Combined Stochastic Process and Value at Risk: A Real-World Information System Decision Case.

Liang-Chuan Wu Liang-Hong Wu Fan-Yun Pai

Published in: Entropy (2020)

Keyphrases

stochastic process
real world
information systems
stochastic processes
markov chain
decision making
stochastic model
brownian motion
probability measures
expected utility
decision makers
probability distribution
generative model