2023
DOI: 10.48550/arxiv.2301.08803
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Modeling COVID-19 pandemic with financial markets models: The case of Jaén (Spain)

Abstract: The main objective of this work is to test whether some stochastic models typically used in financial markets could be applied to the COVID-19 pandemic. To this end we have implemented the ARIMAX and Cox-Ingersoll-Ross (CIR) models originally designed for interest rate pricing but transformed by us into a forecasting tool. For the latter, which we denoted CIR*, both the Euler-Maruyama method and the Milstein method were used. Forecasts obtained with the maximum likelihood method have been validated with 95% co… Show more

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