Binge-Drinking
发表于 2025-3-26 21:17:20
G. Michelson,U. Schönherr,G. O. H. Naumannach scenario, conditioned to the last sampled data. This non parametric approach seems to be quite appealing for a real financial market portfolio management in conjunction with stochastic optimization. The proposed algorithm was then applied to the scenario forecasting of the COMIT index in the Italian Stock Market.
演绎
发表于 2025-3-27 03:29:35
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减去
发表于 2025-3-27 05:27:39
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BOOST
发表于 2025-3-27 09:47:55
W. Förster,H. Kasprzak,G. von Bally,H. BusseBertocchi (1997) with respect to lattice calibration, we compare Bjerksund and Stensland approximation algorithm, Kang Pan-Zenios algorithm and a modified Kang Pan-Zenios algorithm to generate short-rate interest rates tree according to Black-Derman-Toy model. Numerical testing of the behaviour of t
Abnormal
发表于 2025-3-27 16:57:42
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micronized
发表于 2025-3-27 18:43:01
G. Michelson,U. Schönherr,G. O. H. Naumannach scenario, conditioned to the last sampled data. This non parametric approach seems to be quite appealing for a real financial market portfolio management in conjunction with stochastic optimization. The proposed algorithm was then applied to the scenario forecasting of the COMIT index in the Ita
松软
发表于 2025-3-28 01:12:12
U. Reinking,D. Micka,E.-S. El-Hifnawiis detectable significative empirical evidence that there are dependence inside such returns. From a distributional point of view, this dependence can be modelled by the so-called.Brownian (fB) motion which is a Gaussian stochastic process whose increments are (long-term) dependent with each other.
Monotonous
发表于 2025-3-28 02:21:58
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adequate-intake
发表于 2025-3-28 09:52:20
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蜈蚣
发表于 2025-3-28 13:59:04
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