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Information Theory Quantifiers in Cryptocurrency Time Series Analysis. [PDF]

Entropy (Basel)
Suriano M, Caram LF, Caiafa C, Merlino HD, Rosso OA.   +4 more
europepmc   +1 more source

An integrated TOPSIS and ARAS method multi-criteria decision-making approach for optimizing investment portfolios using goal programming and genetic algorithm model. [PDF]

Sci Rep
Pisal P, Reddy KK, Kishore J, Jonnalagadda RR, Kumar M, Band G, Joshi BP.   +6 more
europepmc   +1 more source

Strengthening Ethiopia's Pandemic Preparedness and Response: The Role of Higher Education Institutions. [PDF]

Ethiop J Health Sci
Abera EG, Gudina EK, Chala TK, Yilma D.
europepmc   +1 more source

Selected Topics in Time Series Forecasting: Statistical Models vs. Machine Learning. [PDF]

Entropy (Basel)
Tjøstheim D.
europepmc   +1 more source

Short-term charging load prediction study of electric vehicle charging stations based on K-Medoids clustering and multi-factor optimization decomposition. [PDF]

Sci Rep
Li H, Tang M, Cao J, Yang T, Wang C, Jiang Y.   +5 more
europepmc   +1 more source

Modeling corn pollen dispersion using stochastic processes and estimation.
Estimation for stochastic volatility models.

, 2005
Agnès Grimaud
openalex   +1 more source

Stochastic Volatility [PDF]

SSRN Electronic Journal, 2008
Given the importance of return volatility on a number of practical financial management decisions, the efforts to provide good real-time estimates and forecasts of current and future volatility have been extensive. The main framework used in this context involves stochastic volatility models.
Torben G. Andersen, Luca Benzoni
openaire   +2 more sources

Stochastic Local Volatility [PDF]

SSRN Electronic Journal, 2008
There are two unique volatility surfaces associated with any arbitrage-free set of standard European option prices, the implied volatility surface and the local volatility surface. Several papers have discussed the stochastic differential equations for implied volatilities that are consistent with these option prices but the static and dynamic no ...
Leonardo M. Nogueira, Leonardo M. Nogueira, Carol Alexander, Carol Alexander   +3 more
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STOCHASTIC VOLATILITY

International Journal of Theoretical and Applied Finance, 2002
Hull and White [1] have priced a European call option for the case in which the volatility of the underlying asset is a lognormally distributed random variable. They have obtained their formula under the assumption of uncorrelated innovations in security price and volatility.
openaire   +2 more sources