A mathematical analysis of technical analysis (Q5378529)
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scientific article; zbMATH DE number 7061209
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A mathematical analysis of technical analysis |
scientific article; zbMATH DE number 7061209 |
Statements
A Mathematical Analysis of Technical Analysis (English)
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3 June 2019
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long-term growth
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continuous-time Markov chain
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moving average
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optimal investment
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Ornstein-Uhlenbeck process
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partial information
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simulation
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utility maximization
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0.7696897983551025
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0.7532917857170105
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0.73689204454422
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0.7336751222610474
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0.7323745489120483
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