5 Art�culos

Research on Pricing Methods of Convertible Bonds Based on Deep Learning GAN Models

Acceso

en l�nea

Gui Ren and Tao Meng

This paper proposes two data-driven models (including LSTM pricing model, WGAN pricing model) and an improved model of LSM based on GAN to analyze the pricing of convertible bonds. In addition, the LSM model with higher precision in traditional pricing m... ver m�s

Revista: International Journal of Financial Studies Formato: Electr�nico

Tabla de contenido: Vol: 11 Num: 0 Par: 4 A�o: 2023

Assessment of the Combined Effects of Threshold Selection and Parameter Estimation of Generalized Pareto Distribution with Applications to Flood Frequency Analysis

Acceso

en l�nea

Amr Gharib, Evan G. R. Davies, Greg G. Goss, Monireh Faramarzi P�g. 1 - 17

Floods are costly natural disasters that are projected to increase in severity and frequency into the future. Exceedances over a high threshold and analysis of their distributions, as determined through the Peak Over Threshold (POT) method and approximat... ver m�s

Revista: Water Formato: Electr�nico

Tabla de contenido: Vol: 9 Num: 9 Par: 0 A�o: 2017

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