callback( { "result":{ "query":"random* volatility*", "status":{ "@code":"200", "text":"OK" }, "time":{ "@unit":"msecs", "text":"13.75" }, "completions":{ "@total":"1", "@computed":"1", "@sent":"0" }, "hits":{ "@total":"12", "@computed":"12", "@sent":"12", "@first":"0", "hit":[{ "@score":"2", "@id":"679028", "info":{"authors":{"author":[{"@pid":"44/4607","text":"Riza Demirer"},{"@pid":"275/2456","text":"Konstantinos Gkillas"},{"@pid":"146/5917","text":"Rangan Gupta"},{"@pid":"332/8697","text":"Christian Pierdzioch"}]},"title":"Risk aversion and the predictability of crude oil market volatility: A forecasting experiment with random forests.","venue":"J. Oper. Res. Soc.","volume":"73","number":"8","pages":"1755-1767","year":"2022","type":"Journal Articles","access":"closed","key":"journals/jors/DemirerGGP22","doi":"10.1080/01605682.2021.1936668","ee":"https://doi.org/10.1080/01605682.2021.1936668","url":"https://dblp.org/rec/journals/jors/DemirerGGP22"}, "url":"URL#679028" }, { "@score":"2", "@id":"999437", "info":{"authors":{"author":[{"@pid":"80/3482","text":"Di Zhang"},{"@pid":"63/691","text":"Qiang Niu"},{"@pid":"178/7782","text":"Youzhou Zhou"}]},"title":"Modeling Randomly Walking Volatility with Chained Gamma Distributions.","venue":"CoRR","volume":"abs/2207.01151","year":"2022","type":"Informal and Other Publications","access":"open","key":"journals/corr/abs-2207-01151","doi":"10.48550/ARXIV.2207.01151","ee":"https://doi.org/10.48550/arXiv.2207.01151","url":"https://dblp.org/rec/journals/corr/abs-2207-01151"}, "url":"URL#999437" }, { "@score":"2", "@id":"1101546", "info":{"authors":{"author":[{"@pid":"273/9745","text":"Jaroslaw Klamut"},{"@pid":"182/2056","text":"Tomasz Gubiec"}]},"title":"Continuous Time Random Walk with Correlated Waiting Times. The Crucial Role of Inter-Trade Times in Volatility Clustering.","venue":"Entropy","volume":"23","number":"12","pages":"1576","year":"2021","type":"Journal Articles","access":"open","key":"journals/entropy/KlamutG21","doi":"10.3390/E23121576","ee":"https://doi.org/10.3390/e23121576","url":"https://dblp.org/rec/journals/entropy/KlamutG21"}, "url":"URL#1101546" }, { "@score":"2", "@id":"1279470", "info":{"authors":{"author":[{"@pid":"275/2002","text":"Md. Erfanul Hoque"},{"@pid":"35/1366","text":"Aerambamoorthy Thavaneswaran"},{"@pid":"47/9120","text":"Alex Paseka"},{"@pid":"34/4880","text":"Ruppa K. Thulasiram"}]},"title":"An Algorithmic Multiple Trading Strategy Using Data-Driven Random Weights Innovation Volatility.","venue":"COMPSAC","pages":"1760-1765","year":"2021","type":"Conference and Workshop Papers","access":"closed","key":"conf/compsac/HoqueTPT21","doi":"10.1109/COMPSAC51774.2021.00263","ee":"https://doi.org/10.1109/COMPSAC51774.2021.00263","url":"https://dblp.org/rec/conf/compsac/HoqueTPT21"}, "url":"URL#1279470" }, { "@score":"2", "@id":"1562605", "info":{"authors":{"author":[{"@pid":"66/9850","text":"Salim Lahmiri"},{"@pid":"58/8018","text":"Stelios D. Bekiros"}]},"title":"Randomness, Informational Entropy, and Volatility Interdependencies among the Major World Markets: The Role of the COVID-19 Pandemic.","venue":"Entropy","volume":"22","number":"8","pages":"833","year":"2020","type":"Journal Articles","access":"open","key":"journals/entropy/LahmiriB20","doi":"10.3390/E22080833","ee":"https://doi.org/10.3390/e22080833","url":"https://dblp.org/rec/journals/entropy/LahmiriB20"}, "url":"URL#1562605" }, { "@score":"2", "@id":"2026825", "info":{"authors":{"author":[{"@pid":"223/5409","text":"Blanka Horvath"},{"@pid":"01/10532","text":"Antoine Jacquier"},{"@pid":"246/6569","text":"Chloé Lacombe"}]},"title":"Asymptotic behaviour of randomised fractional volatility models.","venue":"J. Appl. Probab.","volume":"56","number":"2","pages":"496-523","year":"2019","type":"Journal