Riemann manifold Langevin methods on stochastic volatility estimation.

Mauricio Zevallos Loretta Gasco Ricardo S. Ehlers

Published in: Commun. Stat. Simul. Comput. (2017)

Keyphrases

significant improvement
benchmark datasets
empirical studies
preprocessing
machine learning methods
estimation accuracy
neural network
data mining
feature selection
decision trees
density estimation
euclidean space
monte carlo simulation