The trader's problem (Q3210322)
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scientific article; zbMATH DE number 4191355
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The trader's problem |
scientific article; zbMATH DE number 4191355 |
Statements
The trader's problem (English)
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1990
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trading strategy
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convex cost function
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trend estimate
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Kalman filter
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absolutely summable linear filter
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0.7652525305747986
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0.7511982917785645
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0.7508156895637512
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0.7459589838981628
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