IDEAS home Printed from https://ideas.repec.org/r/eee/chsofr/v139y2020ics0960077920304240.html
   My bibliography  Save this item

Parameter estimation of uncertain differential equation with application to financial market

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Tingqing Ye & Baoding Liu, 2022. "Uncertain hypothesis test with application to uncertain regression analysis," Fuzzy Optimization and Decision Making, Springer, vol. 21(2), pages 157-174, June.
  2. Shen, Jiayu & Shi, Jianxin & Gao, Lingceng & Zhang, Qiang & Zhu, Kai, 2023. "Uncertain green product supply chain with government intervention," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 208(C), pages 136-156.
  3. Liu, Z. & Yang, Y., 2021. "Uncertain pharmacokinetic model based on uncertain differential equation," Applied Mathematics and Computation, Elsevier, vol. 404(C).
  4. Lu, Jing & Yang, Xiangfeng & Tian, Miao, 2022. "Barrier swaption pricing formulae of mean-reverting model in uncertain environment," Chaos, Solitons & Fractals, Elsevier, vol. 160(C).
  5. Tang, Han & Yang, Xiangfeng, 2021. "Uncertain chemical reaction equation," Applied Mathematics and Computation, Elsevier, vol. 411(C).
  6. Wang, Weiwei & Ralescu, Dan A., 2021. "Valuation of lookback option under uncertain volatility model," Chaos, Solitons & Fractals, Elsevier, vol. 153(P1).
  7. Jin, Ting & Ding, Hui & Xia, Hongxuan & Bao, Jinfeng, 2021. "Reliability index and Asian barrier option pricing formulas of the uncertain fractional first-hitting time model with Caputo type," Chaos, Solitons & Fractals, Elsevier, vol. 142(C).
  8. Jia, Lifen & Liu, Xueyong, 2021. "Optimal harvesting strategy based on uncertain logistic population model," Chaos, Solitons & Fractals, Elsevier, vol. 152(C).
  9. Jia, Lifen & Chen, Wei, 2020. "Knock-in options of an uncertain stock model with floating interest rate," Chaos, Solitons & Fractals, Elsevier, vol. 141(C).
  10. Meiling Jin & Fengming Liu & Yufu Ning & Yichang Gao & Dongmei Li, 2024. "A Mathematical Optimization Model Designed to Determine the Optimal Timing of Online Rumor Intervention Based on Uncertainty Theory," Mathematics, MDPI, vol. 12(16), pages 1-21, August.
  11. Najafi, Alireza & Taleghani, Rahman, 2022. "Fractional Liu uncertain differential equation and its application to finance," Chaos, Solitons & Fractals, Elsevier, vol. 165(P2).
  12. Guanzhong Ma & Xiangfeng Yang & Xiao Yao, 2021. "A relation between moments of Liu process and Bernoulli numbers," Fuzzy Optimization and Decision Making, Springer, vol. 20(2), pages 261-272, June.
  13. Gao, Yin & Gao, Jinwu & Yang, Xiangfeng, 2022. "Parameter estimation in uncertain delay differential equations via the method of moments," Applied Mathematics and Computation, Elsevier, vol. 431(C).
  14. Xiangfeng Yang & Hua Ke, 2023. "Uncertain interest rate model for Shanghai interbank offered rate and pricing of American swaption," Fuzzy Optimization and Decision Making, Springer, vol. 22(3), pages 447-462, September.
  15. Li, Bo & Li, Xiangfa & Teo, Kok Lay & Zheng, Peiyao, 2022. "A new uncertain random portfolio optimization model for complex systems with downside risks and diversification," Chaos, Solitons & Fractals, Elsevier, vol. 160(C).
  16. Chen, Dan & Liu, Yang, 2023. "Uncertain Gordon-Schaefer model driven by Liu process," Applied Mathematics and Computation, Elsevier, vol. 450(C).
  17. Yi Zhang & Jinwu Gao & Xiang Li & Xiangfeng Yang, 2021. "Two-person cooperative uncertain differential game with transferable payoffs," Fuzzy Optimization and Decision Making, Springer, vol. 20(4), pages 567-594, December.
  18. Jian Zhou & Yujiao Jiang & Athanasios A. Pantelous & Weiwen Dai, 2023. "A systematic review of uncertainty theory with the use of scientometrical method," Fuzzy Optimization and Decision Making, Springer, vol. 22(3), pages 463-518, September.
  19. Shi, Gang & Gao, Jinwu, 2021. "European Option Pricing Problems with Fractional Uncertain Processes," Chaos, Solitons & Fractals, Elsevier, vol. 143(C).
  20. Lifen Jia & Wei Chen, 2021. "Uncertain SEIAR model for COVID-19 cases in China," Fuzzy Optimization and Decision Making, Springer, vol. 20(2), pages 243-259, June.
  21. Jin, Ting & Yang, Xiangfeng, 2021. "Monotonicity theorem for the uncertain fractional differential equation and application to uncertain financial market," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 190(C), pages 203-221.
  22. Tang, Han & Yang, Xiangfeng, 2022. "Moment estimation in uncertain differential equations based on the Milstein scheme," Applied Mathematics and Computation, Elsevier, vol. 418(C).
