Levy Processes Simulation for Modeling in Bioinformatics
2020 ◽
Vol 10
(1)
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pp. 55-64
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This article discusses the capabilities of the R language for modeling Levy processes, processes that currently most closely correspond to the nature of the evolution of stock price movements. The efficient algorithm of the CGMY process simulation as a difference of the tempered stable independent Levy is processed and programmed with the R language. The efficient algorithm of variance gamma process simulation using variance gamma random variables is processed and programmed with the R language. The article is focused on an entirely new area relevant to the scope of the International Journal of Applied Research in Bioinformatics (IJARB).
2020 ◽
Vol 11
(3)
◽
pp. 52-63
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2021 ◽
Vol 17
(1)
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pp. 72-92
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2014 ◽
Vol 02
(11)
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pp. 1000-1008
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