Time-Inconsistency with Rough Volatility.
Bingyan HanHoi Ying WongPublished in: SIAM J. Financial Math. (2021)
Keyphrases
- rough sets
- stock market
- stock price
- rough fuzzy
- stock index futures
- stock trading
- chinese stock market
- garch model
- integrity checking
- exchange rate
- stock returns
- rough set theory
- financial markets
- data sets
- classical logic
- set theory
- financial time series
- fuzzy logic
- pattern recognition
- image sequences
- inconsistent information
- case study
- knowledge base
- social networks
- real world