Jump-diffusion stock-return model with weighted fitting of time-dependent parameters.
Floyd B. HansonJohn J. WestmanPublished in: ACC (2003)
Keyphrases
- computational model
- parameter estimation
- probabilistic model
- measured data
- mathematical model
- formal model
- management system
- parameter values
- statistical model
- experimental data
- closed form
- fitting method
- learning algorithm
- probability density function
- theoretical framework
- probability distribution
- similarity measure