  23. Sheng, Yuhong & Yao, Kai & Qin, Zhongfeng, 2020. "Continuity and variation analysis of fractional uncertain processes," Chaos, Solitons & Fractals, Elsevier, vol. 140(C).
  24. Lu Yang & Tingqing Ye & Haizhong Yang, 2022. "Uncertain seepage equation in fissured porous media," Fuzzy Optimization and Decision Making, Springer, vol. 21(3), pages 383-403, September.
  25. Li, Bo & Zhang, Ranran & Jin, Ting & Shu, Yadong, 2021. "Parametric approximate optimal control of uncertain differential game with application to counter terror," Chaos, Solitons & Fractals, Elsevier, vol. 146(C).
  26. He, Liu & Zhu, Yuanguo, 2024. "Nonparametric estimation for uncertain fractional differential equations," Chaos, Solitons & Fractals, Elsevier, vol. 178(C).
  27. Yu, Yongjiu & Yang, Xiangfeng & Lei, Qing, 2022. "Pricing of equity swaps in uncertain financial market," Chaos, Solitons & Fractals, Elsevier, vol. 154(C).
  28. Liu He & Yuanguo Zhu & Ziqiang Lu, 2023. "Parameter estimation for uncertain fractional differential equations," Fuzzy Optimization and Decision Making, Springer, vol. 22(1), pages 103-122, March.
  29. Liu, Z. & Yang, Y., 2021. "Selection of uncertain differential equations using cross validation," Chaos, Solitons & Fractals, Elsevier, vol. 148(C).
  30. Xu, Qinqin & Zhu, Yuanguo, 2023. "Reliability analysis of uncertain random systems based on uncertain differential equation," Applied Mathematics and Computation, Elsevier, vol. 450(C).
  31. Zhang, Guidong & Sheng, Yuhong, 2022. "Estimating time-varying parameters in uncertain differential equations," Applied Mathematics and Computation, Elsevier, vol. 425(C).
  32. Xiaowei Chen & Jing Li & Chen Xiao & Peilin Yang, 2021. "Numerical solution and parameter estimation for uncertain SIR model with application to COVID-19," Fuzzy Optimization and Decision Making, Springer, vol. 20(2), pages 189-208, June.
  33. Waichon Lio & Baoding Liu, 2021. "Initial value estimation of uncertain differential equations and zero-day of COVID-19 spread in China," Fuzzy Optimization and Decision Making, Springer, vol. 20(2), pages 177-188, June.
  34. Waichon Lio & Rui Kang, 2023. "Bayesian rule in the framework of uncertainty theory," Fuzzy Optimization and Decision Making, Springer, vol. 22(3), pages 337-358, September.
  35. Yang Liu & Baoding Liu, 2022. "Residual analysis and parameter estimation of uncertain differential equations," Fuzzy Optimization and Decision Making, Springer, vol. 21(4), pages 513-530, December.
  36. Tingqing Ye & Baoding Liu, 2023. "Uncertain hypothesis test for uncertain differential equations," Fuzzy Optimization and Decision Making, Springer, vol. 22(2), pages 195-211, June.
  37. Liu He & Yuanguo Zhu & Yajing Gu, 2023. "Nonparametric estimation for uncertain differential equations," Fuzzy Optimization and Decision Making, Springer, vol. 22(4), pages 697-715, December.
  38. Noorani, Idin & Mehrdoust, Farshid, 2022. "Parameter estimation of uncertain differential equation by implementing an optimized artificial neural network," Chaos, Solitons & Fractals, Elsevier, vol. 165(P1).
  39. Zhiyong Huang & Chunliu Zhu & Jinwu Gao, 2021. "Stability analysis for uncertain differential equation by Lyapunov’s second method," Fuzzy Optimization and Decision Making, Springer, vol. 20(1), pages 129-144, March.
  40. Liu, Zhe & Yang, Ying, 2022. "Moment estimation for parameters in high-order uncertain differential equations," Applied Mathematics and Computation, Elsevier, vol. 433(C).
  41. Farshid Mehrdoust & Idin Noorani & Wei Xu, 2023. "Uncertain energy model for electricity and gas futures with application in spark-spread option price," Fuzzy Optimization and Decision Making, Springer, vol. 22(1), pages 123-148, March.
  42. Chen, Xin & Zhu, Yuanguo & Sheng, Linxue, 2021. "Optimal control for uncertain stochastic dynamic systems with jump and application to an advertising model," Applied Mathematics and Computation, Elsevier, vol. 407(C).
  43. Pan, Zeyu & Gao, Yin & Yuan, Lin, 2021. "Bermudan options pricing formulas in uncertain financial markets," Chaos, Solitons & Fractals, Elsevier, vol. 152(C).
  44. Jie, Ke-Wei & Liu, San-Yang & Sun, Xiao-Jun & Xu, Yun-Cheng, 2023. "A dynamic ripple-spreading algorithm for solving mean–variance of shortest path model in uncertain random networks," Chaos, Solitons & Fractals, Elsevier, vol. 167(C).
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.