Stochastic modeling of fat-tailed probabilities of foreign exchange rates.

Mathias Karth Joachim Peinke

Published in: Complex. (2003)

Keyphrases

exchange rate
foreign exchange
currency exchange
short run
stock price
long run
probability distribution
gaussian distribution
financial crisis
heavy tailed
risk aversion
belief networks
magnetic field
data mining
quantitative analysis
probability estimates
image classification
learning algorithm