Pages that link to "Item:Q2828051"
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The following pages link to ALGORITHMIC TRADING OF CO-INTEGRATED ASSETS (Q2828051):
Displaying 10 items.
- Optimal convergence trading with unobservable pricing errors (Q2241060) (← links)
- Optimal dynamic basis trading (Q2334405) (← links)
- Model-based pairs trading in the bitcoin markets (Q4555101) (← links)
- PAIRS TRADING UNDER DRIFT UNCERTAINTY AND RISK PENALIZATION (Q4555856) (← links)
- TRADING STRATEGIES WITHIN THE EDGES OF NO-ARBITRAGE (Q4565076) (← links)
- Optimal Cross-Border Electricity Trading (Q5065091) (← links)
- OPTIMAL DYNAMIC FUTURES PORTFOLIO UNDER A MULTIFACTOR GAUSSIAN FRAMEWORK (Q5157844) (← links)
- High-dimensional Statistical Arbitrage with Factor Models and Stochastic Control (Q5207795) (← links)
- Optimal portfolio execution under time-varying liquidity constraints (Q5373911) (← links)
- Pairs trading with topological data analysis (Q6492031) (← links)