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The application of improved Markov Chain Monte Carlo method in liquidity management of commercial banks.
Ning Liu
Jing Liu
Qi Huang
Published in:
J. Intell. Fuzzy Syst. (2014)
Keyphrases
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markov chain
monte carlo method
monte carlo
commercial banks
state space
genetic algorithm
bayesian learning
posterior distribution
prior knowledge
closed form
risk management
learning machines
markov chain monte carlo