Pages that link to "Item:Q292151"
From MaRDI portal
The following pages link to Mixtures of \(t\)-distributions for finance and forecasting (Q292151):
Displaying 13 items.
- State price densities implied from weather derivatives (Q495457) (← links)
- Flexible modeling of conditional distributions using smooth mixtures of asymmetric Student \(t\) densities (Q993802) (← links)
- Value-at-risk via mixture distributions reconsidered (Q1039677) (← links)
- Shape constrained risk-neutral density estimation by support vector regression (Q1671251) (← links)
- Dynamic portfolio optimization under multi-factor model in stochastic markets (Q1929951) (← links)
- Chance-constrained games with mixture distributions (Q2238757) (← links)
- On the non-existence of conditional value-at-risk under heavy tails and short sales (Q2267378) (← links)
- An explainable attention network for fraud detection in claims management (Q2673178) (← links)
- Revisiting Tests for Neglected Nonlinearity Using Artificial Neural Networks (Q3015448) (← links)
- Multivariate Mixtures of Normal Distributions: Properties, Random Vector Generation, Fitting, and as Models of Market Daily Changes (Q3466767) (← links)
- Flexible weighted dirichlet process mixture modelling and evaluation to address the problem of forecasting return distribution (Q4988819) (← links)
- A new representation of the risk-neutral distribution and its applications (Q5079373) (← links)
- State price density estimation with an application to the recovery theorem (Q6039126) (← links)
