The sum of two independent polynomially-modified hyperbolic secant random variables with application in computational finance.
A. A. L. ZadehHojatollah ZakerzadehHamzeh TorabiPublished in: Int. J. Model. Simul. Sci. Comput. (2021)
Keyphrases
- random variables
- computational finance
- identically distributed
- probability distribution
- graphical models
- stochastic optimization problems
- machine learning
- statistically independent
- conditional independence
- computational intelligence
- independent and identically distributed
- bayesian networks
- conditional probabilities
- directed acyclic graph
- joint distribution
- normal distribution
- probabilistic model
- financial forecasting
- random vectors
- genetic programming
- latent variables
- distribution function
- conditional distributions
- support vector
- neural network