Exact and approximate expressions for the reliability of stable Lévy random variables with applications to stock market modelling.
Pushpa N. RathieLuan Carlos de Sena Monteiro OzelimPublished in: J. Comput. Appl. Math. (2017)
Keyphrases
- random variables
- stock market
- exact and approximate
- failure rate
- probability distribution
- graphical models
- stock price
- short term
- stock exchange
- string matching
- financial time series
- lower bound
- stock trading
- bayesian networks
- financial data
- financial news
- trading rules
- stochastic optimization problems
- latent variables
- query evaluation
- independent and identically distributed
- dynamic programming
- long term
- branch and bound
- stock index futures
- lower and upper bounds
- financial markets
- investment strategies
- garch model