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    FS
    2010
    124views more  FS 2010»
    Comparison results for stochastic volatility models via coupling
    13 years 11 months ago
    Comparison results for stochastic volatility models via coupling
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    The aim of this paper is to investigate the properties of stochastic volatility models, and to discuss to what extent, and with regard to which models, properties of the classical...
    David Hobson
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    ESWA
    2010
    118views more  ESWA 2010»
    Integrating independent component analysis-based denoising scheme with neural network for stock price prediction
    13 years 11 months ago
    Integrating independent component analysis-based denoising scheme with neural network for stock price prediction
    Download  w3.cyu.edu.tw
    The forecasting of stock price is one of the most challenging tasks in investment/financial decision-making since stock prices/indices are inherently noisy and non-stationary. In ...
    Chi-Jie Lu
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    FSS
    2002
    111views more  FSS 2002»
    Investment using technical analysis and fuzzy logic
    14 years 7 days ago
    Investment using technical analysis and fuzzy logic
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    Deploy fuzzy logic engineering tools in the
    Hussein Dourra, Pepe Siy
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    FS
    2006
    91views more  FS 2006»
    A jump to default extended CEV model: an application of Bessel processes
    14 years 14 days ago
    A jump to default extended CEV model: an application of Bessel processes
    Download  users.iems.northwestern.edu
    We develop a
    Peter Carr, Vadim Linetsky
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