The impact of forecasting errors and remedial actions on operational security and efficiency in classical and probabilistic market coupling.
Sven C. MüllerVolker LiebenauSebastian RutheChristopher SpiekerChris KittlStefan DalhuesDaniel MayorgaValeri FranzChristian RehtanzPublished in: PSCC (2014)
Keyphrases
- foreign exchange
- crude oil
- short term
- probabilistic model
- decision making
- probability theory
- stock market
- security requirements
- security issues
- stock price
- intrusion detection
- financial time series
- computational complexity
- demand forecasting
- decision theoretic
- plan recognition
- neural network
- exchange rate
- current situation
- probabilistic logic
- visual learning
- option pricing
- generative model
- mobile payment
- online banking