Parameter Estimation in Multifactor Uncertain Differential Equation with Symmetry Analysis for Stock Prediction
Abstract
1. Introduction
1.1. Background on SDEs and UDEs
1.2. Literature Review
1.3. Research Gap and Contribution
2. Parameter Estimation
3. Numerical Examples
4. Parameter Estimation for Time-Varying Functions
5. Algorithm for General Multifactor Mean-Reverting Model
6. Application to China Merchants Bank Stock
7. Conclusions
Author Contributions
Funding
Data Availability Statement
Acknowledgments
Conflicts of Interest
References
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t | 0.24 | 0.49 | 0.84 | 1.1 | 1.33 | 1.58 | 1.8 | 2.05 | 2.44 |
3.74 | 4.85 | 3.95 | 4.31 | 1.67 | 1.17 | 1.98 | 2.36 | 2.03 | |
t | 2.7 | 3.08 | 3.34 | 3.62 | 3.98 | 4.35 | 4.57 | 4.81 | 5.15 |
3.13 | 5.16 | 2.73 | 3.14 | 5.72 | 6.48 | 10.23 | 10 | 11.88 | |
t | 5.43 | 5.68 | 5.95 | 6.28 | 6.61 | 6.94 | 7.23 | ||
14.51 | 13.39 | 10.09 | 5.94 | 7.96 | 8.53 | 10.92 |
t | 0.32 | 0.53 | 0.77 | 0.98 | 1.22 | 1.48 | 1.73 | 2.03 | 2.39 |
3.58 | 3.74 | 3.57 | 3.51 | 3.29 | 3.47 | 3.6 | 3.56 | 3.5 | |
t | 2.66 | 3.05 | 3.37 | 3.62 | 3.88 | 4.13 | 4.47 | 4.67 | 4.89 |
3.28 | 2.99 | 3.37 | 3.39 | 3.81 | 4.39 | 5.53 | 5.42 | 5.39 | |
t | 5.27 | 5.64 | 5.89 | 6.29 | 6.5 | 6.76 | 7 | ||
5.02 | 4.83 | 4.81 | 4.23 | 4.61 | 5.15 | 4.99 |
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Zhang, J.; Ye, T.; Xu, X.; Liu, Y.; Zheng, H. Parameter Estimation in Multifactor Uncertain Differential Equation with Symmetry Analysis for Stock Prediction. Symmetry 2025, 17, 620. https://doi.org/10.3390/sym17040620
Zhang J, Ye T, Xu X, Liu Y, Zheng H. Parameter Estimation in Multifactor Uncertain Differential Equation with Symmetry Analysis for Stock Prediction. Symmetry. 2025; 17(4):620. https://doi.org/10.3390/sym17040620
Chicago/Turabian StyleZhang, Jiashuo, Tingqing Ye, Xiaoya Xu, Yang Liu, and Haoran Zheng. 2025. "Parameter Estimation in Multifactor Uncertain Differential Equation with Symmetry Analysis for Stock Prediction" Symmetry 17, no. 4: 620. https://doi.org/10.3390/sym17040620
APA StyleZhang, J., Ye, T., Xu, X., Liu, Y., & Zheng, H. (2025). Parameter Estimation in Multifactor Uncertain Differential Equation with Symmetry Analysis for Stock Prediction. Symmetry, 17(4), 620. https://doi.org/10.3390/sym17040620