Analysis of an uncertain volatility model.
Marco Di FrancescoPaolo FoschiAndrea PascucciPublished in: Adv. Decis. Sci. (2006)
Keyphrases
- computational model
- statistical model
- experimental data
- neural network
- empirical data
- autoregressive
- probabilistic model
- probability distribution
- statistical analysis
- theoretical analysis
- turning points
- prediction model
- simulation model
- long term
- similarity measure
- decision making
- information retrieval
- machine learning