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State Space Vasicek Model of a Longevity Bond
The appropriate state equation and measurement equation derived from our model is used as a method of pricing a longevity bond in a financial market.
Are Bitcoins price predictable? Evidence from machine learning techniques using technical indicators
The MAPE, RMSE, MAE, and R-squared values for the stacking ensemble model were 0. 0191%, 15. 5331 USD, 124. 5508 USD, and 0. 9967 respectively.
Hedging crop yields against weather uncertainties -- a weather derivative perspective
Based on these average temperature models, pricing models for futures, options on futures, and basket futures for cumulative average temperature and growing degree-days are presented.
Crop yield probability density forecasting via quantile random forest and Epanechnikov Kernel function
A reliable and accurate forecasting model for crop yields is of crucial importance for efficient decision-making process in the agricultural sector.
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