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Identifying Returns' Distributions by Using Mixed Distributions
Contributed abstract
in session Finance II, cluster Finance
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Authors
| 1. |
Kangrong Tan
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Faculty of Economics, Kurume University |
| 2. |
Meifen Chu
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Faculty of Economics, Kyushu University |
Abstract We demonstrate a heuristic method on how to identify
returns' distributions in share markets. Firstly, we show our modeling theory by using mixed distributions, and the way to optimize the combination of the mixed distributions. Then we apply it to the real share markets. Keywords - Finance
- Optimization Techniques
- Artificial Intelligence
Status:
accepted
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