Browsing Colleges by Subject "level set analysis nonparametric regression ARCH/GARCH model prospect theory behavioral finance agent-based modeling"
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Stability Analysis of Networked Control Systems with Bounded Random Delay and State Compensation: How Large is the Actual System Scale? (AIMS Electronic Engineering, 2019)In this paper, a level set analysis is proposed which aims to analyze the S&P 500 return with a certain magnitude. It is found that the process of large jumps/drops of return tend to have negative serial correlation, and ...