Dynamic modeling of mean-reverting spreads for statistical arbitrage (Q545522): Difference between revisions

@@ Property / author @@
+Sumit K. Garg
@@ Property / author: Sumit K. Garg / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G70
@@ Property / Mathematics Subject Classification ID: 91G70 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P05
@@ Property / Mathematics Subject Classification ID: 62P05 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+5911467
@@ Property / zbMATH DE Number: 5911467 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+mean reversion
@@ Property / zbMATH Keywords: mean reversion / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+statistical arbitrage
@@ Property / zbMATH Keywords: statistical arbitrage / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+pairs trading
@@ Property / zbMATH Keywords: pairs trading / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+state space model
@@ Property / zbMATH Keywords: state space model / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+time-varying autoregressive processes
@@ Property / zbMATH Keywords: time-varying autoregressive processes / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+dynamic regression
@@ Property / zbMATH Keywords: dynamic regression / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Bayesian forecasting
@@ Property / zbMATH Keywords: Bayesian forecasting / rank @@
+Normal rank

Dynamic modeling of mean-reverting spreads for statistical arbitrage (Q545522): Difference between revisions

Revision as of 11:20, 1 July 2023

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Mathematics(0 entries)