Sig-SDEs model for quantitative finance.

Imanol Perez Arribas Cristopher Salvi Lukasz Szpruch

Published in: ICAIF (2020)

Keyphrases

formal model
probabilistic model
management system
databases
high level
computational model
genetic algorithm
objective function
probability distribution
real time
artificial intelligence
information systems
parameter estimation
theoretical framework
sensitivity analysis
network model