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pro vyhledávání: '"Xiao, Ruochen"'
Models trained under assumptions in the complete market usually don't take effect in the incomplete market. This paper solves the hedging problem in incomplete market with three sources of incompleteness: risk factor, illiquidity, and discrete transa
Externí odkaz:
http://arxiv.org/abs/2211.00948
MAE, MSE and RMSE performance indicators are used to analyze the performance of different stocks predicted by LSTM and ARIMA models in this paper. 50 listed company stocks from finance.yahoo.com are selected as the research object in the experiments.
Externí odkaz:
http://arxiv.org/abs/2209.02407