Stochastic modelling of big data in finance (Q2218868)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic modelling of big data in finance |
scientific article |
Statements
Stochastic modelling of big data in finance (English)
0 references
18 January 2021
0 references
big data in finance
0 references
stochastic modelling
0 references
limit order books
0 references
semi-Markov modelling
0 references
compound Hawkes pocess
0 references
general compound Hawkes process
0 references
nonlinear general compound Hawkes process
0 references
multivariate general compound Hawkes process
0 references
Lobster data
0 references
CISCO data
0 references
Deutsche Boerse Group data
0 references
methodological aspects of using the models
0 references
0 references
