Symmetry analysis of a model of stochastic volatility with time-dependent parameters.
Christodoulos SophocleousJohn G. O'HaraPeter G. L. LeachPublished in: J. Comput. Appl. Math. (2011)
Keyphrases
- statistical model
- measured data
- neural network
- parameter values
- input data
- probability distribution
- high level
- probabilistic model
- statistical analysis
- objective function
- monte carlo
- experimental data
- sensitivity analysis
- conceptual model
- empirical data
- parametric models
- linear model
- reinforcement learning
- probability density function
- parameter space
- mathematical model
- maximum likelihood
- least squares