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The First Order Autoregressive Model with Coefficient Contains Non-Negative Random Elements: Simulat
[期刊论文] 作者：Pham Van Khanh,
来源：统计学期刊(英文) 年份：2012
This paper considered an autoregressive time series where the slope contains random components with non-negative values. The authors determine the stationary co...
[期刊论文] 作者：Pham Van Khanh,
来源：美国运筹学期刊(英文) 年份：2012
In this paper, we consider the problem to determine the optimal time to sell an asset that its price conforms to the Black-Schole model but its drift is a discr...
[期刊论文] 作者：Pham Van Khanh,
来源：美国运筹学期刊(英文) 年份：2014
In this paper we consider the problem of determining the optimal time to buy an asset in a position of an uptrend or downtrend in the financial market and curre...
[期刊论文] 作者：Pham Van Khanh,
来源：美国运筹学期刊(英文) 年份：2015
To solve the selling problem which is resembled to the buying problem in [1], in this paper we solve the problem of determining the optimal time to sell a prope...
Comparisons of VAR Model and Models Created by Genetic Programming in Consumer Price Index Predictio
[期刊论文] 作者：Pham Van Khanh,
来源：统计学期刊(英文) 年份：2012
In this paper, we present an application of Genetic Programming (GP) to Vietnamese CPI in?ation one-step prediction problem. This is a new approach in building...
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