Truncated Ordered Stick Breaking Financial Market Model and Corresponding Bayesian Estimation
| dc.contributor.advisor | Feng, Shui | |
| dc.contributor.author | He, Mu | |
| dc.contributor.department | Mathematics and Statistics | en_US |
| dc.date.accessioned | 2016-09-26T15:14:25Z | |
| dc.date.available | 2016-09-26T15:14:25Z | |
| dc.date.issued | 2016 | |
| dc.description.abstract | Several truncated models for market weights are discussed. To summarize, the new truncated ordered stick breaking model introduced give restrictions on the ranks of the markets weights and show better fitting results for real data sets. | en_US |
| dc.description.degree | Master of Science (MSc) | en_US |
| dc.description.degreetype | Thesis | en_US |
| dc.identifier.uri | http://hdl.handle.net/11375/20520 | |
| dc.language.iso | en | en_US |
| dc.subject | Poisson-Dirichlet | en_US |
| dc.subject | GEM | en_US |
| dc.subject | Stick Breaking Process | en_US |
| dc.subject | Financial Market | en_US |
| dc.title | Truncated Ordered Stick Breaking Financial Market Model and Corresponding Bayesian Estimation | en_US |
| dc.type | Thesis | en_US |