Gaussian process-based algorithmic trading strategy identification (Q4683063)
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scientific article; zbMATH DE number 6939268
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Gaussian process-based algorithmic trading strategy identification |
scientific article; zbMATH DE number 6939268 |
Statements
Gaussian process-based algorithmic trading strategy identification (English)
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19 September 2018
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inverse reinforcement learning
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Gaussian process
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high-frequency trading
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algorithmic trading
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behavioural finance
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Markov decision process
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support vector machine
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0.7406354546546936
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0.7285348176956177
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0.7236784100532532
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0.7051947712898254
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0.6925923228263855
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