Algorithmic Trading with Model Uncertainty (Q4607046)
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scientific article; zbMATH DE number 6849034
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Algorithmic Trading with Model Uncertainty |
scientific article; zbMATH DE number 6849034 |
Statements
Algorithmic Trading with Model Uncertainty (English)
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12 March 2018
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market making
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ambiguity aversion
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model uncertainty
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algorithmic trading
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high-frequency trading
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short-term alpha
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adverse selection
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robust optimization
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