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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