Estimation of geometric Brownian motion model with a t-distribution–based particle filter

Motion Model ◽

Brownian Motion Model ◽

T Distribution

Advances in Intelligent Systems and Computing - Fuzzy Information and Engineering and Decision ◽

A New Approach in Geometric Brownian Motion Model

10.1007/978-3-319-66514-6_34 ◽

2017 ◽

pp. 336-342 ◽

Author(s):

Seyed Mohammad Esmaeil Pour Mohamma Azizi ◽

Abdolsadeh Neisy

Keyword(s):

Brownian Motion ◽

Motion Model ◽

New Approach ◽

Evaluation of an iron ore price forecast using a geometric Brownian motion model

REM - International Engineering Journal ◽

10.1590/0370-44672018720140 ◽

2019 ◽

Vol 72 (1 suppl 1) ◽

pp. 9-15 ◽

Cited By ~ 2

Author(s):

André Lubene Ramos ◽

Douglas Batista Mazzinghy ◽

Viviane da Silva Borges Barbosa ◽

Michel Melo Oliveira ◽

Gilberto Rodrigues da Silva

Keyword(s):

Brownian Motion ◽

Iron Ore ◽

Motion Model ◽

Price Forecast ◽

2011 IEEE Symposium on Business, Engineering and Industrial Applications (ISBEIA) ◽

Comparative analysis of Geometric Brownian motion model in forecasting FBMHS and FBMKLCI index in Bursa Malaysia

10.1109/isbeia.2011.6088794 ◽

2011 ◽

Author(s):

Aslina Omar ◽

Maheran Mohd Jaffar

Keyword(s):

Brownian Motion ◽

Comparative Analysis ◽

Motion Model ◽

Prediction of level of drowsiness using an adaptive geometric brownian motion model, with application to drowsy driving accident prevention

Sleep Medicine ◽

10.1016/j.sleep.2017.11.247 ◽

2017 ◽

Vol 40 ◽

pp. e86

Author(s):

P. Ebrahimbabaie Varnosfaderani ◽

J.G. Verly

Keyword(s):

Brownian Motion ◽

Accident Prevention ◽

Motion Model ◽

Drowsy Driving ◽

MODELLING MALAYSIAN GOLD PRICES USING GEOMETRIC BROWNIAN MOTION MODEL

Advances in Mathematics: Scientific Journal ◽

10.37418/amsj.9.9.92 ◽

2020 ◽

Vol 9 (9) ◽

pp. 7463-7469 ◽

Author(s):

Zawin Najah Hamdan ◽

Siti Nur Iqmal Ibrahim ◽

Mohd Shafie Mustafa

Keyword(s):

Brownian Motion ◽

Motion Model ◽

An Introduction to Mathematical Finance with Applications - Springer Undergraduate Texts in Mathematics and Technology ◽

Stochastic Calculus and Geometric Brownian Motion Model

10.1007/978-1-4939-3783-7_6 ◽

2016 ◽

pp. 253-327 ◽

Author(s):

Arlie O. Petters ◽

Xiaoying Dong

Keyword(s):

Brownian Motion ◽

Stochastic Calculus ◽

Motion Model ◽

A geometric Brownian motion model for field degradation data

International Journal of Materials and Product Technology ◽

10.1504/ijmpt.2004.003912 ◽

2004 ◽

Vol 20 (1/2/3) ◽

pp. 51 ◽

Cited By ~ 24

Author(s):

E.A. Elsayed ◽

H.T. Liao

Keyword(s):

Brownian Motion ◽

Motion Model ◽

Degradation Data ◽

Explaining Freeway Breakdown with Geometric Brownian Motion Model

Journal of Transportation Engineering Part A Systems ◽

10.1061/jtepbs.0000255 ◽

2019 ◽

Vol 145 (9) ◽

pp. 04019037

Author(s):

Paul J. Ossenbruggen ◽

Eric M. Laflamme

Keyword(s):

Brownian Motion ◽

Motion Model ◽

Intermittency in an interacting generalization of the geometric Brownian motion model

Journal of Physics A Mathematical and Theoretical ◽

10.1088/1751-8113/41/32/324015 ◽

2008 ◽

Vol 41 (32) ◽

pp. 324015 ◽

Cited By ~ 6

Author(s):

Reimer Kühn ◽

Peter Neu

Keyword(s):

Brownian Motion ◽

Motion Model ◽

Adaptive Sampling using a Geometric Brownian Motion Model to Predict MD Trajectory Mobility on a Free Energy Surface

Biophysical Journal ◽

10.1016/j.bpj.2020.11.690 ◽

2021 ◽

Vol 120 (3) ◽

pp. 78a

Author(s):

Ekaterina D. Kots ◽

Derek M. Shore ◽

Harel Weinstein

Keyword(s):

Free Energy ◽

Brownian Motion ◽

Adaptive Sampling ◽

Energy Surface ◽

Motion Model ◽

Free Energy Surface ◽