Sign in

Dynamic Asset Allocation with Jump-Diffusion Processes.

Yingchun ZhengShougang ZhangYunfeng Yang
Published in: CIS (2019)
Keyphrases
  • diffusion processes
  • asset allocation
  • denoising
  • information diffusion
  • partial differential equations
  • feature vectors
  • edge detection
  • decision makers
  • markov chain
  • anisotropic diffusion