Valuation of convertible bond under uncertain mean-reverting stock model.
Zhiqiang ZhangWeiqi LiuXindong ZhangPublished in: J. Ambient Intell. Humaniz. Comput. (2017)
Keyphrases
- computational model
- probabilistic model
- high level
- theoretical framework
- neural network model
- long term
- management system
- parameter estimation
- formal model
- social networks
- simulation model
- life cycle
- experimental data
- mathematical model
- em algorithm
- cost function
- prior knowledge
- artificial neural networks
- video sequences
- objective function
- image sequences
- decision making