Accurate Evaluation of Asset Pricing Under Uncertainty and Ambiguity of Information

Submitted on 17th May 2019

This paper proposes a new generative uncertainty mechanism based on the Bayesian Inference and Correntropy (BIC) technique for accurately evaluating asset pricing in markets. The key findings reveal that the precise modeling of asset information can estimate price changes in the market effectively.

Length of Resource
13 pages
Author
Farouq Abdulaziz Mousoudy
Date Published
Resource Type
academic