Deep learning-based estimation of time-dependent parameters in Markov models with application to nonlinear regression and SDEs-Reference-Cited by-同舟云学术

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Deep learning-based estimation of time-dependent parameters in Markov models with application to nonlinear regression and SDEs

Published:2024-11 Issue: Volume:480 Page:128906
ISSN:0096-3003
Container-title:Applied Mathematics and Computation
language:en
Short-container-title:Applied Mathematics and Computation

Author:

Kałuża Andrzej^ORCID,Morkisz Paweł M.,Mulewicz Bartłomiej,Przybyłowicz Paweł^ORCID,Wia̧cek Martyna^ORCID

Funder

National Center for Research and Development

National Centre for Research and Development

Publisher

Elsevier BV

Reference31 articles.

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2. Nonlinearity and flight-to-safety in the risk-return trade-off for stocks and bonds;Adrian;J. Finance,2019

3. The impact of basel iii capital regulation on credit risk: a hybrid model;Alfouhaili;Int. J. Finance Bank. Stud.,2020

4. Efficient method of moments estimation of a stochastic volatility model: a Monte Carlo study;Andersen;J. Econom.,1999

5. Nonlinear regression models and applications in agricultural research;Archontoulis;Agron. J.,2015

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