Stochastic algorithms and numerics for mean-reverting asset trading (Q3094162)
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scientific article; zbMATH DE number 5961462
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Stochastic algorithms and numerics for mean-reverting asset trading |
scientific article; zbMATH DE number 5961462 |
Statements
21 October 2011
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stochastic approximation
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stochastic optimization
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trading strategy
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0.8708931803703308
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0.8313994407653809
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0.8229124546051025
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0.7870368957519531
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0.7625895738601685
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