Financial regression and organization

MaRDI QIDQ3408235zbMATH OpenFDO

Authors Pakize Taylan, Kasirga Yildirak, Zafer-Korcan Görgülü, Gerhard-Wilhelm Weber

Publication date 25 February 2010

zbMATH Keywords

conic quadratic programmingparameter estimationstochastic controlstochastic differential equationstrilevel problem

Mathematics Subject Classification ID

Dynamical systems in optimization and economics (37N40) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Convex programming (90C25) Portfolio theory (91G10) Financial applications of other theories (91G80)

Recommendations

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Cited in

(7)

• Stochastic regression and its application to hedging in finance
• Parameter estimation in stochastic differential equations
• Cooperative games under bubbly uncertainty
• A new approach to multivariate adaptive regression splines by using Tikhonov regularization and continuous optimization
• Optimal model description of finance and human factor indices
• On cooperative fuzzy bubbly games
• Mutual relevance of investor sentiment and finance by modeling coupled stochastic systems with MARS

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