FINANCIAL TIME SERIES USING NONLINEAR DIFFERENTIAL EQUATION OF GAUSSIAN DISTRIBUTION PROBABILITY DENSITY

DOI10.1142/S0218348X22400849OpenAlexW3201972019WikidataQ114072763 ScholiaQ114072763MaRDI QIDQ5070797

Pengbo Wan, Nawaf Alhebaishi, Qi Liu

Publication date: 14 April 2022

Published in: Fractals (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0218348x22400849

zbMATH Keywords

Gaussian processnonlinearGaussian distributionfinancial time series research

Mathematics Subject Classification ID

Parametric inference (62Fxx) Stochastic processes (60Gxx) Nonparametric inference (62Gxx)

Related Items (1)

Fractal interpolation densities

Uses Software

• GPflow

Cites Work

• Deterministic chaos in pendulum systems with delay
• Fractional interaction of financial agents in a stock market network
• An application of new method to obtain probability density function of solution of stochastic differential equations
• Bayesian monotone regression using Gaussian process projection
• Posterior consistency for Gaussian process approximations of Bayesian posterior distributions
• AN USER INTENTION MINING MODEL BASED ON FRACTAL TIME SERIES PATTERN
• Efficient Gaussian process regression for large datasets
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