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Browsing Departments Kemmy Business School by Subject "rate forecasting stochastic processes"

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Browsing Departments Kemmy Business School by Subject "rate forecasting stochastic processes"

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  • Shannon, Darren; Fountas, Grigorios (Elsevier, 2021)
    We present an alternative approach to the forecasting of motor vehicle collision rates. We adopt an oft-used tool in mathematical finance, the Heston Stochastic Volatility model, to forecast the short-term and long-term ...

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