A Test for the Presence of Jumps in Financial Markets using Neural Networks in R

Modelling of financial markets is usually undertaken using stochastic processes. Stochastic processes are collection of random variables indexed, for our purposes, by time. Examples of stochastic processes used in finance include GBM, OU, Heston Model and Jump Diffusion processes.  For Continue reading A Test for the Presence of Jumps in Financial Markets using Neural Networks in R