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The time path of the marginal cost of oil: The turning point and the subsequent upward drift.

Sten ThoreS. L. McDonaldR. GonzalezNathan P. RitcheyTimothy W. RuefliK. K. Sinha
Published in: Ann. Oper. Res. (1996)
Keyphrases
  • turning points
  • minimum cost
  • shortest path
  • financial time series
  • non stationary
  • reinforcement learning
  • stock market
  • path length
  • arma model