Fingerprint The fingerprint is based on mining the text of the scientific documents related to the associated persons. Based on that an index of weighted terms is created, which defines the key subjects of research unit

Costs Business & Economics
Modeling Business & Economics
Least squares estimator Business & Economics
Statistical inference Business & Economics
Splines Business & Economics
Partially linear model Business & Economics
Stochastic scheduling Business & Economics
Inference Business & Economics

Projects 2006 2015

Research Output 1995 2010

A hidden Markov regime-switching model for option valuation

Liew, C. C. & Siu, T. K. Dec 2010 In : Insurance: Mathematics and Economics. 47, 3, p. 374-384 11 p.

Research output: Research - peer-reviewArticle

Markov regime switching model
Option valuation
Filter
Assets
Predictors
Open Access
File
Economics
Markov processes
Integral equations
Costs

A mixture price trend model for long-term risk management

Fung, E. S., Ching, W. K. & Siu, T. K. K. Jun 2010 Business intelligence in economic forecasting: Technologies and techniques. Wang, J. & Wang, S. (eds.). Hershey, PA: IGI Global, p. 157-173 17 p.

Research output: Research - peer-reviewChapter

Financial markets
Long-term forecast
Asset prices
Efficient estimation
Financial forecasting