Financial regression and organization

zbMATH Open1190.37091MaRDI QIDQ3408235FDOQ3408235

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

Publication date: 25 February 2010

Recommendations

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zbMATH Keywords

parameter estimationconic quadratic programmingstochastic controlstochastic differential equationstrilevel problem

Mathematics Subject Classification ID

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

Cited In (6)

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

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