Gaussian mixture modelling to detect random walks in capital markets (Q597510): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Louis Bachelier on the Centenary of Theorie de la Speculation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4220653 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Portfolio Analysis in a Stable Paretian Market / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Price Variability-Volume Relationship on Speculative Markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Pricing of Options and Corporate Liabilities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistical mechanics of financial markets: exponential modifications to Black-Scholes. / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4692755 / rank
 
Normal rank
Property / cites work
 
Property / cites work: An entropy criterion for assessing the number of clusters in a mixture model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bayesian analysis of mixture models with an unknown number of components\,--\,an alternative to reversible jump methods. / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Kolmogorov-Smirnov Test for Goodness of Fit / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4935997 / rank
 
Normal rank

Latest revision as of 18:05, 6 June 2024

scientific article
Language Label Description Also known as
English
Gaussian mixture modelling to detect random walks in capital markets
scientific article

    Statements

    Identifiers