Filtering and Identification of Interest Rate Model with Stochastic Volatility.

Shin Ichi Aihara Arunabha Bagchi

Published in: CDC/ECC (2005)

Keyphrases

mathematical model
neural network
prior knowledge
probabilistic model
management system
high level
probability distribution
computational model
statistical model
data sets
social networks
autoregressive
filtering algorithm
stochastic process
stochastic nature