Continuous-Time Skewed Multifractal Processes as a Model for Financial Returns.

Emmanuel Bacry Laurent Duvernet Jean-François Muzy

Published in: J. Appl. Probab. (2012)

Keyphrases

mathematical model
high level
computational models
management system
statistical model
em algorithm
random fields
prediction model
network structure
experimental data
process model
neural network
state space
probabilistic model
prior knowledge
multiresolution
objective function
social networks