Parameter estimation
收藏DataCite Commons2023-07-07 更新2025-04-16 收录
下载链接：
https://ieee-dataport.org/documents/parameter-estimation
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资源简介：
The datasets are all EXCEL files, and the datasets include daily stock price changes of three listed companies from 2021.1.4 to 2021.12.31 and Shanghai banking borrowing rates from 2021.2.2 to 2021.12.28. The three listed companies are Xiaomi Group, Zijin Mining and Fuwei Film and TV, which are representative in their respective fields. Since most of the numerical simulation parameters are directly given artificially in the existing studies, which is not convincing. Therefore this dataset is used to calculate the parameters of the stochastic interest rate model and the mean reversion stock model as a way to enhance the persuasiveness of the article.
提供机构：
IEEE DataPort
创建时间：
2023-07-07