Articles","access":"closed","key":"journals/jap/HorvathJL19","doi":"10.1017/JPR.2019.27","ee":"https://doi.org/10.1017/jpr.2019.27","url":"https://dblp.org/rec/journals/jap/HorvathJL19"}, "url":"URL#2026825" }, { "@score":"2", "@id":"4056597", "info":{"authors":{"author":[{"@pid":"64/2722","text":"Michael Mascagni"},{"@pid":"78/8429","text":"Lin-Yee Hin"}]},"title":"Parallel pseudo-random number generators: A derivative pricing perspective with the Heston stochastic volatility model.","venue":"Monte Carlo Methods Appl.","volume":"19","number":"2","pages":"77-105","year":"2013","type":"Journal Articles","access":"closed","key":"journals/mcma/MascagniH13","doi":"10.1515/MCMA-2013-0006","ee":"https://doi.org/10.1515/mcma-2013-0006","url":"https://dblp.org/rec/journals/mcma/MascagniH13"}, "url":"URL#4056597" }, { "@score":"2", "@id":"4095117", "info":{"authors":{"author":[{"@pid":"126/2203","text":"Narjes Zarei"},{"@pid":"126/2188","text":"Mohammad Ali Ghayour"},{"@pid":"87/5700","text":"Sattar Hashemi"}]},"title":"Road Traffic Prediction Using Context-Aware Random Forest Based on Volatility Nature of Traffic Flows.","venue":"ACIIDS","pages":"196-205","year":"2013","type":"Conference and Workshop Papers","access":"closed","key":"conf/aciids/ZareiGH13","doi":"10.1007/978-3-642-36546-1_21","ee":"https://doi.org/10.1007/978-3-642-36546-1_21","url":"https://dblp.org/rec/conf/aciids/ZareiGH13"}, "url":"URL#4095117" }, { "@score":"2", "@id":"4424771", "info":{"authors":{"author":[{"@pid":"299/4879","text":"Shin Ichi Aihara"},{"@pid":"54/509","text":"Arunabha Bagchi"},{"@pid":"53/2568","text":"Saikat Saha"}]},"title":"Identification of bates stochastic volatility model by using non-central chi-square random generation method.","venue":"ICASSP","pages":"3905-3908","year":"2012","type":"Conference and Workshop Papers","access":"closed","key":"conf/icassp/AiharaBS12","doi":"10.1109/ICASSP.2012.6288771","ee":"https://doi.org/10.1109/ICASSP.2012.6288771","url":"https://dblp.org/rec/conf/icassp/AiharaBS12"}, "url":"URL#4424771" }, { "@score":"2", "@id":"6003470", "info":{"authors":{"author":[{"@pid":"50/3679","text":"Ronnie Sircar"},{"@pid":"14/7138","text":"Thaleia Zariphopoulou"}]},"title":"Bounds and Asymptotic Approximations for Utility Prices when Volatility is Random.","venue":"SIAM J. Control. Optim.","volume":"43","number":"4","pages":"1328-1353","year":"2004","type":"Journal Articles","access":"closed","key":"journals/siamco/SircarZ04","doi":"10.1137/S0363012903409253","ee":"https://doi.org/10.1137/S0363012903409253","url":"https://dblp.org/rec/journals/siamco/SircarZ04"}, "url":"URL#6003470" }, { "@score":"2", "@id":"6502806", "info":{"authors":{"author":[{"@pid":"27/8727","text":"Rüdiger Frey"},{"@pid":"72/2328","text":"Wolfgang J. Runggaldier"}]},"title":"Risk-minimizing hedging strategies under restricted information: The case of stochastic volatility models observable only at discrete random times.","venue":"Math. Methods Oper. Res.","volume":"50","number":"2","pages":"339-350","year":"1999","type":"Journal Articles","access":"closed","key":"journals/mmor/FreyR99","doi":"10.1007/S001860050101","ee":"https://doi.org/10.1007/s001860050101","url":"https://dblp.org/rec/journals/mmor/FreyR99"}, "url":"URL#6502806" }, { "@score":"2", "@id":"6551417", "info":{"authors":{"author":[{"@pid":"61/5817","text":"Hatem Ben Ameur"},{"@pid":"86/984","text":"Pierre L'Ecuyer"},{"@pid":"00/526","text":"Christiane Lemieux"}]},"title":"Variance reduction of Monte Carlo and randomized quasi-Monte Carlo estimators for stochastic volatility models in finance.","venue":"WSC","pages":"336-343","year":"1999","type":"Conference and Workshop Papers","access":"closed","key":"conf/wsc/AmeurLL99","doi":"10.1109/WSC.1999.823093","ee":"https://doi.ieeecomputersociety.org/10.1109/WSC.1999.823093","url":"https://dblp.org/rec/conf/wsc/AmeurLL99"}, "url":"URL#6551417" } ] } } } )