A jump model for fads in asset prices under asymmetric information.

Winston S. Buckley Hongwei Long Sandun Perera

Published in: Eur. J. Oper. Res. (2014)

Keyphrases

probabilistic model
formal model
machine learning
input data
theoretical analysis
computational model
network model
real time
neural network
case study
multiscale
objective function
statistical model
conceptual model
sensitivity analysis
trust model