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A Feedback Model for the Financialization of Commodity Markets.
Patrick Chan
Ronnie Sircar
Michael V. Stein
Published in:
SIAM J. Financial Math. (2015)
Keyphrases
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cost function
probabilistic model
computational model
sensitivity analysis
prior knowledge
statistical model
theoretical framework
theoretical analysis
probability distribution
prediction model
formal model
resource allocation
database
artificial neural networks
similarity measure
high level
neural network