Trading algorithms with learning in latent alpha models (Q5241561)
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scientific article; zbMATH DE number 7125065
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Trading algorithms with learning in latent alpha models |
scientific article; zbMATH DE number 7125065 |
Statements
Trading algorithms with learning in latent alpha models (English)
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31 October 2019
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optimal trading algorithms
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alpha signals
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machine learning
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statistical arbitrage
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stochastic control
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0.789340615272522
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0.7890431880950928
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0.7494572997093201
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0.7390709519386292
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0.732717752456665
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