High dimensional Markovian trading of a single stock (Q2085831)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High dimensional Markovian trading of a single stock |
scientific article |
Statements
High dimensional Markovian trading of a single stock (English)
0 references
19 October 2022
0 references
bilateral gamma
0 references
measure distorted valuation
0 references
quantization
0 references
Gaussian process regression
0 references
0 references
0 references
0 references
