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Published in 2019 at "International Journal of Production Economics"
DOI: 10.1016/j.ijpe.2019.107605
Abstract: Abstract This paper presents a new prediction model for time series data by integrating a time-varying Geometric Brownian Motion model with a pricing mechanism used in financial engineering. Typical time series models such as Auto-Regressive…
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Keywords:
finance;
time;
based real;
real option ... See more keywords