The following pages link to (Q3525851):
Displaying 21 items.
- Forecasting crude oil price and stock price by jump stochastic time effective neural network model (Q411062) (← links)
- Volatility degree forecasting of stock market by stochastic time strength neural network (Q473664) (← links)
- Model identification of ARIMA family using genetic algorithms (Q556129) (← links)
- Managing the risk of loan prepayments and the optimal structure of short term lending rates (Q665813) (← links)
- A general bilinear model to describe growth or decline time profiles (Q870419) (← links)
- Herding, a-synchronous updating and heterogeneity in memory in a CBS (Q953775) (← links)
- Fluctuations of stock price model by statistical physics systems (Q984186) (← links)
- Nonlinear stochastic interacting dynamics and complexity of financial gasket fractal-like lattice percolation (Q1708150) (← links)
- Nonlinear fluctuation behavior of financial time series model by statistical physics system (Q1725026) (← links)
- Nonparametric estimation of volatility and its parametric analogs (Q1992278) (← links)
- Nonlinear stochastic exclusion financial dynamics modeling and time-dependent intrinsic detrended cross-correlation (Q2147632) (← links)
- Modeling and complexity of stochastic interacting Lévy type financial price dynamics (Q2150375) (← links)
- Multiscale statistical behaviors for Ising financial dynamics with continuum percolation jump (Q2159662) (← links)
- Fluctuation entropy and complexity of financial percolation model with random jump on gasket fractal lattice (Q2162568) (← links)
- Phase and multifractality analyses of random price time series by finite-range interacting biased voter system (Q2259773) (← links)
- Gram-Charlier-like expansions of the convoluted hyperbolic-secant density (Q2301231) (← links)
- Complex system analysis of market return percolation model on Sierpinski carpet lattice fractal (Q2341574) (← links)
- Nonlinear Analysis on Cross-Correlation of Financial Time Series by Continuum Percolation System (Q2800706) (← links)
- Time-Frequency Characterization of Stochastic Differential Equations (Q2904935) (← links)
- Bayesian estimation of NIG models via Markov chain Monte Carlo methods (Q4676865) (← links)
- Analysis of the correlation structure of square time series (Q4677028) (← links)
