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Randomisation and recursion methods for mixed-exponential Lévy models, with financial applications.
Aleksandar Mijatovic
Martijn Pistorius
Johannes Stolte
Published in:
J. Appl. Probab. (2015)
Keyphrases
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statistical models
machine learning methods
preprocessing
statistical methods
mathematical models
computational cost
empirical studies
benchmark datasets
cross validation
search algorithm
model selection
complex systems
missing values
predictive power