A generalization of the ARIMA model to the nonlinear and continuous cases
DOI10.1007/S10559-023-00625-8OpenAlexW4389378006MaRDI QIDQ6198089
M. Ya. Kushnir, K. A. Tokarieva
Publication date: 20 February 2024
Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10559-023-00625-8
stochastic optimizationgenetic algorithmstochastic functional differential equationsforecasting of financial processes
Inference from stochastic processes and prediction (62M20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Optimal stochastic control (93E20) Financial applications of other theories (91G80) Stochastic functional-differential equations (34K50)
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