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Estimation of market prices of risks in the GARCH diffusion model 期刊论文
ECONOMIC RESEARCH-EKONOMSKA ISTRAZIVANJA, 2018, 卷号: 31, 期号: 1, 页码: 15-36
作者:  Wu, Xinyu;  Zhou, Hailin;  Wang, Shouyang
收藏  |  浏览/下载:186/0  |  提交时间:2018/07/30
Market prices of risks  GARCH diffusion model  option pricing  efficient importance sampling  maximum likelihood  particle filter  
A neural-network-based nonlinear metamodeling approach to financial time series forecasting 期刊论文
APPLIED SOFT COMPUTING, 2009, 卷号: 9, 期号: 2, 页码: 563-574
作者:  Yu, Lean;  Wang, Shouyang;  Lai, Kin Keung
收藏  |  浏览/下载:130/0  |  提交时间:2018/07/30
Artificial neural networks  Metamodeling  Data sampling  Meta-learning  PCA  Financial time series forecasting