Analysis of data clusters obtained by self-organizing methods

Approximation of Time Series by Power Function of the Fractal Brownian Motion

Схоже за: Financial Risk and Volatility Modeling · Statistical and Computational Modeling · Complex Systems and Time Series Analysis

Methods for Forecasting Nonlinear Non-stationary Processes in Machine Learning

Схоже за: Financial Risk and Volatility Modeling · Statistical and Computational Modeling · Complex Systems and Time Series Analysis

Reconstruction of Attractors for Options Implied Volatility with Using Fuzzy Clustering Method

Схоже за: Financial Risk and Volatility Modeling · Statistical and Computational Modeling · Complex Systems and Time Series Analysis

Maximum Likelihood Drift Estimation for the Mixing of Two Fractional Brownian Motions

Схоже за: Financial Risk and Volatility Modeling · Complex Systems and Time Series Analysis

Approximation of multifractional Brownian motion by absolutely continuous processes

Схоже за: Financial Risk and Volatility Modeling · Complex Systems and Time Series Analysis

Exploring frequency of price overreactions in the Ukrainian stock market

Схоже за: Financial Risk and Volatility Modeling · Complex Systems and Time Series Analysis