Dynamic mode decomposition for financial trading strategies (Q4554232)

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scientific article; zbMATH DE number 6976832
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    Dynamic mode decomposition for financial trading strategies
    scientific article; zbMATH DE number 6976832

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      Dynamic mode decomposition for financial trading strategies (English)
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      13 November 2018
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      dynamic mode decomposition
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      Koopman operator
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      dynamical systems
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      financial trading
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      equation-free
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