Statistical Modeling of Financial Data with Skew-Symmetric Error Distributions.
Masayuki JimichiYoshinori KawasakiDaisuke MiyamotoChika SakaShuichi NagataPublished in: Symmetry (2023)
Keyphrases
- statistical modeling
- financial data
- statistical models
- stock market
- stock exchange
- financial time series
- bankruptcy prediction
- stock trading
- credit risk
- portfolio management
- financial crisis
- financial statements
- stock market data
- financial information
- credit card
- long term
- stock price
- statistical model
- data sets
- higher order
- natural language processing
- nonparametric bayesian