A novel stochastic ProFiVaS model based on decomposition of stochastic Vasicek differential equation for modeling and simulating of financial indicators

[Display omitted] The main purpose of this study is to develop a new discrete time stochastic ProFiVaS model based on decomposition of stochastic Vasicek differential equation which follows bouncing autoregressive AR1, with fixed variance and trend for modeling and simulating of international financ...

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Vydané v:	Expert systems with applications Ročník 258; s. 125073
Hlavný autor:	Karadede, Yusuf
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Elsevier Ltd 15.12.2024
Predmet:	bouncing autoregression AR discrete-time Vasicek model Heuristic algorithm nonlinear multivariable optimization Simulation stock market forecasting discrete-time Vasicek model bouncing autoregression AR Simulation nonlinear multivariable optimization Heuristic algorithm stock market forecasting
ISSN:	0957-4174
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