Numerical Analysis of the Model of Optimal Consumption and Borrowing with Random Time Scale.
Aleksandra ZhukovaIgor G. PospelovPublished in: NUMTA (2) (2019)
Keyphrases
- numerical analysis
- sensitivity analysis
- mathematical model
- statistical model
- experimental data
- computational model
- closed form
- optimal solution
- parameter estimation
- pattern recognition
- neural network model
- formal model
- prediction model
- theoretical framework
- em algorithm
- bayesian networks
- prior knowledge
- parameter values