Algorithmic trading, stochastic control, and mutually exciting processes (Q4580297)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Algorithmic trading, stochastic control, and mutually exciting processes |
scientific article; zbMATH DE number 6917746
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Algorithmic trading, stochastic control, and mutually exciting processes |
scientific article; zbMATH DE number 6917746 |
Statements
Algorithmic Trading, Stochastic Control, and Mutually Exciting Processes (English)
0 references
14 August 2018
0 references
algorithmic trading
0 references
high frequency trading
0 references
short-term-alpha
0 references
adverse selection
0 references
mutually exciting processes
0 references
Hawkes processes
0 references
0 references
0 references
0.921145796775818
0 references
0.7773436903953552
0 references
0.7584185004234314
0 references
0.757703423500061
0 references
0.753146231174469
0 references
