Algorithmic trading with model uncertainty (Q4607046)
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scientific article; zbMATH DE number 6849034
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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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0.8074344992637634
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0.7690560221672058
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0.7660892009735107
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0.7597530484199524
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0.7576650381088257
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