov random field
- statistical model
- probability distribution
- cost function
- long term
- stochastic simulation
- data sets