Empirical study based on the model of rough fractional stochastic volatility (RFSV).
Songyan ZhangChaoyong HuPublished in: Int. J. Model. Simul. Sci. Comput. (2023)
Keyphrases
- empirical studies
- experimental data
- stochastic model
- mathematical model
- statistical model
- high level
- similarity measure
- probabilistic model
- probability distribution
- rough sets
- rough sets theory
- neural network
- stochastic processes
- empirical analysis
- experimental design
- supply chain
- objective function
- image segmentation
- data mining