Algorithmic Trading with Model Uncertainty (Q4607046)

From MaRDI portal
Revision as of 09:28, 30 July 2024 by Openalex240730090724 (talk | contribs) (Set OpenAlex properties.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article; zbMATH DE number 6849034
Language Label Description Also known as
English
Algorithmic Trading with Model Uncertainty
scientific article; zbMATH DE number 6849034

    Statements

    title
    Algorithmic Trading with Model Uncertainty (English)
    0 references
    author
    Álvaro Cartea
    0 references
    Ryan Donnelly
    0 references
    Sebastian Jaimungal
    0 references
    publication date
    12 March 2018
    0 references
    zbMATH Keywords
    market making
    0 references
    ambiguity aversion
    0 references
    model uncertainty
    0 references
    algorithmic trading
    0 references
    high-frequency trading
    0 references
    short-term alpha
    0 references
    adverse selection
    0 references
    robust optimization
    0 references

    Identifiers

    DOI
    10.1137/16M106282X
    0 references
    Mathematics Subject Classification ID
    91G80
    0 references
    93E20
    0 references
    49K45
    0 references
    90C39
    0 references
    zbMATH DE Number
    6849034
    0 references
    OpenAlex ID
    W3125653313
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q4607046&oldid=37084336"
    Powered by MediaWiki