МОДЕЛЬ ФІНАНСОВИХ ДАНИХ ЯК ІНТЕГРАЛ ВІД ДИФУЗІЙНОГО ПРОЦЕСУ
The model of financial data as integral of diffusion process is proposed. The covariance function and one-dimensional distribution of the model have been examined, estimates for the model parameters have been built and prediction problem for the specialcase has been solved. Two examples of financial...
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| Datum: | 2025 |
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| 1. Verfasser: | |
| Format: | Artikel |
| Sprache: | English |
| Veröffentlicht: |
V.M. Glushkov Institute of Cybernetics of NAS of Ukraine
2025
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| Online Zugang: | https://jais.net.ua/index.php/files/article/view/604 |
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| Назва журналу: | Problems of Control and Informatics |