Pages that link to "Item:Q2806822"
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The following pages link to Optimal Trend Following Trading Rules (Q2806822):
Displaying 12 items.
- Optimal investment in markets with over and under-reaction to information (Q1679555) (← links)
- Stochastic impulse control with regime-switching dynamics (Q1753526) (← links)
- Speculative trading, prospect theory and transaction costs (Q2111243) (← links)
- A Stochastic Approximation Approach for Trend-Following Trading (Q4562480) (← links)
- Robust Consumption-Investment with Return Ambiguity: A Dual Approach with Volatility Ambiguity (Q5097217) (← links)
- A renewal theory approach to two-state switching problems with infinite values (Q5109486) (← links)
- A Mathematical Analysis of Technical Analysis (Q5378529) (← links)
- Optimal Retirement Under Partial Information (Q5868936) (← links)
- A financial trading system with optimized indicator setting, trading rule definition, and signal aggregation through particle swarm optimization (Q6538809) (← links)
- Reinforcement learning for continuous-time mean-variance portfolio selection in a regime-switching market (Q6556141) (← links)
- Stochastic evolution of distributions and functional Bollinger bands (Q6580710) (← links)
- Deep learning for enhanced index tracking (Q6587735) (← links)