Prediction of individual JG bond prices via the TDM model.

Takeaki Kariya Hiroshi Tsuda

Published in: CIFEr (1996)

Keyphrases

prediction model
computational model
mathematical model
probabilistic model
management system
theoretical analysis
classification models
financial time series
data sets
predictive model
long run
conceptual model
experimental data
em algorithm
objective function
high level
social networks
information retrieval