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3D extreme value analysis for stock return, interest rate and speed of mean reversion.

Burhaneddin IzgiAhmet Duran
Published in: J. Comput. Appl. Math. (2016)
Keyphrases
  • real time
  • image analysis
  • statistical analysis
  • database
  • optimal solution
  • data analysis
  • high speed
  • quantitative analysis
  • extreme values
  • social networks
  • decision making
  • lower bound