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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Vydáno v:	Expert systems with applications Ročník 258; s. 125073
Hlavní autor:	Karadede, Yusuf
Médium:	Journal Article
Jazyk:	angličtina
Vydáno:	Elsevier Ltd 15.12.2024
Témata:	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
On-line přístup:	Získat plný text
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