Consistent asset modelling with random coefficients and switches between regimes.

Felix L. Wolf Griselda Deelstra Lech A. Grzelak

Published in: Math. Comput. Simul. (2024)

Keyphrases

linear combination
wavelet coefficients
neural network
computer vision
globally optimal
uniformly distributed
artificial intelligence
image compression
basis functions
consistency constraints
heavy tailed
linear relationship
digital filters