Real-world data for non-linear stochastic volatility model
收藏arXiv2025-09-30 收录
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https://github.com/986876245/ChebyshevParticles
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资源简介:
该数据集包含了在实际应用中用于非线性随机波动率模型参数推断的真实世界数据。任务的目的是在进行参数推断时,专注于这一非线性随机波动率模型。
This dataset contains real-world data employed for parameter inference of the nonlinear stochastic volatility model in practical applications. The objective of the associated task is to focus on this specific nonlinear stochastic volatility model when conducting parameter inference.
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