Optimal trend following trading rules (Q2806822)
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scientific article; zbMATH DE number 6582387
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal trend following trading rules |
scientific article; zbMATH DE number 6582387 |
Statements
19 May 2016
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trend following trading rule
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bull-bear switching model
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partial information
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Hamilton-Jacobi-Bellman equations
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Optimal trend following trading rules (English)
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0.9019418954849244
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0.8489025235176086
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0.8360649347305298
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0.8195524215698242
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0.7627413868904114
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