The Arcsine-X Family of Distributions with Applications to Financial Sciences.
Yen Liang TungZubair AhmadEisa MahmoudiPublished in: Comput. Syst. Sci. Eng. (2021)
Keyphrases
- probability distribution
- stock market
- decision making
- exponential distributions
- special case
- log normal
- random variables
- stock price
- scientific discovery
- information systems
- financial institutions
- statistical distributions
- joint distribution
- power law
- heavy tailed distributions
- databases
- exponential family
- kullback leibler divergence
- fraud detection
- gaussian distribution
- multi class
- information technology
- neural network