Nonlinear Stochastic Equation within an Itô Prescription for Modelling of Financial Market.
Leonardo S. LimaPublished in: Entropy (2019)
Keyphrases
- financial markets
- fractional brownian motion
- nonlinear equations
- stock market
- stock price
- black scholes
- technical indicators
- risk management
- long range
- wave equation
- numerical methods
- boundary value problem
- agent based models
- finite difference
- portfolio theory
- financial institutions
- non stationary
- decision support system
- trading systems
- differential equations
- partial differential equations
- text mining
- knowledge discovery
- artificial intelligence
- databases