Financial models induced from auxiliary indices and Twitter data (Q5217540)
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scientific article; zbMATH DE number 7173067
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| English | Financial models induced from auxiliary indices and Twitter data |
scientific article; zbMATH DE number 7173067 |
Statements
FINANCIAL MODELS INDUCED FROM AUXILIARY INDICES AND TWITTER DATA (English)
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24 February 2020
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asset model
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Lévy process
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SDE
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optimal portfolio
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utility function
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0.6364308595657349
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0.6291364431381226
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0.6260675191879272
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0.6237891316413879
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0.6230427026748657
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