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Reality-check for Econophysics: Likelihood-based fitting of physics-inspired market models to empirical data.
Nils Bertschinger
Iurii Mozzhorin
Sitabhra Sinha
Published in:
CoRR (2018)
Keyphrases
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empirical data
least squares
maximum likelihood
statistical models
neural network
prior knowledge
probabilistic model
model fitting
data sets
genetic algorithm
computer science
parametric models