Volatility estimation for stochastic project value models.

Luiz E. Brandão James S. Dyer Warren J. Hahn

Published in: Eur. J. Oper. Res. (2012)

Keyphrases

stochastic models
probabilistic model
model selection
experimental data
learning algorithm
stochastic model
monte carlo simulation
statistical models
monte carlo
parameter estimation
prior knowledge
case study
statistical model
artificial neural networks
model fitting
stochastic process
genetic algorithm