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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Veröffentlicht in:	Expert systems with applications Jg. 258; S. 125073
1. Verfasser:	Karadede, Yusuf
Format:	Journal Article
Sprache:	Englisch
Veröffentlicht:	Elsevier Ltd 15.12.2024
Schlagworte:	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
Online-Zugang:	Volltext
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