Stochastic modelling of big data in finance (Q2218868)
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scientific article; zbMATH DE number 7297575
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Stochastic modelling of big data in finance |
scientific article; zbMATH DE number 7297575 |
Statements
Stochastic modelling of big data in finance (English)
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18 January 2021
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big data in finance
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stochastic modelling
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limit order books
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semi-Markov modelling
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compound Hawkes pocess
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general compound Hawkes process
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nonlinear general compound Hawkes process
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multivariate general compound Hawkes process
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Lobster data
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CISCO data
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Deutsche Boerse Group data
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methodological aspects of using the models
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0.8736005425453186
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0.715532124042511
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0.7015511393547058
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0.6913273930549622
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0.6899660229682922
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