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Introducing a new approach for modeling stock market prices using the combination of jump-drift processes.
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- Frontiers in Physics, 2024, p. 01, doi. 10.3389/fphy.2024.1402593
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Introducing a new approach for modeling a given time series based on attributing any random variation to a jump event: jump-jump modeling.
- Published in:
- Scientific Reports, 2024, v. 14, n. 1, p. 1, doi. 10.1038/s41598-024-51863-5
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- Article