Long-term prediction of the metals' prices using non-Gaussian time-inhomogeneous stochastic process
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Publication:2139685
DOI10.1016/j.physa.2020.124659zbMath1496.62175OpenAlexW3025088026MaRDI QIDQ2139685
Łukasz Bielak, Agnieszka Wyłomańska, Dawid Szarek
Publication date: 19 May 2022
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.physa.2020.124659
Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of stochastic analysis (to PDEs, etc.) (60H30)
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