IEEE - Institute of Electrical and Electronics Engineers, Inc. - Modeling Asymmetry of Information for a Sample of the Chilean Companies Using Deterministic and Stochastic Methodologies

2016 Second International Symposium on Stochastic Models in Reliability Engineering, Life Science and Operations Management (SMRLO)

Author(s): Hanns De La Fuente-Mella ; David Cademartori-Rosso ; Berta Silva-Palavecinos ; Ricardo Campos-Espinoza ; Alexander Paz
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 February 2016
Conference Location: Beer Sheva, Israel
Conference Date: 15 February 2016
Page(s): 517 - 523
ISBN (Electronic): 978-1-4673-9941-8
DOI: 10.1109/SMRLO.2016.91
Regular:

In this research, a set of financial series with high frequency was modeled and forecasted using data from a sample of Chilean companies active in the capital market. We were worked with the... View More

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